Utilities
Utilities that do not fit well on other pages.
Test Results
- class
arch.utility.testing.
WaldTestStatistic
(stat, df, null, alternative, name='')[source] Test statistic holder for Wald-type tests
- Parameters
stat (float) -- The test statistic
df (int) -- Degree of freedom.
null (str) -- A statement of the test's null hypothesis
alternative (str) -- A statement of the test's alternative hypothesis
name (str, default "" (empty)) -- Name of test
- property
critical_values
[source] Critical values test for common test sizes
- property
null
Null hypothesis
- Return type
str
- property
pval
[source] P-value of test statistic
- property
stat
Test statistic
- Return type
float