econmethods 2.5__tar.gz → 2.7__tar.gz

{econmethods-2.5 → econmethods-2.7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: econmethods
-Version: 2.5
+Version: 2.7
 Summary: A python package implementing various econometrical tests and estimators
 Home-page: https://github.com/NaturionBG/econmethods
 Author: NaturionBG

{econmethods-2.5 → econmethods-2.7}/econmethods/Lib.py

@@ -426,6 +426,20 @@ class FECM:
         res_lr = sm.OLS(lr_fe.loc[:, 'target'], sm.add_constant(lr_fe.iloc[:, 3:])).fit()
       else:
         res_lr = sm.OLS(lr_fe.loc[:, 'target'], lr_fe.iloc[:, 3:]).fit()
+      while True:
+        flag = True
+        for coef, t in zip(res_lr.params.index, res_lr.pvalues):
+          if t > 0.05:
+            lr_fe = lr_fe.drop(columns=[coef])
+            flag=False
+        if flag:
+          break
+        else:
+          if self.__lr_c:
+            res_lr = sm.OLS(lr_fe.loc[:, 'target'], sm.add_constant(lr_fe.iloc[:, 3:])).fit()
+          else:
+            res_lr = sm.OLS(lr_fe.loc[:, 'target'], lr_fe.iloc[:, 3:]).fit()
+      
       return res_lr
     else:
       lr_fe = self.build_FE()

{econmethods-2.5 → econmethods-2.7}/econmethods.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: econmethods
-Version: 2.5
+Version: 2.7
 Summary: A python package implementing various econometrical tests and estimators
 Home-page: https://github.com/NaturionBG/econmethods
 Author: NaturionBG

{econmethods-2.5 → econmethods-2.7}/setup.py

@@ -5,7 +5,7 @@ with open('README.md', 'r') as f:
   
 setup(
   name = 'econmethods',
-  version = 'v2.5',
+  version = 'v2.7',
   description='A python package implementing various econometrical tests and estimators',
   packages = find_packages(),
   long_description=long_desc,