def test_egarch(self):
cm = ConstantMean(self.y)
cm.volatility = EGARCH()
res = cm.fit(update_freq=0, disp=DISPLAY)
summ = res.summary()
assert "Df Model: 1" in str(summ)
cm.distribution = StudentsT()
cm.fit(update_freq=0, disp=DISPLAY)
def test_egarch(self):
cm = ConstantMean(self.y)
cm.volatility = EGARCH()
cm.fit(update_freq=0, disp=DISPLAY)
cm.distribution = StudentsT()
cm.fit(update_freq=0, disp=DISPLAY)
def test_egarch(self):
cm = ConstantMean(self.y)
cm.volatility = EGARCH()
cm.fit(update_freq=0, disp=DISPLAY)
cm.distribution = StudentsT()
cm.fit(update_freq=0, disp=DISPLAY)