statsmodels.tsa.base.prediction.PredictionResults.t_test

PredictionResults.t_test(value=0, alternative='two-sided')

z- or t-test for hypothesis that mean is equal to value

Parameters:

• value (array_like) – value under the null hypothesis

• alternative (str) – ‘two-sided’, ‘larger’, ‘smaller’

Returns:

• stat (ndarray) – test statistic

• pvalue (ndarray) – p-value of the hypothesis test, the distribution is given by the attribute of the instance, specified in __init__. Default if not specified is the normal distribution.