Exemple #1
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def test_mackinnonp_small():
    val_large = mackinnonp(-7.0,
                           regression="c",
                           num_unit_roots=1,
                           dist_type="adf-z")
    val = mackinnonp(-10.0,
                     regression="c",
                     num_unit_roots=1,
                     dist_type="adf-z")
    assert val < val_large
Exemple #2
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def test_mackinnonp_large():
    val = mackinnonp(100.0, regression="c", num_unit_roots=1)
    assert val == 1.0
Exemple #3
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def test_mackinnonp_errors():
    with pytest.raises(ValueError):
        mackinnonp(-1.0, regression="c", num_unit_roots=2, dist_type="ADF-z")
    with pytest.raises(ValueError):
        mackinnonp(-1.0, dist_type="unknown")
Exemple #4
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def test_mackinnonp_large():
    val = mackinnonp(100.0, regression="c", num_unit_roots=1)
    assert val == 1.0
Exemple #5
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def test_mackinnonp_small():
    val_large = mackinnonp(-7.0, regression="c", num_unit_roots=1, dist_type='adf-z')
    val = mackinnonp(-10.0, regression="c", num_unit_roots=1, dist_type='adf-z')
    assert val < val_large
Exemple #6
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def test_mackinnonp_errors():
    with pytest.raises(ValueError):
        mackinnonp(-1.0, regression="c", num_unit_roots=2, dist_type='ADF-z')
    with pytest.raises(ValueError):
        mackinnonp(-1.0, dist_type='unknown')