VARResults.test_whiteness(nlags=10, signif=0.05, adjusted=False)
[source]
Residual whiteness tests using Portmanteau test
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Test the whiteness of the residuals using the Portmanteau test as described in [1], chapter 4.4.3.
[1] | Lütkepohl, H. 2005. New Introduction to Multiple Time Series Analysis. Springer. |
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.vector_ar.var_model.VARResults.test_whiteness.html