Utilities¶

Utilities that do not fit well on other pages.

Test Results¶

class arch.utility.testing.WaldTestStatistic(stat: float, df: int, null: str, alternative: str, name: str = '')[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 = ''¶

Name of test

property critical_values : dict[str, float]¶

Critical values test for common test sizes

property null : str¶

Null hypothesis

property pval : float¶

P-value of test statistic

property stat : float¶

Test statistic