Statistical Tests & Tools

Method Definition
adfuller Augmented Dickey-Fuller test (time series stationarity).
cochrane_orcutt Performs a Cochrane-Orcutt estimation.
durbin_watson Durbin-Watson test (autocorrelation of residuals).
endogtest Endogeneity test.
het_arch Engle’s Test for Autoregressive Conditional Heteroscedasticity (ARCH).
het_breuschpagan Breusch-Pagan test for heteroscedasticity.
het_goldfeldquandt Goldfeld-Quandt homoscedasticity test.
het_white White’s Lagrange Multiplier Test for heteroscedasticity.
jarque_bera Jarque Bera test (Distribution normality).
kurtosistest Tests whether the kurtosis is different from the normal distribution.
ljungbox Ljung–Box test (whether any of a group of autocorrelations of a time series are different from zero).
mkt Mann-Kendall test (time series trend).
normaltest Tests whether a sample differs from a normal distribution.
seasonal_decompose Performs a seasonal time series decomposition.
skewtest Tests whether the skewness is different from the normal distribution.
variance_inflation_factor Computes the variance inflation factor (VIF).