time series - Heteroscedasticity, autocorrelation and unit roots test in python

Question

I am making a 3sls model and I must do the tests indicated in the title of the question. The model is as follows:

equations = dict(Aquí van las ecuaciones)
system_3sls1 = IV3SLS.from_formula(equations, df)
system_3sls1_res = system_3sls1.fit(method='gls', cov_type='unadjusted')
print(system_3sls1_res)

I assume you have to get the residuals from that model, but I can't get them yet.

question from:https://stackoverflow.com/questions/65830299/heteroscedasticity-autocorrelation-and-unit-roots-test-in-python

Answer 1

Waitting for answers