def test_whiteness(self):
r = np.random.randn(100, 5, 10) # gaussian white noise
r0 = r.copy()
var = VAR(0)
var.residuals = r
p = var.test_whiteness(20)
self.assertTrue(np.all(r == r0)) # make sure we don't modify the input
self.assertTrue(p > 0.05) # test should be non-significant for white noise
r[3:, 1, :] = r[:-3, 0, :] # create cross-correlation at lag 3
p = var.test_whiteness(20)
self.assertFalse(p > 0.05) # now test should be significant
