3.11.20. statsmodels.stats.stattools¶
Statistical tests to be used in conjunction with the models
3.11.20.1. Notes¶
These functions haven’t been formally tested.
3.11.20.2. Functions¶
durbin_watson(resids[, axis]) |
Calculates the Durbin-Watson statistic |
expected_robust_kurtosis([ab, dg]) |
Calculates the expected value of the robust kurtosis measures in Kim and White assuming the data are normally distributed. |
jarque_bera(resids[, axis]) |
Calculate residual skewness, kurtosis, and do the JB test for normality |
medcouple(y[, axis]) |
Calculates the medcouple robust measure of skew. |
omni_normtest(resids[, axis]) |
Omnibus test for normality |
robust_kurtosis(y[, axis, ab, dg, excess]) |
Calculates the four kurtosis measures in Kim & White |
robust_skewness(y[, axis]) |
Calculates the four skewness measures in Kim & White |