statsmodels.tsa.vector_ar.svar_model.SVARResults.test_normality

SVARResults.test_normality(signif=0.05)

Test assumption of normal-distributed errors using Jarque-Bera-style omnibus Chi^2 test.

Parameters:

signiffloat, optional

Test significance level.

Returns:

resultNormalityTestResults

Notes

H0 (null) : data are generated by a Gaussian-distributed process