statsmodels/statsmodels — Issue #136: VAR: print statements and plots
Author: josef-pkt
Created: 2012-01-11 19:38:36+00:00
State: open

Trying out some examples (following some pandas examples form a notebook by Wes):

In python I don't expect an assignment to print anything, unless it's a warning.
Also, I would expect a test to return a numerical result.

```
>>> c = res.test_causality('m1', 'realgdp')
Granger causality f-test
=============================================================
Test statistic Critical Value p-value df
-------------------------------------------------------------
1.110648 3.011286 0.330 (2, 579)
=============================================================
H_0: ['realgdp'] do not Granger-cause m1
Conclusion: fail to reject H_0 at 5.00% significance level

>>> res.test_whiteness()
FAIL: Some autocorrelations exceed 0.1414 bound. See plot
>>> w = res.test_whiteness()
FAIL: Some autocorrelations exceed 0.1414 bound. See plot
```