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

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