statsmodels.tsa.vector_ar.var_model.VARResults.test_normality
-
VARResults.test_normality(signif=0.05, verbose=True)
[source] -
Test assumption of normal-distributed errors using Jarque-Bera-style omnibus Chi^2 test
Parameters: signif : float
Test significance threshold
Notes
H0 (null) : data are generated by a Gaussian-distributed process
Please login to continue.