statsmodels.tsa.vector_ar.var_model.VARResults.test_normality

VARResults.test_normality(signif=0.05, verbose=True)

Test assumption of normal-distributed errors using Jarque-Bera-style omnibus Chi^2 test

Parameters:

signif : float

Test significance threshold

Notes

H0 (null) : data are generated by a Gaussian-distributed process