statsmodels.tsa.vector_ar.var_model.VARResults.tvalues
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VARResults.tvalues()[source] -
Compute t-statistics. Use Student-t(T - Kp - 1) = t(df_resid) to test significance.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.vector_ar.var_model.VARResults.tvalues.html
