statsmodels.tsa.vector_ar.hypothesis_test_results.NormalityTestResults

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

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

Parameters

test_statisticfloat

The test’s test statistic.

crit_valuefloat

The test’s critical value.

pvaluefloat

The test’s p-value.

dfint

Degrees of freedom.

signiffloat

Significance level.

Methods

summary()

Return summary