econmethods 1.6.5__tar.gz → 1.7__tar.gz

{econmethods-1.6.5 → econmethods-1.7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: econmethods
-Version: 1.6.5
+Version: 1.7
 Summary: A python package implementing various econometrical tests and estimators
 Home-page: https://github.com/NaturionBG/econmethods
 Author: NaturionBG

{econmethods-1.6.5 → econmethods-1.7}/econmethods/Lib.py

@@ -528,16 +528,17 @@ class FECM:
         dct['ar'] = self.__ar
       coefs = []
       F_pvalues = []
-      tpvalues = []
       rsq = []
       for result in self.__sr:
         coefs.append(result.params)
         F_pvalues.append(result.f_pvalue)
-        tpvalues.append(result.pvalues)
         rsq.append(result.rsquared)
-      coef_mean = pd.DataFrame(pd.concat(coefs, axis=1).mean(axis=1), columns=['Mean Group coefs'])
+      coef_mean = pd.DataFrame(pd.concat(coefs, axis=1).mean(axis=1))
+      coef_std = pd.DataFrame(pd.concat(coefs, axis=1).std(axis=1))
+      coef_mse = coef_std/np.sqrt(self.__N)
+      t_means = coef_mean / coef_mse
       F_pval_mean = np.array(F_pvalues).mean()
-      tpvalues_mean = pd.DataFrame(pd.concat(tpvalues, axis=1).mean(axis=1), columns = ['Mean Group T-pvalues'])
+      tpvalues_mean = pd.DataFrame(np.vectorize(lambda x: 2*min(sc.t(self.__N-1).cdf(x), sc.t(self.__N-1).sf(x)))(t_means), columns=['T-Pvalues'])
       rsq_mean = np.array(rsq).mean()
       res = {
         'Rsquared': rsq_mean,
@@ -683,7 +684,7 @@ class SlopeHomogeneityF:
     if pval < self.__alpha:
       print(f'P-Value: {pval} < Alpha: {self.__alpha}, hence your data does not fit slope homogeneity.')
     else:
-      print(f'P-Value: {pval} < Alpha: {self.__alpha}, hence your data fits slope homogeneity.')
+      print(f'P-Value: {pval} > Alpha: {self.__alpha}, hence your data fits slope homogeneity.')
     
   def __del__(self) -> None:
     pass

{econmethods-1.6.5 → econmethods-1.7}/econmethods.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: econmethods
-Version: 1.6.5
+Version: 1.7
 Summary: A python package implementing various econometrical tests and estimators
 Home-page: https://github.com/NaturionBG/econmethods
 Author: NaturionBG

{econmethods-1.6.5 → econmethods-1.7}/setup.py

@@ -5,7 +5,7 @@ with open('README.md', 'r') as f:
   
 setup(
   name = 'econmethods',
-  version = 'v1.6.5',
+  version = 'v1.7',
   description='A python package implementing various econometrical tests and estimators',
   packages = find_packages(),
   long_description=long_desc,