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