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.
- Parameters:
- signif
float,optional Test significance level.
- signif
- Returns:
- result
NormalityTestResults
- result
Notes
H0 (null) : data are generated by a Gaussian-distributed process