statsmodels.tsa.vector_ar.vecm.VECMResults.test_normality

method

VECMResults.test_normality(signif=0.05)[source]

Test assumption of normal-distributed errors using Jarque-Bera-style omnibus \(\\chi^2\) test.

Parameters:

signif : float

The test’s significance level.

Returns:

result : statsmodels.tsa.vector_ar.hypothesis_test_results.NormalityTestResults

Notes

H0 : data are generated by a Gaussian-distributed process