statsmodels.tsa.vector_ar.hypothesis_test_results.CausalityTestResults¶
-
class
statsmodels.tsa.vector_ar.hypothesis_test_results.CausalityTestResults(causing, caused, test_statistic, crit_value, pvalue, df, signif, test='granger', method=None)[source]¶ Results class for Granger-causality and instantaneous causality.
- Parameters
- causinglist of str
This list contains the potentially causing variables.
- causedlist of str
This list contains the potentially caused variables.
- test_statisticfloat
- crit_valuefloat
- pvaluefloat
- dfint
Degrees of freedom.
- signiffloat
Significance level.
- teststr {
"granger","inst"}, default:"granger" If
"granger", Granger-causality has been tested. If"inst", instantaneous causality has been tested.- methodstr {
"f","wald"} The kind of test.
"f"indicates an F-test,"wald"indicates a Wald-test.
Methods
summary()Return summary