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:
statfloat

The test statistic

dfint

Degree of freedom.

nullstr

A statement of the test’s null hypothesis

alternativestr

A statement of the test’s alternative hypothesis

namestr, default “” (empty)

Name of test

Attributes:
alternative
critical_values

Critical values test for common test sizes

null

Null hypothesis

pval

P-value of test statistic

stat

Test statistic

property critical_values: Dict[str, float][source]

Critical values test for common test sizes

property null: str

Null hypothesis

Return type:

str

property pval: float[source]

P-value of test statistic

property stat: float

Test statistic

Return type:

float