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statsmodels.tsa.vector_ar.var_model.VARResults.test_normality

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

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