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

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