statsmodels.tsa.vector_ar.var_model.VARResults.test_normality¶
-
VARResults.test_normality(signif=
0.05
)[source]¶ Test assumption of normal-distributed errors using Jarque-Bera-style omnibus Chi^2 test.
Notes
H0 (null) : data are generated by a Gaussian-distributed process
Last update:
Oct 29, 2024