statsmodels.tsa.vector_ar.svar_model.SVARResults.test_normality¶
-
SVARResults.
test_normality
(signif=0.05)¶ Test assumption of normal-distributed errors using Jarque-Bera-style omnibus Chi^2 test.
- Parameters
signif : float
Test significance level.
- Returns
result : NormalityTestResults
Notes
H0 (null) : data are generated by a Gaussian-distributed process