ARIMAResults.wald_test(r_matrix, cov_p=None, scale=1.0, invcov=None, use_f=None)
Compute a Waldtest for a joint linear hypothesis.
Parameters: 


Returns: 
res – The results for the test are attributes of this results instance. 
Return type: 
ContrastResults instance 
See also
statsmodels.stats.contrast.ContrastResults
, f_test
, t_test
, patsy.DesignInfo.linear_constraint
The matrix r_matrix
is assumed to be nonsingular. More precisely,
r_matrix (pX pX.T) r_matrix.T
is assumed invertible. Here, pX is the generalized inverse of the design matrix of the model. There can be problems in nonOLS models where the rank of the covariance of the noise is not full.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_model.ARIMAResults.wald_test.html