statsmodels.tsa.vector_ar.hypothesis_test_results.NormalityTestResults

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

Results class for the Jarque-Bera-test for nonnormality.

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.

Methods

summary() Return summary

Methods

summary() Return summary