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static VARResults.tvalues()

statsmodels.tsa.vector_ar.var_model.VARResults.tvalues

static VARResults.tvalues() [source]: Compute t-statistics. Use Student-t(T - Kp - 1) = t(df_resid) to test significance.

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.vector_ar.var_model.VARResults.tvalues.html

doc_statsmodels

2017-01-18 16:19:11

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