示例#1
0
def cadf_tls_test():
    result = mr.cadf(EWA, EWC, method="tls")
    assert_almost_equals(result[0], -3.6667, places=4)
    assert_almost_equals(result[1],  0.0046, places=4)
示例#2
0
def cadf_ols_test():
    result = mr.cadf(EWA, EWC, method="ols")
    assert_almost_equals(result[0], -3.6375, places=4)
    assert_almost_equals(result[1],  0.0051, places=4)