def test_fail_nonvector_input(self):
with warnings.catch_warnings(record=True):
unit_root.kpss(self.x) # should be fine
x = np.random.rand(20, 2)
with pytest.raises(ValueError):
unit_root.kpss(x)
def test_pval(self):
with warnings.catch_warnings(record=True):
kpss_stat, pval, lags, crits = unit_root.kpss(self.x, 'c', 3)
assert pval == 0.01
with warnings.catch_warnings(record=True):
kpss_stat, pval, lags, crits = unit_root.kpss(self.x, 'ct', 3)
assert pval == 0.01
def test_teststat(self):
with warnings.catch_warnings(record=True):
kpss_stat, pval, lags, crits = unit_root.kpss(self.x, 'c', 3)
assert_almost_equal(kpss_stat, 5.0169, 3)
with warnings.catch_warnings(record=True):
kpss_stat, pval, lags, crits = unit_root.kpss(self.x, 'ct', 3)
assert_almost_equal(kpss_stat, 1.1828, 3)
def test_fail_unclear_hypothesis(self):
# these should be fine
with warnings.catch_warnings(record=True):
unit_root.kpss(self.x, 'c')
unit_root.kpss(self.x, 'C')
unit_root.kpss(self.x, 'ct')
unit_root.kpss(self.x, 'CT')
with pytest.raises(ValueError):
unit_root.kpss(self.x, "unclear hypothesis")
def test_store(self):
with warnings.catch_warnings(record=True):
kpss_stat, pval, crit, store = unit_root.kpss(self.x, 'c', 3, True)
# assert attributes, and make sure they're correct
assert store.nobs == len(self.x)
assert store.lags == 3
def test_lags(self):
with warnings.catch_warnings(record=True):
kpss_stat, pval, lags, crits = unit_root.kpss(self.x, 'c')
assert_equal(lags,
int(np.ceil(12. * np.power(len(self.x) / 100., 1 / 4.))))