MAINT: Update for MPL changes

Author: bashtage

arch/tests/unitroot/test_unitroot.py

@@ -15,7 +15,11 @@
 import scipy.stats as stats
 from statsmodels.datasets import macrodata, modechoice, nile, randhie, sunspots
 from statsmodels.regression.linear_model import OLS
-from statsmodels.tsa.stattools import _autolag, lagmat
+from statsmodels.tsa.stattools import lagmat
+try:
+    from statsmodels.tsa.stattools import _autolag
+except:
+    from statsmodels.tsa.stattools._stattools import _autolag
 
 from arch.unitroot import ADF, DFGLS, KPSS, PhillipsPerron, VarianceRatio, ZivotAndrews
 from arch.unitroot.critical_values.dickey_fuller import tau_2010

arch/univariate/base.py

@@ -45,8 +45,13 @@
 )
 from arch.utility.testing import WaldTestStatistic
 
+MPL_LT_310 = False
 try:
     from matplotlib.figure import Figure
+    from matplotlib import __version__
+    from packaging.version import Version
+
+    MPL_LT_310 = Version(__version__) < Version("3.10.0")
 except ImportError:
     pass
 
@@ -1642,7 +1647,7 @@ def hedgehog_plot(
 
         fig, ax = plt.subplots(1, 1)
         use_date = isinstance(self._dep_var.index, pd.DatetimeIndex)
-        plot_fn = ax.plot_date if use_date else ax.plot
+        plot_fn = ax.plot_date if use_date and MPL_LT_310 else ax.plot
         x_values = np.array(self._dep_var.index)
         if plot_mean:
             y_values = np.asarray(self._dep_var)