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.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
