statsmodels.tsa.vector_ar.var_model.VARResults.test_normality

VARResults.test_normality(signif=0.05) [source]

Test assumption of normal-distributed errors using Jarque-Bera-style omnibus Chi^2 test.

Parameters:	signif (float) – Test significance level.
Returns:	result
Return type:	NormalityTestResults

Notes

H0 (null) : data are generated by a Gaussian-distributed process