VARXResult.residual_diagnostics#

VARXResult.residual_diagnostics(*, portmanteau_lags=10, arch_lags=5)[source]#

Run every residual test and collect them into one table.

Parameters:

portmanteau_lags (int) – Lags for the multivariate autocorrelation test.
arch_lags (int) – Lags for the per-equation ARCH test.

Return type:

Returns:

A _SummaryTable with one row per test.

API reference

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Pre-releases are published to PyPI and announced on GitHub Releases. Pin the exact version in anything that must not move.

pip install --pre cultivars==1.0.0a4

© 2026, Nikhil Sunder. Released under the MIT License. cultivars is an independent open-source project and is not affiliated with the Federal Reserve Bank of St. Louis; FRED® is a registered trademark of the Federal Reserve Bank of St. Louis.

cultivars 1.0.0a4 · updated 2026-10-13 · built with Sphinx 9.1.0 and the PyData Sphinx Theme