code: def norm_signif_level(alpha=0.05):
      return stats.norm.ppf(1 - alpha / 2)
  
file_path: statsmodels/statsmodels/tsa/vector_ar/util.py
imports: from statsmodels.compat.pandas import frequencies
  from statsmodels.compat.python import asbytes
  from statsmodels.tools.validation import array_like, int_like
  import numpy
  import pandas
  from scipy import stats, linalg
  import statsmodels.tsa.tsatools
label_desc: Use image node_id 6 for calling a global function with example usage: norm_signif_level(alpha) and returns: stats