statsmodels.tsa.base.prediction.PredictionResults.t_test

PredictionResults.t_test(value=0, alternative='two-sided')

z- or t-test for hypothesis that mean is equal to value

Parameters:

valuearray_like, optional

Value under the null hypothesis.

alternative{“two-sided”, “larger”, “smaller”}, optional

The alternative hypothesis for the test.

Returns:

statndarray or Series

The test statistic.

pvaluendarray or Series

The p-value of the hypothesis test. The distribution used is given by the attribute of the instance specified in __init__. The default, if not specified, is the normal distribution.