def test_variance_ratio(self):
vr = VarianceRatio(self.inflation, debiased=False)
y = self.inflation
dy = np.diff(y)
mu = dy.mean()
dy2 = y[2:] - y[:-2]
nq = dy.shape[0]
denom = np.sum((dy - mu) ** 2.0) / (nq)
num = np.sum((dy2 - 2 * mu) ** 2.0) / (nq * 2)
ratio = num / denom
assert_almost_equal(ratio, vr.vr)
assert 'Variance-Ratio Test' in str(vr)
vr.debiased = True
assert vr.debiased is True
def test_variance_ratio(self):
vr = VarianceRatio(self.inflation, debiased=False)
y = self.inflation
dy = np.diff(y)
mu = dy.mean()
dy2 = y[2:] - y[:-2]
nq = dy.shape[0]
denom = np.sum((dy - mu) ** 2.0) / (nq)
num = np.sum((dy2 - 2 * mu) ** 2.0) / (nq * 2)
ratio = num / denom
assert_almost_equal(ratio, vr.vr)
assert 'Variance-Ratio Test' in str(vr)
vr.debiased = True
assert vr.debiased is True
def test_variance_ratio(self):
vr = VarianceRatio(self.inflation, debiased=False)
y = self.inflation
dy = np.diff(y)
mu = dy.mean()
dy2 = y[2:] - y[:-2]
nq = dy.shape[0]
denom = np.sum((dy - mu)**2.0) / nq
num = np.sum((dy2 - 2 * mu)**2.0) / (nq * 2)
ratio = num / denom
assert_almost_equal(ratio, vr.vr)
assert "Variance-Ratio Test" in str(vr)
with pytest.warns(FutureWarning, match="Mutating unit root"):
vr.debiased = True
assert vr.debiased is True