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
- 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