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Merge pull request #575 from bashtage/remove-redundant-import
MAINT: Clean markdown
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‎LICENSE.md

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# License
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**Copyright (c) 2017 Kevin Sheppard. All rights reserved.**
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Developed by: Kevin Sheppard (<[email protected]>,
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<[email protected]>)
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[https://www.kevinsheppard.com](https://www.kevinsheppard.com)
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Permission is hereby granted, free of charge, to any person obtaining a copy of
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this software and associated documentation files (the "Software"), to deal with
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the Software without restriction, including without limitation the rights to
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use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies
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of the Software, and to permit persons to whom the Software is furnished to do
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Permission is hereby granted, free of charge, to any person obtaining a copy of
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this software and associated documentation files (the "Software"), to deal with
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the Software without restriction, including without limitation the rights to
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use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies
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of the Software, and to permit persons to whom the Software is furnished to do
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so, subject to the following conditions:
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Redistributions of source code must retain the above copyright notice, this
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Redistributions of source code must retain the above copyright notice, this
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list of conditions and the following disclaimers.
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Redistributions in binary form must reproduce the above copyright notice, this
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list of conditions and the following disclaimers in the documentation and/or
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Redistributions in binary form must reproduce the above copyright notice, this
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list of conditions and the following disclaimers in the documentation and/or
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other materials provided with the distribution.
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Neither the names of Kevin Sheppard, nor the names of its contributors may be
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used to endorse or promote products derived from this Software without specific
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Neither the names of Kevin Sheppard, nor the names of its contributors may be
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used to endorse or promote products derived from this Software without specific
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prior written permission.
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**THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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CONTRIBUTORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS WITH
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THE SOFTWARE.**
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**THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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CONTRIBUTORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS WITH
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THE SOFTWARE.**

‎README.md

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| Metric | |
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| :------------------------- | :--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
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| **Latest Release** | [![PyPI version](https://badge.fury.io/py/arch.svg)](https://badge.fury.io/py/arch) |
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| | [![conda-forge version](https://anaconda.org/conda-forge/arch-py/badges/version.svg)](https://anaconda.org/conda-forge/arch-py) |
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| | [![conda-forge version](https://anaconda.org/conda-forge/arch-py/badges/version.svg)](https://anaconda.org/conda-forge/arch-py) |
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| **Continuous Integration** | [![Build Status](https://dev.azure.com/kevinksheppard0207/kevinksheppard/_apis/build/status/bashtage.arch?branchName=main)](https://dev.azure.com/kevinksheppard0207/kevinksheppard/_build/latest?definitionId=1&branchName=main) |
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| | [![Appveyor Build Status](https://ci.appveyor.com/api/projects/status/nmt02u7jwcgx7i2x?svg=true)](https://ci.appveyor.com/project/bashtage/arch/branch/main) |
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| **Coverage** | [![codecov](https://codecov.io/gh/bashtage/arch/branch/main/graph/badge.svg)](https://codecov.io/gh/bashtage/arch) |
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| | [![Codacy Badge](https://api.codacy.com/project/badge/Grade/93f6fd90209842bf97fd20fda8db70ef)](https://www.codacy.com/manual/bashtage/arch?utm_source=github.com&utm_medium=referral&utm_content=bashtage/arch&utm_campaign=Badge_Grade) |
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| | [![codebeat badge](https://codebeat.co/badges/18a78c15-d74b-4820-b56d-72f7e4087532)](https://codebeat.co/projects/github-com-bashtage-arch-main) |
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| **Citation** | [![DOI](https://zenodo.org/badge/doi/10.5281/zenodo.593254.svg)](https://doi.org/10.5281/zenodo.593254) |
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| **Documentation** | [![Documentation Status](https://readthedocs.org/projects/arch/badge/?version=latest)](https://arch.readthedocs.org/en/latest/) |
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| **Documentation** | [![Documentation Status](https://readthedocs.org/projects/arch/badge/?version=latest)](https://arch.readthedocs.org/en/latest/) |
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## Module Contents
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- Engle-Granger Test
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- Phillips-Ouliaris Test
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- Cointegration Vector Estimation
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- Canonical Cointegrating Regression
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- Canonical Cointegrating Regression
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- Dynamic OLS
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- Fully Modified OLS
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### Multiple Comparison Procedures
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- Test of Superior Predictive Ability (SPA), also known as the Reality
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Check or Bootstrap Data Snooper
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Check or Bootstrap Data Snooper
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- Stepwise (StepM)
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- Model Confidence Set (MCS)
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See the [multiple comparison example notebook](https://nbviewer.ipython.org/github/bashtage/arch/blob/main/examples/multiple-comparison_examples.ipynb)
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for examples of the multiple comparison procedures.
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<a id="long-run-covariance"></a>
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### Long-run Covariance Estimation
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Kernel-based estimators of long-run covariance including the
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Bartlett kernel which is known as Newey-West in econometrics.
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Automatic bandwidth selection is available for all of the
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Automatic bandwidth selection is available for all of the
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covariance estimators.
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```python
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### Optional Requirements
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- Numba (0.49+) will be used if available **and** when installed without building the binary modules. In order to ensure that these are not built, you must set the environment variable ``ARCH_NO_BINARY=1`` and install without the wheel.
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- Numba (0.49+) will be used if available **and** when installed without building the binary modules. In order to ensure that these are not built, you must set the environment variable `ARCH_NO_BINARY=1` and install without the wheel.
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```shell
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export ARCH_NO_BINARY=1
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python -m pip install arch
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### Installation Notes
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1. If Cython is not installed, the package will be installed
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as-if `ARCH_NO_BINARY=1` was set.
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as-if `ARCH_NO_BINARY=1` was set.
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2. Setup does not verify these requirements. Please ensure these are
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installed.
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installed.

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