VARResults.test_normality()
statsmodels.tsa.vector_ar.var_model.VARResults.test_normality
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VARResults.test_normality(signif=0.05, verbose=True)
[source] -
Test assumption of normal-distributed errors using Jarque-Bera-style omnibus Chi^2 test
Parameters: signif : float
Test significance threshold
Notes
H0 (null) : data are generated by a Gaussian-distributed process
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.vector_ar.var_model.VARResults.test_normality.html