econmethods 1__tar.gz → 1.2__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {econmethods-1 → econmethods-1.2}/PKG-INFO +1 -1
- {econmethods-1 → econmethods-1.2}/econmethods/Lib.py +6 -1
- {econmethods-1 → econmethods-1.2}/econmethods.egg-info/PKG-INFO +1 -1
- {econmethods-1 → econmethods-1.2}/setup.py +1 -1
- {econmethods-1 → econmethods-1.2}/README.md +0 -0
- {econmethods-1 → econmethods-1.2}/econmethods/CADF_Crit_Values.xlsx +0 -0
- {econmethods-1 → econmethods-1.2}/econmethods/__init__.py +0 -0
- {econmethods-1 → econmethods-1.2}/econmethods.egg-info/SOURCES.txt +0 -0
- {econmethods-1 → econmethods-1.2}/econmethods.egg-info/dependency_links.txt +0 -0
- {econmethods-1 → econmethods-1.2}/econmethods.egg-info/requires.txt +0 -0
- {econmethods-1 → econmethods-1.2}/econmethods.egg-info/top_level.txt +0 -0
- {econmethods-1 → econmethods-1.2}/setup.cfg +0 -0
|
@@ -1,11 +1,12 @@
|
|
|
1
1
|
import numpy as np
|
|
2
2
|
import pandas as pd
|
|
3
3
|
import statsmodels.api as sm
|
|
4
|
-
from itertools import product
|
|
4
|
+
from itertools import product, combinations
|
|
5
5
|
import scipy.stats as sc
|
|
6
6
|
from math import floor
|
|
7
7
|
import importlib.resources as resources
|
|
8
8
|
from statsmodels.regression.mixed_linear_model import MixedLM
|
|
9
|
+
from typing import Any
|
|
9
10
|
|
|
10
11
|
def read_critical_values(sheet: str) -> pd.DataFrame:
|
|
11
12
|
xlsx_path = resources.files("econmethods") / "CADF_Crit_Values.xlsx"
|
|
@@ -329,6 +330,10 @@ class FECM:
|
|
|
329
330
|
self.__stat_vars = stat_vars
|
|
330
331
|
self.__mean_names = ['target_avg']
|
|
331
332
|
self.__x_difs = include_x_diffs
|
|
333
|
+
self.__stat = []
|
|
334
|
+
for i in range(1, len(stat_vars.columns[2:]+1)):
|
|
335
|
+
self.__stat.append(f'stat{i}')
|
|
336
|
+
self.__stat_vars.columns = ['SpUnit', 'time'] + self.__stat
|
|
332
337
|
for i in range(1, self.__exog+1):
|
|
333
338
|
self.__l.append(f'x{i}')
|
|
334
339
|
self.__mean_names.append(f'x{i}_avg')
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|