statsmodels.tsa.ardl.UECMResults.diagnostic_summary

UECMResults.diagnostic_summary()

Returns a summary containing standard model diagnostic tests

Returns:

Summary

A summary instance with panels for serial correlation tests, normality tests and heteroskedasticity tests.

See also

test_serial_correlation

Test models residuals for serial correlation.

test_normality

Test models residuals for deviations from normality.

test_heteroskedasticity

Test models residuals for conditional heteroskedasticity.