statsmodels.tsa.vector_ar.hypothesis_test_results.CausalityTestResults¶
-
class
statsmodels.tsa.vector_ar.hypothesis_test_results.
CausalityTestResults
(causing, caused, test_statistic, crit_value, pvalue, df, signif, test='granger', method=None)[source]¶ Results class for Granger-causality and instantaneous causality.
Parameters: causing : list of str
This list contains the potentially causing variables.
caused : list of str
This list contains the potentially caused variables.
test_statistic : float
crit_value : float
pvalue : float
df : int
Degrees of freedom.
signif : float
Significance level.
test : str {
"granger"
,"inst"
}, default:"granger"
If
"granger"
, Granger-causality has been tested. If"inst"
, instantaneous causality has been tested.method : str {
"f"
,"wald"
}The kind of test.
"f"
indicates an F-test,"wald"
indicates a Wald-test.Methods
summary
()Return summary Methods
summary
()Return summary