def test_pp(self):
pp = PhillipsPerron(self.inflation, lags=12)
assert_almost_equal(pp.stat, -7.8076512, DECIMAL_4)
assert pp.test_type == 'tau'
pp.test_type = 'rho'
assert_almost_equal(pp.stat, -108.1552688, DECIMAL_2)
pp.summary()
def test_pp(self):
pp = PhillipsPerron(self.inflation, lags=12)
assert_almost_equal(pp.stat, -7.8076512, DECIMAL_4)
assert pp.test_type == 'tau'
pp.test_type = 'rho'
assert_almost_equal(pp.stat, -108.1552688, DECIMAL_2)
pp.summary()
def test_pp_auto(self):
pp = PhillipsPerron(self.inflation)
n = self.inflation.shape[0] - 1
lags = ceil(12.0 * ((n / 100.0) ** (1.0 / 4.0)))
assert_equal(pp.lags, lags)
assert_almost_equal(pp.stat, -8.135547778, DECIMAL_4)
pp.test_type = 'rho'
assert_almost_equal(pp.stat, -118.7746451, DECIMAL_2)
def test_pp(self):
pp = PhillipsPerron(self.inflation, lags=12)
assert_almost_equal(pp.stat, -7.8076512, DECIMAL_4)
assert pp.test_type == "tau"
with pytest.warns(FutureWarning, match="Mutating unit root"):
pp.test_type = "rho"
assert_almost_equal(pp.stat, -108.1552688, DECIMAL_2)
pp.summary()
def test_pp_auto(self):
pp = PhillipsPerron(self.inflation)
n = self.inflation.shape[0] - 1
lags = ceil(12.0 * ((n / 100.0) ** (1.0 / 4.0)))
assert_equal(pp.lags, lags)
assert_almost_equal(pp.stat, -8.135547778, DECIMAL_4)
pp.test_type = 'rho'
assert_almost_equal(pp.stat, -118.7746451, DECIMAL_2)
def test_pp_auto(self):
pp = PhillipsPerron(self.inflation)
n = self.inflation.shape[0] - 1
lags = ceil(12.0 * ((n / 100.0)**(1.0 / 4.0)))
assert_equal(pp.lags, lags)
assert_almost_equal(pp.stat, -8.135547778, DECIMAL_4)
with pytest.warns(FutureWarning, match="Mutating unit root"):
pp.test_type = "rho"
assert_almost_equal(pp.stat, -118.7746451, DECIMAL_2)
def test_pp_bad_type(self):
pp = PhillipsPerron(self.inflation, lags=12)
with pytest.raises(ValueError):
pp.test_type = 'unknown'
def test_pp_bad_type(self):
pp = PhillipsPerron(self.inflation, lags=12)
with pytest.raises(ValueError):
pp.test_type = 'unknown'