PredictiveCheckTest.statistics

PredictiveCheckTest.statistics: tuple[str, ...]

Names of the discrepancy statistics, one per row of observed.

Drawn from mean, sd, min, max, skewness, kurtosis (excess), acf1 (lag-one autocorrelation), and arch1 (lag-one autocorrelation of the squared demeaned series), in the order the check was asked for them; the default is ("mean", "sd", "acf1", "kurtosis", "arch1"). These are the keys pvalue() accepts and the first half of every label extreme() returns.