Houtan Bastani
|
4ac5ebbefc
|
add var AR test
|
2019-03-15 14:22:50 +01:00 |
|
Houtan Bastani
|
dccabecee7
|
fix trend-component tests
|
2019-03-15 13:29:15 +01:00 |
Stéphane Adjemian (Charybdis)
|
4943bf5fd1
|
Updated integration tests fro trend component models.
|
2019-02-21 12:52:12 +01:00 |
|
Houtan Bastani
|
a7165e2c12
|
fix tests
|
2019-02-19 12:34:30 +01:00 |
|
Houtan Bastani
|
eb52cc9953
|
preprocessor: submodule update
|
2019-02-14 17:41:07 +01:00 |
Stéphane Adjemia (Scylla)
|
2c890f924a
|
Removed useless tags.
|
2018-10-24 14:28:32 +02:00 |
|
Stéphane Adjemia (Scylla)
|
1c1a3ea0a4
|
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).
|
2018-10-24 12:06:14 +02:00 |
|
Stéphane Adjemian(Charybdis)
|
a680cea095
|
Fixed integration test for trend component model (equation ordering).
|
2018-09-28 17:39:14 +02:00 |
|
Stéphane Adjemian(Charybdis)
|
11a882d66f
|
Fixed bug in integration tests (trends-->targets).
|
2018-09-28 12:23:37 +02:00 |
|
Houtan Bastani
|
974bcd92ae
|
Merge branch 'ecb-master' into ecb-master-targets
|
2018-09-25 14:41:11 +02:00 |
|
Houtan Bastani
|
b6fc811ce8
|
fix typo
|
2018-09-25 12:11:21 +02:00 |
|
Stéphane Adjemian(Charybdis)
|
031e2c87c6
|
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.
|
2018-09-19 17:39:48 +02:00 |
|
Houtan Bastani
|
eb316d7e2d
|
update files for change of option name from `trends` to `targets`
|
2018-09-13 12:24:32 +02:00 |
|
Houtan Bastani
|
2e547edd26
|
add test files for preprocessor AR/EC matrices
|
2018-09-12 19:00:28 +02:00 |
Stéphane Adjemian(Charybdis)
|
5ea0c8098b
|
Ensure that the ordering of the trend variables is consistent...
... With the ordering of the EC variables.
|
2018-09-03 17:35:59 +02:00 |
|
Stéphane Adjemia (Scylla)
|
8276acb55f
|
Added integration tests for TREND_COMPONENT model.
|
2018-08-30 12:02:48 +02:00 |
|
Stéphane Adjemia (Scylla)
|
7bcc5b9f42
|
Added integration tests for VAR_MODEL.
Check the AR matrices.
|
2018-08-29 17:43:35 +02:00 |
