statsmodels.tsa.ar_model.AutoRegResults.diagnostic_summary¶

AutoRegResults.diagnostic_summary()[ソース]¶

Returns a summary containing standard model diagnostic tests

Returns:¶

Summary

A summary instance with panels for serial correlation tests, normality tests and heteroskedasticity tests.

参考

test_serial_correlation

Test models residuals for serial correlation.

test_normality

Test models residuals for deviations from normality.

test_heteroskedasticity

Test models residuals for conditional heteroskedasticity.