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ENH: Add VAR-HAC long-run covariance estimation #363

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@bashtage bashtage commented Apr 1, 2020

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lgtm-com bot commented Apr 1, 2020

This pull request introduces 1 alert when merging e8d5186 into e71a2fb - view on LGTM.com

new alerts:

  • 1 for Module is imported with 'import' and 'import from'

@bashtage bashtage force-pushed the varhac branch 3 times, most recently from bab4b05 to 02449c0 Compare April 1, 2020 22:13
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coveralls commented Apr 1, 2020

Coverage Status

Coverage decreased (-0.04%) to 99.587% when pulling 6b1cc78 on varhac into e71a2fb on master.

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codecov bot commented Apr 1, 2020

Codecov Report

Merging #363 (6b1cc78) into main (e71a2fb) will decrease coverage by 0.03%.
The diff coverage is 97.50%.

Impacted file tree graph

@@            Coverage Diff             @@
##             main     #363      +/-   ##
==========================================
- Coverage   99.33%   99.30%   -0.04%     
==========================================
  Files          66       69       +3     
  Lines       13021    13479     +458     
  Branches     1105     1164      +59     
==========================================
+ Hits        12935    13385     +450     
- Misses         31       38       +7     
- Partials       55       56       +1     
Impacted Files Coverage Δ
arch/conftest.py 100.00% <ø> (ø)
arch/unitroot/critical_values/phillips_ouliaris.py 100.00% <ø> (ø)
arch/covariance/kernel.py 98.71% <78.94%> (+0.08%) ⬆️
arch/covariance/var.py 96.58% <96.58%> (ø)
arch/tests/covariance/covariance_data.py 100.00% <100.00%> (ø)
arch/tests/covariance/test_var.py 100.00% <100.00%> (ø)
arch/tests/unitroot/test_dynamic_ols.py 100.00% <100.00%> (ø)
arch/tests/unitroot/test_fmols_ccr.py 100.00% <100.00%> (ø)
arch/tests/unitroot/test_phillips_ouliaris.py 99.35% <100.00%> (+0.12%) ⬆️
arch/unitroot/_phillips_ouliaris.py 98.80% <100.00%> (+<0.01%) ⬆️
... and 6 more

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lgtm-com bot commented Apr 1, 2020

This pull request introduces 1 alert when merging 02449c0 into e71a2fb - view on LGTM.com

new alerts:

  • 1 for Module is imported with 'import' and 'import from'

@bashtage bashtage force-pushed the varhac branch 2 times, most recently from 47b7fe3 to af6dbf5 Compare April 1, 2020 23:00
@lgtm-com
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lgtm-com bot commented Apr 1, 2020

This pull request introduces 1 alert when merging af6dbf5 into e71a2fb - view on LGTM.com

new alerts:

  • 1 for Module is imported with 'import' and 'import from'

@bashtage bashtage force-pushed the varhac branch 2 times, most recently from 3cb3d24 to a3e0951 Compare April 2, 2020 08:58
Base automatically changed from master to main February 22, 2021 17:47
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2 participants