statsmodels.tsa.vector_ar.hypothesis_test_results.HypothesisTestResults¶
-
class
statsmodels.tsa.vector_ar.hypothesis_test_results.
HypothesisTestResults
(test_statistic, crit_value, pvalue, df, signif, method, title, h0)[source]¶ Results class for hypothesis tests.
- Parameters
- test_statistic
float
- crit_value
float
- pvalue
float
, 0 <= pvalue <= 1 - df
int
Degrees of freedom.
- signif
float
, 0 < signif < 1 Significance level.
- method
str
The kind of test (e.g.
"f"
for F-test,"wald"
for Wald-test).- title
str
A title describing the test. It will be part of the summary.
- h0
str
A string describing the null hypothesis. It will be used in the summary.
- test_statistic
Methods
summary
()Return summary