Stéphane Adjemia (Scylla)
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2c890f924a
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Removed useless tags.
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2018-10-24 14:28:32 +02:00 |
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Stéphane Adjemia (Scylla)
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1c1a3ea0a4
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Removed tests on targets.
A target does not need to be a random walk. Also added a new integration
test (where the target is a constant, 0).
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2018-10-24 12:06:14 +02:00 |
Stéphane Adjemian(Charybdis)
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a680cea095
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Fixed integration test for trend component model (equation ordering).
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2018-09-28 17:39:14 +02:00 |
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Stéphane Adjemian(Charybdis)
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11a882d66f
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Fixed bug in integration tests (trends-->targets).
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2018-09-28 12:23:37 +02:00 |
Houtan Bastani
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974bcd92ae
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Merge branch 'ecb-master' into ecb-master-targets
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2018-09-25 14:41:11 +02:00 |
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Houtan Bastani
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b6fc811ce8
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fix typo
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2018-09-25 12:11:21 +02:00 |
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Stéphane Adjemian(Charybdis)
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031e2c87c6
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New version of get_companion_matrix + new integration test.
The routine is still buggy. In PAC and VAR_EXPECTATION models we
use get_companion_matrix_legacy routine instead.
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2018-09-19 17:39:48 +02:00 |
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Houtan Bastani
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eb316d7e2d
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update files for change of option name from `trends` to `targets`
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2018-09-13 12:24:32 +02:00 |
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Houtan Bastani
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2e547edd26
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add test files for preprocessor AR/EC matrices
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2018-09-12 19:00:28 +02:00 |
Stéphane Adjemian(Charybdis)
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5ea0c8098b
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Ensure that the ordering of the trend variables is consistent...
... With the ordering of the EC variables.
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2018-09-03 17:35:59 +02:00 |
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Stéphane Adjemia (Scylla)
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8276acb55f
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Added integration tests for TREND_COMPONENT model.
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2018-08-30 12:02:48 +02:00 |
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Stéphane Adjemia (Scylla)
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7bcc5b9f42
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Added integration tests for VAR_MODEL.
Check the AR matrices.
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2018-08-29 17:43:35 +02:00 |
