VECMResults.test_normality(signif=0.05)
[source]
Test assumption of normal-distributed errors using Jarque-Bera-style omnibus \(\chi^2\) test.
Parameters: | signif (float) – The test’s significance level. |
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Returns: | result |
Return type: | statsmodels.tsa.vector_ar.hypothesis_test_results.NormalityTestResults |
H0 : data are generated by a Gaussian-distributed process
© 2009–2012 Statsmodels Developers
© 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.vecm.VECMResults.test_normality.html