284
100%

Ran 24 Nov 2014 02:59AM UTC

Jobs 2

Files 31

Run time 1min

Badge

Embed ▾

pending completion

Build # 284

Build Type

Pull #21

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.

Pull Request Pull Request #21: ENH: Unit Root Tests

Run Details

2499 of 2613 relevant lines covered (95.64%)

1.91 hits per line

Jobs

ID	Job ID	Ran	Files	Coverage
1	284.1 (PYTHON=2.7 NUMPY=1.7 SCIPY=0.12 MATPLOTLIB=1.3 PANDAS=0.12)	24 Nov 2014 03:01AM UTC	31	95.41	Travis Job 284.1
2	284.2 (PYTHON=2.7 NUMPY=1.8.2)	24 Nov 2014 02:59AM UTC	31	95.52	Travis Job 284.2

Source Files on build 284

Coverage	∆	File	Lines	Relevant	Covered	Missed	Hits/Line

bashtage / arch / 284
100%

README BADGES
x

Markdown

Textile

RDoc

HTML

Rst

Jobs

Source Files on build 284

bashtage / arch / 284 100%

README BADGES x

Markdown

Textile

RDoc

HTML

Rst

Jobs

Source Files on build 284

bashtage / arch / 284
100%

README BADGES
x