Untitled

#heterskedasticity
from statsmodels.stats.diagnostic import het_breuschpagan
bp_test = het_breuschpagan(model.resid,X)
bp_test
p_value = bp_test[1]
p_value
#no evidence for heteroskedasticity


#multicollinearity
from statsmodels.stats.outliers_influence import variance_inflation_factor
vif = pd.DataFrame()
vif['feature'] = X.columns
vif['VIF'] = [variance_inflation_factor(X.values, i) for i in range(X.shape[1])]
vif
#vif>1 multicollinearity

#Autocorrelation
from statsmodels.stats.stattools import durbin_watson
dw_statistic = durbin_watson(model.resid)
dw_statistic
#DW < 2 no autocorrelation

#normaltity 
from statsmodels.stats.stattools import jarque_bera
jb_test = jarque_bera(model.resid)
jb_test[1]