This is a collection of statistical tests that can be used independent from any models. They are used in :mod: statsmodels to perform tests of the underlying assumptions of a statistical model, e.g. durbin_watson for autocorrelation of residuals, jarque_bera for normal distribution of residuals. Further tests on the properties of the residuals can be obtained from scipy.stats.
durbin_watson(resids) | Calculates the Durbin-Watson statistic |
jarque_bera(resids) | Calculate residual skewness, kurtosis, and do the JB test for normality |
omni_normtest(resids[, axis]) | Omnibus test for normality |
conditionnum(exog) | Returns the condition number of an exogenous design array. |