statsmodels.tsa.vector_ar.vecm.VECMResults.test_normality¶
- VECMResults.test_normality(signif=0.05)[source]¶
Test assumption of normal-distributed errors using Jarque-Bera-style omnibus \(\\chi^2\) test.
Notes
H0 : data are generated by a Gaussian-distributed process
Last update:
Jun 10, 2024