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