Statistical Testing

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