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

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


property pval : float[source]

P-value of test statistic

property stat : float

Test statistic

Return type