CalibrationResult.berkowitz#

CalibrationResult.berkowitz(name)[source]#

One series’ Berkowitz verdict.

The likelihood-ratio record for that column of tests, with statistic, df = 3, pvalue, and reject(alpha=...).

Parameters:

name (str) – A series label.

Return type:

_LikelihoodRatioTest

Returns:

The likelihood-ratio test record.

Raises:

SpecificationError – If the label is unknown.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> record = Calibration(rng.standard_normal((80, 500)), rng.standard_normal(80))
>>> verdict = record.compute().berkowitz("y1")
>>> verdict.df, bool(verdict.reject(alpha=0.05))
(3, False)