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139 changes: 104 additions & 35 deletions _modules/arch/bootstrap/base.html

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35 changes: 22 additions & 13 deletions _modules/arch/unitroot/_engle_granger.html
Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,7 @@



<title>arch.unitroot._engle_granger - arch 6.1.0</title>
<title>arch.unitroot._engle_granger - arch 6.2.0</title>



Expand Down Expand Up @@ -47,8 +47,8 @@
<style>:root{--md-text-font:"Roboto";--md-code-font:"Roboto Mono"}</style>


<link rel="stylesheet" type="text/css" href="../../../_static/sphinx_immaterial_theme.b223ac77c5eb52f42.min.css" />
<link rel="stylesheet" type="text/css" href="../../../_static/css/small_fixes.css" />
<link rel="stylesheet" type="text/css" href="../../../_static/sphinx_immaterial_theme.79d3faa9841bcddc6.min.css?v=e88de5f6" />
<link rel="stylesheet" type="text/css" href="../../../_static/css/small_fixes.css?v=64f7a1ef" />
<script>__md_scope=new URL("../../..",location),__md_hash=e=>[...e].reduce((e,_)=>(e<<5)-e+_.charCodeAt(0),0),__md_get=(e,_=localStorage,t=__md_scope)=>JSON.parse(_.getItem(t.pathname+"."+e)),__md_set=(e,_,t=localStorage,a=__md_scope)=>{try{t.setItem(a.pathname+"."+e,JSON.stringify(_))}catch(e){}}</script>


Expand Down Expand Up @@ -87,7 +87,7 @@

<header class="md-header" data-md-component="header">
<nav class="md-header__inner md-grid" aria-label="Header">
<a href="../../../index.html" title="arch 6.1.0" class="md-header__button md-logo" aria-label="arch 6.1.0" data-md-component="logo">
<a href="../../../index.html" title="arch 6.2.0" class="md-header__button md-logo" aria-label="arch 6.2.0" data-md-component="logo">
<img src="../../../_static/bw-logo.svg" alt="logo">
</a>
<label class="md-header__button md-icon" for="__drawer">
Expand All @@ -97,7 +97,7 @@
<div class="md-header__ellipsis">
<div class="md-header__topic">
<span class="md-ellipsis">
arch 6.1.0
arch 6.2.0
</span>
</div>
<div class="md-header__topic" data-md-component="header-topic">
Expand Down Expand Up @@ -184,10 +184,10 @@

<nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
<label class="md-nav__title" for="__drawer">
<a href="../../../index.html" title="arch 6.1.0" class="md-nav__button md-logo" aria-label="arch 6.1.0" data-md-component="logo">
<a href="../../../index.html" title="arch 6.2.0" class="md-nav__button md-logo" aria-label="arch 6.2.0" data-md-component="logo">
<img src="../../../_static/bw-logo.svg" alt="logo">
</a>
arch 6.1.0
arch 6.2.0
</label>

<div class="md-nav__source">
Expand Down Expand Up @@ -390,7 +390,9 @@ <h1>Source code for arch.unitroot._engle_granger</h1><div class="highlight"><pre
<span class="kn">from</span> <span class="nn">arch.unitroot.unitroot</span> <span class="kn">import</span> <span class="n">ADF</span><span class="p">,</span> <span class="n">TREND_DESCRIPTION</span>


<div class="viewcode-block" id="engle_granger"><a class="viewcode-back" href="../../../unitroot/generated/arch.unitroot.cointegration.engle_granger.html#arch.unitroot.cointegration.engle_granger">[docs]</a><span class="k">def</span> <span class="nf">engle_granger</span><span class="p">(</span>
<div class="viewcode-block" id="engle_granger">
<a class="viewcode-back" href="../../../unitroot/generated/arch.unitroot.cointegration.engle_granger.html#arch.unitroot.cointegration.engle_granger">[docs]</a>
<span class="k">def</span> <span class="nf">engle_granger</span><span class="p">(</span>
<span class="n">y</span><span class="p">:</span> <span class="n">ArrayLike1D</span><span class="p">,</span>
<span class="n">x</span><span class="p">:</span> <span class="n">ArrayLike2D</span><span class="p">,</span>
<span class="n">trend</span><span class="p">:</span> <span class="n">UnitRootTrend</span> <span class="o">=</span> <span class="s2">&quot;c&quot;</span><span class="p">,</span>
Expand Down Expand Up @@ -473,7 +475,10 @@ <h1>Source code for arch.unitroot._engle_granger</h1><div class="highlight"><pre
<span class="p">)</span></div>


<div class="viewcode-block" id="EngleGrangerTestResults"><a class="viewcode-back" href="../../../unitroot/generated/arch.unitroot.cointegration.EngleGrangerTestResults.html#arch.unitroot.cointegration.EngleGrangerTestResults">[docs]</a><span class="k">class</span> <span class="nc">EngleGrangerTestResults</span><span class="p">(</span><span class="n">ResidualCointegrationTestResult</span><span class="p">):</span>

<div class="viewcode-block" id="EngleGrangerTestResults">
<a class="viewcode-back" href="../../../unitroot/generated/arch.unitroot.cointegration.EngleGrangerTestResults.html#arch.unitroot.cointegration.EngleGrangerTestResults">[docs]</a>
<span class="k">class</span> <span class="nc">EngleGrangerTestResults</span><span class="p">(</span><span class="n">ResidualCointegrationTestResult</span><span class="p">):</span>
<span class="w"> </span><span class="sd">&quot;&quot;&quot;</span>
<span class="sd"> Results class for Engle-Granger cointegration tests.</span>

Expand Down Expand Up @@ -560,7 +565,9 @@ <h1>Source code for arch.unitroot._engle_granger</h1><div class="highlight"><pre

<span class="k">return</span> <span class="mi">1</span> <span class="o">+</span> <span class="bp">self</span><span class="o">.</span><span class="n">_adf</span><span class="o">.</span><span class="n">regression</span><span class="o">.</span><span class="n">params</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>

<div class="viewcode-block" id="EngleGrangerTestResults.summary"><a class="viewcode-back" href="../../../unitroot/generated/generated/arch.unitroot.cointegration.EngleGrangerTestResults.summary.html#arch.unitroot.cointegration.EngleGrangerTestResults.summary">[docs]</a> <span class="k">def</span> <span class="nf">summary</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">Summary</span><span class="p">:</span>
<div class="viewcode-block" id="EngleGrangerTestResults.summary">
<a class="viewcode-back" href="../../../unitroot/generated/generated/arch.unitroot.cointegration.EngleGrangerTestResults.summary.html#arch.unitroot.cointegration.EngleGrangerTestResults.summary">[docs]</a>
<span class="k">def</span> <span class="nf">summary</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">Summary</span><span class="p">:</span>
<span class="w"> </span><span class="sd">&quot;&quot;&quot;Summary of test, containing statistic, p-value and critical values&quot;&quot;&quot;</span>
<span class="n">table_data</span> <span class="o">=</span> <span class="p">[</span>
<span class="p">(</span><span class="s2">&quot;Test Statistic&quot;</span><span class="p">,</span> <span class="sa">f</span><span class="s2">&quot;</span><span class="si">{</span><span class="bp">self</span><span class="o">.</span><span class="n">stat</span><span class="si">:</span><span class="s2">0.3f</span><span class="si">}</span><span class="s2">&quot;</span><span class="p">),</span>
Expand Down Expand Up @@ -600,7 +607,9 @@ <h1>Source code for arch.unitroot._engle_granger</h1><div class="highlight"><pre
<span class="p">]</span>

<span class="n">smry</span><span class="o">.</span><span class="n">add_extra_txt</span><span class="p">(</span><span class="n">extra_text</span><span class="p">)</span>
<span class="k">return</span> <span class="n">smry</span></div></div>
<span class="k">return</span> <span class="n">smry</span></div>
</div>



<span class="k">def</span> <span class="nf">engle_granger_cv</span><span class="p">(</span><span class="n">trend</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">num_x</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span> <span class="n">nobs</span><span class="p">:</span> <span class="nb">int</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">pd</span><span class="o">.</span><span class="n">Series</span><span class="p">:</span>
Expand Down Expand Up @@ -710,7 +719,7 @@ <h1>Source code for arch.unitroot._engle_granger</h1><div class="highlight"><pre

Created using
<a href="https://www.sphinx-doc.org/" target="_blank" rel="noopener">Sphinx</a>
7.0.1.
7.2.6.
and
<a href="https://github.com/jbms/sphinx-immaterial/" target="_blank" rel="noopener">Sphinx-Immaterial</a>

Expand Down Expand Up @@ -757,7 +766,7 @@ <h1>Source code for arch.unitroot._engle_granger</h1><div class="highlight"><pre
<script id="__config" type="application/json">{"base": "../../..", "features": [], "translations": {"clipboard.copied": "Copied to clipboard", "clipboard.copy": "Copy to clipboard", "search.config.lang": "en", "search.config.pipeline": "trimmer, stopWordFilter", "search.config.separator": "[\\s\\-]+", "search.placeholder": "Search", "search.result.more.one": "1 more on this page", "search.result.more.other": "# more on this page", "search.result.none": "No matching documents", "search.result.one": "1 matching document", "search.result.other": "# matching documents", "search.result.placeholder": "Type to start searching", "search.result.term.missing": "Missing", "select.version.title": "Select version"}, "version": {"provider": "mike", "staticVersions": [{"aliases": [], "title": "Release", "version": "https://bashtage.github.io/arch/"}, {"aliases": [], "title": "Development", "version": "https://bashtage.github.io/arch/devel/"}, {"aliases": [], "title": "RTD (Release)", "version": "https://arch.readthedocs.io/"}], "versionPath": null}}</script>


<script src="../../../_static/sphinx_immaterial_theme.cea6a0c1d5b0618cf.min.js"></script>
<script src="../../../_static/sphinx_immaterial_theme.1b5b7a2d5891aec19.min.js?v=1e7b0789"></script>
<script crossorigin="anonymous" integrity="sha256-Ae2Vz/4ePdIu6ZyI/5ZGsYnb+m0JlOmKPjt6XZ9JJkA=" src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.4/require.min.js"></script>

</body>
Expand Down
35 changes: 22 additions & 13 deletions _modules/arch/unitroot/_phillips_ouliaris.html
Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,7 @@



<title>arch.unitroot._phillips_ouliaris - arch 6.1.0</title>
<title>arch.unitroot._phillips_ouliaris - arch 6.2.0</title>



Expand Down Expand Up @@ -47,8 +47,8 @@
<style>:root{--md-text-font:"Roboto";--md-code-font:"Roboto Mono"}</style>


<link rel="stylesheet" type="text/css" href="../../../_static/sphinx_immaterial_theme.b223ac77c5eb52f42.min.css" />
<link rel="stylesheet" type="text/css" href="../../../_static/css/small_fixes.css" />
<link rel="stylesheet" type="text/css" href="../../../_static/sphinx_immaterial_theme.79d3faa9841bcddc6.min.css?v=e88de5f6" />
<link rel="stylesheet" type="text/css" href="../../../_static/css/small_fixes.css?v=64f7a1ef" />
<script>__md_scope=new URL("../../..",location),__md_hash=e=>[...e].reduce((e,_)=>(e<<5)-e+_.charCodeAt(0),0),__md_get=(e,_=localStorage,t=__md_scope)=>JSON.parse(_.getItem(t.pathname+"."+e)),__md_set=(e,_,t=localStorage,a=__md_scope)=>{try{t.setItem(a.pathname+"."+e,JSON.stringify(_))}catch(e){}}</script>


Expand Down Expand Up @@ -87,7 +87,7 @@

<header class="md-header" data-md-component="header">
<nav class="md-header__inner md-grid" aria-label="Header">
<a href="../../../index.html" title="arch 6.1.0" class="md-header__button md-logo" aria-label="arch 6.1.0" data-md-component="logo">
<a href="../../../index.html" title="arch 6.2.0" class="md-header__button md-logo" aria-label="arch 6.2.0" data-md-component="logo">
<img src="../../../_static/bw-logo.svg" alt="logo">
</a>
<label class="md-header__button md-icon" for="__drawer">
Expand All @@ -97,7 +97,7 @@
<div class="md-header__ellipsis">
<div class="md-header__topic">
<span class="md-ellipsis">
arch 6.1.0
arch 6.2.0
</span>
</div>
<div class="md-header__topic" data-md-component="header-topic">
Expand Down Expand Up @@ -184,10 +184,10 @@

<nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
<label class="md-nav__title" for="__drawer">
<a href="../../../index.html" title="arch 6.1.0" class="md-nav__button md-logo" aria-label="arch 6.1.0" data-md-component="logo">
<a href="../../../index.html" title="arch 6.2.0" class="md-nav__button md-logo" aria-label="arch 6.2.0" data-md-component="logo">
<img src="../../../_static/bw-logo.svg" alt="logo">
</a>
arch 6.1.0
arch 6.2.0
</label>

<div class="md-nav__source">
Expand Down Expand Up @@ -498,7 +498,9 @@ <h1>Source code for arch.unitroot._phillips_ouliaris</h1><div class="highlight">
<span class="p">)</span>


<div class="viewcode-block" id="phillips_ouliaris"><a class="viewcode-back" href="../../../unitroot/generated/arch.unitroot.cointegration.phillips_ouliaris.html#arch.unitroot.cointegration.phillips_ouliaris">[docs]</a><span class="k">def</span> <span class="nf">phillips_ouliaris</span><span class="p">(</span>
<div class="viewcode-block" id="phillips_ouliaris">
<a class="viewcode-back" href="../../../unitroot/generated/arch.unitroot.cointegration.phillips_ouliaris.html#arch.unitroot.cointegration.phillips_ouliaris">[docs]</a>
<span class="k">def</span> <span class="nf">phillips_ouliaris</span><span class="p">(</span>
<span class="n">y</span><span class="p">:</span> <span class="n">ArrayLike1D</span><span class="p">,</span>
<span class="n">x</span><span class="p">:</span> <span class="n">ArrayLike2D</span><span class="p">,</span>
<span class="n">trend</span><span class="p">:</span> <span class="n">UnitRootTrend</span> <span class="o">=</span> <span class="s2">&quot;c&quot;</span><span class="p">,</span>
Expand Down Expand Up @@ -687,7 +689,10 @@ <h1>Source code for arch.unitroot._phillips_ouliaris</h1><div class="highlight">
<span class="p">)</span></div>


<div class="viewcode-block" id="PhillipsOuliarisTestResults"><a class="viewcode-back" href="../../../unitroot/generated/arch.unitroot.cointegration.PhillipsOuliarisTestResults.html#arch.unitroot.cointegration.PhillipsOuliarisTestResults">[docs]</a><span class="k">class</span> <span class="nc">PhillipsOuliarisTestResults</span><span class="p">(</span><span class="n">ResidualCointegrationTestResult</span><span class="p">):</span>

<div class="viewcode-block" id="PhillipsOuliarisTestResults">
<a class="viewcode-back" href="../../../unitroot/generated/arch.unitroot.cointegration.PhillipsOuliarisTestResults.html#arch.unitroot.cointegration.PhillipsOuliarisTestResults">[docs]</a>
<span class="k">class</span> <span class="nc">PhillipsOuliarisTestResults</span><span class="p">(</span><span class="n">ResidualCointegrationTestResult</span><span class="p">):</span>
<span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span>
<span class="bp">self</span><span class="p">,</span>
<span class="n">stat</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
Expand Down Expand Up @@ -729,7 +734,9 @@ <h1>Source code for arch.unitroot._phillips_ouliaris</h1><div class="highlight">
<span class="w"> </span><span class="sd">&quot;&quot;&quot;Bandwidth used by the long-run covariance estimator&quot;&quot;&quot;</span>
<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_kernel_est</span><span class="o">.</span><span class="n">bandwidth</span>

<div class="viewcode-block" id="PhillipsOuliarisTestResults.summary"><a class="viewcode-back" href="../../../unitroot/generated/generated/arch.unitroot.cointegration.PhillipsOuliarisTestResults.summary.html#arch.unitroot.cointegration.PhillipsOuliarisTestResults.summary">[docs]</a> <span class="k">def</span> <span class="nf">summary</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">Summary</span><span class="p">:</span>
<div class="viewcode-block" id="PhillipsOuliarisTestResults.summary">
<a class="viewcode-back" href="../../../unitroot/generated/generated/arch.unitroot.cointegration.PhillipsOuliarisTestResults.summary.html#arch.unitroot.cointegration.PhillipsOuliarisTestResults.summary">[docs]</a>
<span class="k">def</span> <span class="nf">summary</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">Summary</span><span class="p">:</span>
<span class="w"> </span><span class="sd">&quot;&quot;&quot;Summary of test, containing statistic, p-value and critical values&quot;&quot;&quot;</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">bandwidth</span> <span class="o">==</span> <span class="nb">int</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">bandwidth</span><span class="p">):</span>
<span class="n">bw</span> <span class="o">=</span> <span class="nb">str</span><span class="p">(</span><span class="nb">int</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">bandwidth</span><span class="p">))</span>
Expand Down Expand Up @@ -773,7 +780,9 @@ <h1>Source code for arch.unitroot._phillips_ouliaris</h1><div class="highlight">
<span class="p">]</span>

<span class="n">smry</span><span class="o">.</span><span class="n">add_extra_txt</span><span class="p">(</span><span class="n">extra_text</span><span class="p">)</span>
<span class="k">return</span> <span class="n">smry</span></div></div>
<span class="k">return</span> <span class="n">smry</span></div>
</div>



<span class="k">def</span> <span class="nf">phillips_ouliaris_cv</span><span class="p">(</span>
Expand Down Expand Up @@ -922,7 +931,7 @@ <h1>Source code for arch.unitroot._phillips_ouliaris</h1><div class="highlight">

Created using
<a href="https://www.sphinx-doc.org/" target="_blank" rel="noopener">Sphinx</a>
7.0.1.
7.2.6.
and
<a href="https://github.com/jbms/sphinx-immaterial/" target="_blank" rel="noopener">Sphinx-Immaterial</a>

Expand Down Expand Up @@ -969,7 +978,7 @@ <h1>Source code for arch.unitroot._phillips_ouliaris</h1><div class="highlight">
<script id="__config" type="application/json">{"base": "../../..", "features": [], "translations": {"clipboard.copied": "Copied to clipboard", "clipboard.copy": "Copy to clipboard", "search.config.lang": "en", "search.config.pipeline": "trimmer, stopWordFilter", "search.config.separator": "[\\s\\-]+", "search.placeholder": "Search", "search.result.more.one": "1 more on this page", "search.result.more.other": "# more on this page", "search.result.none": "No matching documents", "search.result.one": "1 matching document", "search.result.other": "# matching documents", "search.result.placeholder": "Type to start searching", "search.result.term.missing": "Missing", "select.version.title": "Select version"}, "version": {"provider": "mike", "staticVersions": [{"aliases": [], "title": "Release", "version": "https://bashtage.github.io/arch/"}, {"aliases": [], "title": "Development", "version": "https://bashtage.github.io/arch/devel/"}, {"aliases": [], "title": "RTD (Release)", "version": "https://arch.readthedocs.io/"}], "versionPath": null}}</script>


<script src="../../../_static/sphinx_immaterial_theme.cea6a0c1d5b0618cf.min.js"></script>
<script src="../../../_static/sphinx_immaterial_theme.1b5b7a2d5891aec19.min.js?v=1e7b0789"></script>
<script crossorigin="anonymous" integrity="sha256-Ae2Vz/4ePdIu6ZyI/5ZGsYnb+m0JlOmKPjt6XZ9JJkA=" src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.4/require.min.js"></script>

</body>
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