Struct ResidualDiagnostics 

pub struct ResidualDiagnostics {
    pub mean: f64,
    pub variance: f64,
    pub std_dev: f64,
    pub skewness: f64,
    pub kurtosis: f64,
    pub jarque_bera: (f64, f64),
    pub ljung_box: (f64, f64),
    pub durbin_watson: f64,
    pub min: f64,
    pub max: f64,
}

Residual diagnostics

Fields

mean: f64

Mean of residuals

variance: f64

Variance of residuals

std_dev: f64

Standard deviation

skewness: f64

Skewness

kurtosis: f64

Kurtosis

jarque_bera: (f64, f64)

Jarque-Bera test (statistic, p-value)

ljung_box: (f64, f64)

Ljung-Box test (statistic, p-value)

durbin_watson: f64

Durbin-Watson statistic

min: f64

Minimum residual

max: f64

Maximum residual

Implementations

impl ResidualDiagnostics

pub fn is_normal(&self) -> bool

Check if residuals are normally distributed (5% level)

pub fn has_autocorrelation(&self) -> bool

Check if residuals show autocorrelation (5% level)

pub fn durbin_watson_interpretation(&self) -> &'static str

Check Durbin-Watson for autocorrelation DW ≈ 2: no autocorrelation DW < 1.5: positive autocorrelation
DW > 2.5: negative autocorrelation

pub fn summary(&self) -> String

Create summary

Trait Implementations

impl Clone for ResidualDiagnostics

fn clone(&self) -> ResidualDiagnostics

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for ResidualDiagnostics

fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error>

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for ResidualDiagnostics

fn deserialize<__D>( __deserializer: __D, ) -> Result<ResidualDiagnostics, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for ResidualDiagnostics

fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.