statsmodels.tsa.vector_ar.hypothesis_test_results.HypothesisTestResults

class statsmodels.tsa.vector_ar.hypothesis_test_results.HypothesisTestResults(test_statistic, crit_value, pvalue, df, signif, method, title, h0)[source]

Results class for hypothesis tests.

Parameters:

test_statistic : float

crit_value : float

pvalue : float, 0 <= pvalue <= 1

df : int

Degrees of freedom.

signif : float, 0 < signif < 1

Significance level.

method : str

The kind of test (e.g. "f" for F-test, "wald" for Wald-test).

title : str

A title describing the test. It will be part of the summary.

h0 : str

A string describing the null hypothesis. It will be used in the summary.

Methods

summary() Return summary