Logo

statsmodels.tsa.vector_ar.var_model.VARResults.test_whiteness

VARResults.test_whiteness(nlags=10, plot=True, linewidth=8)[source]

Test white noise assumption. Sample (Y) autocorrelations are compared with the standard 2 / \sqrt(T) bounds.

Parameters:

plot : boolean, default True

Plot autocorrelations with 2 / sqrt(T) bounds

Previous topic

statsmodels.tsa.vector_ar.var_model.VARResults.test_normality

Next topic

statsmodels.tsa.vector_ar.var_model.VARResults.tvalues

This Page