ACFTestResult

Notedocblock

ACFTestResult

Result of the asymptotic test based on the classical autocorrelation function test_acf.

Fields:

• stat::Float64: value of the test statistic.
• asymp_crit::Float64: asymptotic critical value.
• asymp_pval::Float64: asymptotic p-value.
• asymp_reject::Bool: whether the null hypothesis is rejected at the chosen level.