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statsmodels.tsa.arima_model.ARMAResults.t

ARMAResults.t(column=None)

deprecated: Return the t-statistic for a given parameter estimate.

FutureWarning: use attribute tvalues instead, t will be removed in the next release

Parameters:

column : array-like

The columns for which you would like the t-value. Note that this uses Python’s indexing conventions.

See also

Use

Examples

>>> import statsmodels.api as sm
>>> data = sm.datasets.longley.load()
>>> data.exog = sm.add_constant(data.exog)
>>> results = sm.OLS(data.endog, data.exog).fit()
>>> results.tvalues
array([ 0.17737603, -1.06951632, -4.13642736, -4.82198531, -0.22605114,
4.01588981, -3.91080292])
>>> results.tvalues[[1,2,4]]
array([-1.06951632, -4.13642736, -0.22605114])
>>> import numpy as np
>>> results.tvalues[np.array([1,2,4]]
array([-1.06951632, -4.13642736, -0.22605114])

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