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