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)
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)
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)
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)
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)
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)