Python _window_ols Examples

Example #1

def test_window_ols_full(ols_data):
    y, x = ols_data['y'], ols_data['x']
    res1 = _window_ols(y, x, window_type='full_sample')
    res2 = _window_ols(y, x)
    res3 = pd.ols(y=y, x=x, window_type='full_sample')
    assert_ols_equal(res1, res2)
    assert_ols_equal(res1, res3)

Example #2

File: test_dynamic.py Project: ChadFulton/statsmodels

def test_window_ols_full(ols_data):
    y, x = ols_data['y'], ols_data['x']
    res1 = _window_ols(y, x, window_type='full_sample')
    res2 = _window_ols(y, x)
    res3 = pd.ols(y=y, x=x, window_type='full_sample')
    assert_ols_equal(res1, res2)
    assert_ols_equal(res1, res3)

Example #3

def test_window_ols_expanding(ols_data):
    y, x = ols_data['y'], ols_data['x']
    res1 = _window_ols(y, x, window_type='expanding')
    res2 = pd.ols(y=y, x=x, window_type='expanding')
    assert_ols_equal(res1, res2)

Example #4

def test_window_ols_rolling(ols_data):
    y, x = ols_data['y'], ols_data['x']
    res1 = _window_ols(y, x, window_type='rolling', window=100)
    res2 = pd.ols(y=y, x=x, window_type='rolling', window=100)
    assert_ols_equal(res1, res2)

Example #5

File: test_dynamic.py Project: ChadFulton/statsmodels

def test_window_ols_expanding(ols_data):
    y, x = ols_data['y'], ols_data['x']
    res1 = _window_ols(y, x, window_type='expanding')
    res2 = pd.ols(y=y, x=x, window_type='expanding')
    assert_ols_equal(res1, res2)

Example #6

File: test_dynamic.py Project: ChadFulton/statsmodels

def test_window_ols_rolling(ols_data):
    y, x = ols_data['y'], ols_data['x']
    res1 = _window_ols(y, x, window_type='rolling', window=100)
    res2 = pd.ols(y=y, x=x, window_type='rolling', window=100)
    assert_ols_equal(res1, res2)