def test_dfgls_auto(self):
dfgls = DFGLS(self.inflation, trend='ct', method='BIC', max_lags=3)
assert_equal(dfgls.lags, 2)
assert_equal(dfgls.max_lags, 3)
assert_almost_equal(dfgls.stat, -2.9035369, DECIMAL_4)
dfgls.max_lags = 1
assert_equal(dfgls.lags, 1)
def test_dfgls_auto(self):
dfgls = DFGLS(self.inflation, trend='ct', method='BIC', max_lags=3)
assert_equal(dfgls.lags, 2)
assert_equal(dfgls.max_lags, 3)
assert_almost_equal(dfgls.stat, -2.9035369, DECIMAL_4)
dfgls.max_lags = 1
assert_equal(dfgls.lags, 1)
def test_dfgls_auto(self):
dfgls = DFGLS(self.inflation, trend="ct", method="BIC", max_lags=3)
assert_equal(dfgls.lags, 2)
assert_equal(dfgls.max_lags, 3)
assert_almost_equal(dfgls.stat, -2.9035369, DECIMAL_4)
with pytest.warns(FutureWarning, match="Mutating unit root"):
dfgls.max_lags = 1
assert_equal(dfgls.lags, 1)
def test_dfgls_c(self):
dfgls = DFGLS(self.inflation, trend="c", lags=0)
assert_almost_equal(dfgls.stat, -6.017304, DECIMAL_4)
dfgls.summary()
dfgls.regression.summary()
assert dfgls.trend == "c"
with pytest.warns(FutureWarning, match="Mutating unit root"):
dfgls.trend = "c"
assert dfgls.trend == "c"
with pytest.warns(FutureWarning, match="Mutating unit root"):
dfgls.trend = "ct"
assert dfgls.trend == "ct"
with pytest.warns(FutureWarning, match="Mutating unit root"):
dfgls.trend = "c"
assert dfgls.trend == "c"
dfgls_hm = DFGLS(self.inflation, trend="c", lags=0, low_memory=False)
assert_almost_equal(dfgls_hm.stat, -6.017304, DECIMAL_4)
dfgls_lm = DFGLS(self.inflation, trend="c", lags=0, low_memory=True)
assert_almost_equal(dfgls_lm.stat, -6.017304, DECIMAL_4)
ml = dfgls.max_lags
with pytest.warns(FutureWarning, match="Mutating unit root"):
dfgls.max_lags = ml