bashtage / arch

ARCH models in Python
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BUG: Correct multistep forecasting for FIGARCH #673

Closed bashtage closed 1 year ago

bashtage commented 1 year ago

Add correction for reindexing changes for FIGARCH

closes #670

codecov[bot] commented 1 year ago

Codecov Report

Patch coverage: 100.00% and no project coverage change.

Comparison is base (6bf7e77) 99.43% compared to head (647dea2) 99.43%.

Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #673 +/- ## ======================================= Coverage 99.43% 99.43% ======================================= Files 74 74 Lines 15480 15509 +29 Branches 2084 2086 +2 ======================================= + Hits 15393 15422 +29 Misses 63 63 Partials 24 24 ``` | [Impacted Files](https://app.codecov.io/gh/bashtage/arch/pull/673?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/673?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/volatility.py](https://app.codecov.io/gh/bashtage/arch/pull/673?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Kevin+Sheppard#diff-YXJjaC91bml2YXJpYXRlL3ZvbGF0aWxpdHkucHk=) | `99.70% <100.00%> (ø)` | |

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