Python VAR.test_whiteness Examples

Example #1

File: test_var.py Project: mayankesh239/statsmodels

def test_whiteness_nlag(reset_randomstate):
    # GH 6686
    y = np.random.standard_normal((200, 2))
    res = VAR(y).fit(maxlags=1, ic=None)
    with pytest.raises(ValueError, match="The whiteness test can only"):
        res.test_whiteness(1)