VARResults.test_whiteness()

statsmodels.tsa.vector_ar.var_model.VARResults.test_whiteness

VARResults.test_whiteness(nlags=10, plot=True, linewidth=8) [source]

Test white noise assumption. Sample (Y) autocorrelations are compared with the standard bounds.

Parameters:	plot : boolean, default True Plot autocorrelations with 2 / sqrt(T) bounds