statsmodels.tsa.vector_ar.vecm.VECMResults.test_whiteness¶
- VECMResults.test_whiteness(nlags=10, signif=0.05, adjusted=False)[source]¶
Test the whiteness of the residuals using the Portmanteau test.
This test is described in [1], chapter 8.4.1.
- Parameters:
nlags (int > 0)
signif (float, 0 < signif < 1)
adjusted (bool, default False)
- Returns:
result
- Return type:
statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults
References
