def test_simulation_with_exog():
models = MUArch(N, scale=100)
models[0] = UArch('LS', scale=100)
models.fit(Y, X)
sim = models.simulate(HORIZON, BURN, x=X_SIM)
assert sim.shape == (HORIZON, N)
def test_mu_specs_correctly(n, err):
if err is None:
MUArch(3)
else:
with pytest.raises(err):
MUArch(n)
def model(returns):
model = MUArch(3, 'AR', dist='skewt')
model.fit(returns)
return model
def models():
m = MUArch(N, 'AR', lags=1, scale=100, dist='skewt')
m.fit(Y)
return m