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.

Methods

summary()

Return summary