Utilities

Utilities that do not fit well on other pages.

Test Results

class arch.utility.testing.WaldTestStatistic(stat, df, null, alternative, name='')

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

Critical values test for common test sizes

property null

Null hypothesis

Return type

str

property pval

P-value of test statistic

property stat

Test statistic

Return type

float