예제 #1
0
def test_smoke(data, trend, lags, leads, common, max_lag, method):
    y, x = data
    if common:
        leads = lags
    mod = DynamicOLS(y, x, trend, lags, leads, common, max_lag, max_lag,
                     method)
    mod.fit()
예제 #2
0
def test_smoke_fit(data, cov_type, kernel, bandwidth, force_int, df_adjust):
    y, x = data
    mod = DynamicOLS(y, x, "ct", 3, 5, False)
    res = mod.fit(cov_type, kernel, bandwidth, force_int, df_adjust)
    assert isinstance(res.leads, int)
    assert isinstance(res.lags, int)
    assert isinstance(res.bandwidth, (int, float))
    assert isinstance(res.params, pd.Series)
    assert isinstance(res.cov_type, str)
    assert isinstance(res.resid, pd.Series)
    assert isinstance(res.cov, pd.DataFrame)
    assert isinstance(res.kernel, str)
    assert isinstance(res.summary().as_text(), str)
    assert isinstance(res.summary(True).as_text(), str)