279
96%
master: 100%

Ran 23 Nov 2014 07:07PM UTC

Jobs 2

Files 30

Run time 28s

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Build # 279

Build Type

push

travis-ci

Committed by

bashtage

Commit Message

ENH: Unit Root Tests

Introduces 5 unit root tests, all class-based

The four new tests are:
- Augmented Dickey Fuller.
- PhillipsPerron
- KPSS
- Variance Ratio
- DF-GLS

These have all been included in unitroot.

Critical value and p-value lookup information for DFGLS
and KPSS is not readily available in published form, and so simulations
were performed to generate these using 100,000,000 replications using a
methodology similar to MacKinnon (2010). All critical value data has
been consolidated into critical_values.

A cov_nw function was added which computes Newey-West
covariance.

Run Details

2476 of 2600 relevant lines covered (95.23%)

1.9 hits per line

Jobs

ID	Job ID	Ran	Files	Coverage
1	279.1 (PYTHON=2.7 NUMPY=1.7 SCIPY=0.12 MATPLOTLIB=1.3 PANDAS=0.12)	23 Nov 2014 07:07PM UTC	30	95.0	Travis Job 279.1
2	279.2 (PYTHON=2.7 NUMPY=1.8.2)	23 Nov 2014 07:08PM UTC	30	95.12	Travis Job 279.2

Source Files on build 279

Coverage	∆	File	Lines	Relevant	Covered	Missed	Hits/Line

bashtage / arch / 279
96%
master: 100%

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