statsmodels.tsa.ar_model.AutoRegResults.diagnostic_summary¶
-
AutoRegResults.
diagnostic_summary
()[source]¶ Returns a summary containing standard model diagnostic tests
- Returns
Summary
A summary instance with panels for serial correlation tests, normality tests and heteroskedasticity tests.
See also
test_serial_correlation
Test models residuals for serial correlation.
test_normality
Test models residuals for deviations from normality.
test_heteroskedasticity
Test models residuals for conditional heteroskedasticity.