statsmodels.tsa.vector_ar.var_model.VARResults.test_normality¶
- VARResults.test_normality(signif=0.05)[source]¶
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