bashtage / arch

ARCH models in Python
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BUG: Fix issue with rescale and AR models #663

Closed bashtage closed 1 year ago

bashtage commented 1 year ago

Fix issues hwere lags were not correctly rescaled when running an ARX model

codecov[bot] commented 1 year ago

Codecov Report

Patch coverage: 100.00% and no project coverage change.

Comparison is base (f34bf20) 99.39% compared to head (6fbaba9) 99.39%.

:exclamation: Current head 6fbaba9 differs from pull request most recent head 416b4bc. Consider uploading reports for the commit 416b4bc to get more accurate results

Additional details and impacted files ```diff @@ Coverage Diff @@ ## maintenance/v5 #663 +/- ## =============================================== Coverage 99.39% 99.39% =============================================== Files 75 75 Lines 15462 15493 +31 Branches 2090 2090 =============================================== + Hits 15369 15400 +31 Misses 67 67 Partials 26 26 ``` | [Impacted Files](https://app.codecov.io/gh/bashtage/arch/pull/663?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Kevin+Sheppard) | Coverage Δ | | |---|---|---| | [arch/tests/univariate/test\_forecast.py](https://app.codecov.io/gh/bashtage/arch/pull/663?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Kevin+Sheppard#diff-YXJjaC90ZXN0cy91bml2YXJpYXRlL3Rlc3RfZm9yZWNhc3QucHk=) | `100.00% <100.00%> (ø)` | | | [arch/univariate/base.py](https://app.codecov.io/gh/bashtage/arch/pull/663?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Kevin+Sheppard#diff-YXJjaC91bml2YXJpYXRlL2Jhc2UucHk=) | `98.69% <100.00%> (+<0.01%)` | :arrow_up: | | [arch/univariate/mean.py](https://app.codecov.io/gh/bashtage/arch/pull/663?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Kevin+Sheppard#diff-YXJjaC91bml2YXJpYXRlL21lYW4ucHk=) | `98.45% <100.00%> (+<0.01%)` | :arrow_up: |

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