def test_trends_low_memory(trend): rnd = np.random.RandomState(12345) y = np.cumsum(rnd.randn(250)) adf = ADF(y, trend=trend, max_lags=16) adf2 = ADF(y, trend=trend, low_memory=True, max_lags=16) assert adf.lags == adf2.lags assert adf.max_lags == 16 adf.max_lags = 1 assert_equal(adf.lags, 1) assert_equal(adf.max_lags, 1)
def test_trends_low_memory(trend): rnd = np.random.RandomState(12345) y = np.cumsum(rnd.standard_normal(250)) adf = ADF(y, trend=trend, max_lags=16) adf2 = ADF(y, trend=trend, low_memory=True, max_lags=16) assert adf.lags == adf2.lags assert adf.max_lags == 16 with pytest.warns(FutureWarning, match="Mutating unit root"): adf.max_lags = 1 assert_equal(adf.lags, 1) assert_equal(adf.max_lags, 1)
def test_no_change_lags_trend(self): adf = ADF(self.inflation) lags = adf.lags with pytest.warns(FutureWarning, match="Mutating unit root"): adf.lags = lags trend = adf.trend with pytest.warns(FutureWarning, match="Mutating unit root"): adf.trend = trend ml = adf.max_lags with pytest.warns(FutureWarning, match="Mutating unit root"): adf.max_lags = ml