statsmodels.tsa.ardl.ARDLResults.test_normality¶
- ARDLResults.test_normality()¶
Test for normality of standardized residuals.
- Returns:
Series
Series containing four values, the test statistic and its p-value, the skewness and the kurtosis.
See also
statsmodels.stats.stattools.jarque_bera
The Jarque-Bera test of normality.
Notes
Null hypothesis is normality.