statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults

class statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults(test_statistic, crit_value, pvalue, df, signif, nlags, adjusted) [source]

Results class for the Portmanteau-test for residual autocorrelation.

Parameters:	test_statistic (float) – The test’s test statistic. crit_value (float) – The test’s critical value. pvalue (float) – The test’s p-value. df (int) – Degrees of freedom. signif (float) – Significance level. nlags (int) – Number of lags tested.

Methods

summary()