statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults

class statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults(test_statistic, crit_value, pvalue, df, signif, nlags, adjusted)[source]

Results class for the Portmanteau-test for residual autocorrelation.

Parameters:

test_statistic : float

The test’s test statistic.

crit_value : float

The test’s critical value.

pvalue : float

The test’s p-value.

df : int

Degrees of freedom.

signif : float

Significance level.

nlags : int

Number of lags tested.

Methods

summary() Return summary