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.
Notes
H0 (null) : data are generated by a Gaussian-distributed process
Last update:
Jun 10, 2024