statsmodels.tsa.vector_ar.vecm.VECMResults.test_whiteness¶
-
VECMResults.
test_whiteness
(nlags=10, signif=0.05, adjusted=False)[source]¶ Test the whiteness of the residuals using the Portmanteau test.
This test is described in [R227], chapter 8.4.1.
- Parameters
nlags : int > 0
signif : float, 0 < signif < 1
adjusted : bool, default False
- Returns
result :
statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults
References