statsmodels.tsa.vector_ar.var_model.VARResults.test_normality

VARResults.test_normality(signif=0.05)[source]

Test assumption of normal-distributed errors using Jarque-Bera-style omnibus Chi^2 test.

Parameters:
signiffloat

Test significance level.

Returns:
resultNormalityTestResults

Notes

H0 (null) : data are generated by a Gaussian-distributed process


Last update: May 25, 2024