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  3. Statistical Testing

Statistical Testing

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Statistical/Hypothesis testing is a common method of drawing inferences about a population based on statistical evidence from a sample.

  • TEST_MEAN - Population Mean Test
  • TEST_STDEV - Standard Deviation Test
  • TEST_SKEW - Skewness Test
  • TEST_XKURT - Excess Kurtosis Test
  • ACFTest - Autocorrelation Test
  • WNTest - White-Noise Test
  • NormalityTest - Testing for Normal/Gaussian Distribution
  • ARCHTest - Test of ARCH Effect
  • ADFTest - Augmented Dickey-Fuller Stationary Test
  • Chow Test - Regression Stability Test
  • CollinearityTest - Test for the Presence of Multi-colinearity
  • JohansenTest - Johansen Cointegration Test
  • XCFTest - Cross-Correlation Test
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