6.10.5. statsmodels.sandbox.tools.try_mctools¶
Created on Fri Sep 30 15:20:45 2011
@author: josef
6.10.5.1. Functions¶
acorr_ljungbox(x[, lags, boxpierce]) |
Ljung-Box test for no autocorrelation |
adf20(x) |
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lb(x) |
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normalnoisesim([nobs, loc]) |
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randwalksim([nobs, drift]) |
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unitroot_adf(x[, maxlag, trendorder, ...]) |
6.10.5.2. Classes¶
StatTestMC(dgp, statistic) |
class to run Monte Carlo study on a statistical test’‘’ |