0

pmdarima has this .pvalues() which described as Get the p-values associated with the t-values of the coefficients. Note that the coefficients are assumed to have a Student’s T distribution. meanwhile it use z statistics not t statistics on it summary. How to access pmdarima t-values?

or should I did the t-test separately?

irene G
  • 3
  • 1
  • It appears to eventually call [statsmodels.tsa.statespace.mlemodel.MLEResults.pvalues](https://www.statsmodels.org/dev/generated/statsmodels.tsa.statespace.mlemodel.MLEResults.pvalues.html#statsmodels.tsa.statespace.mlemodel.MLEResults.pvalues), where the documentation says: "Note that the coefficients are assumed to have a Normal distribution." So I don't know what the pmdarima maintainers mean by that statement. It does seem to be based on z values. – Nick ODell Sep 04 '22 at 22:13

0 Answers0