| 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). |
