VARResults.test_whiteness()
statsmodels.tsa.vector_ar.var_model.VARResults.test_whiteness
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VARResults.test_whiteness(nlags=10, plot=True, linewidth=8)
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Test white noise assumption. Sample (Y) autocorrelations are compared with the standard bounds.
Parameters: plot : boolean, default True
Plot autocorrelations with 2 / sqrt(T) bounds
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.vector_ar.var_model.VARResults.test_whiteness.html