acorr_breush_godfrey(results[, nlags, store]) |
Breush Godfrey Lagrange Multiplier tests for residual autocorrelation |
acorr_ljungbox(x[, lags, boxpierce]) |
Ljung-Box test for no autocorrelation |
breaks_cusumolsresid(olsresidual[, ddof]) |
cusum test for parameter stability based on ols residuals |
breaks_hansen(olsresults) |
test for model stability, breaks in parameters for ols, Hansen 1992 |
het_arch(resid[, maxlag, autolag, store, ...]) |
Engle’s Test for Autoregressive Conditional Heteroscedasticity (ARCH) |
het_breushpagan(resid, exog_het) |
Breush-Pagan Lagrange Multiplier test for heteroscedasticity |
het_white(resid, exog[, retres]) |
White’s Lagrange Multiplier Test for Heteroscedasticity |
kstest_normal(x[, pvalmethod]) |
Lillifors test for normality, |
lillifors(x[, pvalmethod]) |
Lillifors test for normality, |
linear_harvey_collier(res) |
Harvey Collier test for linearity |
linear_lm(resid, exog[, func]) |
Lagrange multiplier test for linearity against functional alternative |
linear_rainbow(res[, frac]) |
Rainbow test for linearity |
normal_ad(x[, axis]) |
Anderson-Darling test for normal distribution unknown mean and variance |
recursive_olsresiduals(olsresults[, skip, ...]) |
calculate recursive ols with residuals and cusum test statistic |
unitroot_adf(x[, maxlag, trendorder, ...]) |
|