pyhctsa.operations.hypothesis_tests.hypothesis_test¶

pyhctsa.operations.hypothesis_tests.hypothesis_test(x, the_test='signtest')¶

Perform statistical hypothesis testing on a time series.

Applies a specified statistical test and returns its p-value. Tests are chosen to evaluate different null hypotheses about the time series properties.

Parameters:¶

x : ArrayLike¶

Input time series

the_test : str, optional¶

Type of hypothesis test to perform:

• ’signtest’: Tests if median equals zero

• ’runstest’: Tests for randomness in sequence

• ’ztest’: Tests if mean equals zero (assumes unit variance)

• ’signrank’: Wilcoxon signed rank test for zero median

• ’jbtest’: Jarque-Bera test for normality

• ’lbq’: Ljung-Box Q-test for autocorrelation

Default is ‘signtest’.

Returns:¶

P-value from the statistical test. A small p-value (< 0.05) typically indicates rejection of the null hypothesis.

Return type:¶

float