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)

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()

Return summary