def test_2(): y = generate_AR1(phi=0.98, sigma=1, n_steps=1000, c=0, y0=0) y2 = np.vstack((y, y)).T val = integrated_autocorr4(y2) print(val)
def test_1(): for i in range(10): y = generate_AR1(phi=0.98, sigma=1, n_steps=10000, c=0, y0=0) val = integrated_autocorr4(y) rval = integrated_autocorr4r(y) np.testing.assert_almost_equal(val, rval, decimal=2)