statsmodels.tsa.vector_ar.vecm.VECMResults.test_normality¶
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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