def test_variance_ratio_non_robust(self): vr = VarianceRatio(self.inflation, robust=False, 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 variance = 3.0 / 2.0 stat = np.sqrt(nq) * (ratio - 1) / np.sqrt(variance) assert_almost_equal(stat, vr.stat) orig_stat = vr.stat vr.robust = True assert_equal(vr.robust, True) assert vr.stat != orig_stat