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)