statsmodels.tsa.vector_ar.hypothesis_test_results.HypothesisTestResults¶
- class statsmodels.tsa.vector_ar.hypothesis_test_results.HypothesisTestResults(test_statistic, crit_value, pvalue, df, signif, method, title, h0)[source]¶
Results class for hypothesis tests.
- Parameters:
- test_statistic
float - crit_value
float - pvalue
float, 0 <= pvalue <= 1 - df
int Degrees of freedom.
- signif
float, 0 < signif < 1 Significance level.
- method
str The kind of test (e.g.
"f"for F-test,"wald"for Wald-test).- title
str A title describing the test. It will be part of the summary.
- h0
str A string describing the null hypothesis. It will be used in the summary.
- test_statistic
Methods
summary()Return summary