Skip to content

Commit c7de747

Browse files
authored
Merge pull request #726 from bashtage/small-doc-fixes
DOC: Small doc fixes
2 parents a61dc7d + bc16b7a commit c7de747

File tree

2 files changed

+2
-13
lines changed

2 files changed

+2
-13
lines changed

arch/unitroot/_phillips_ouliaris.py

+2-12
Original file line numberDiff line numberDiff line change
@@ -175,9 +175,7 @@ def phillips_ouliaris(
175175
and "quadratic-spectral" for the Quadratic Spectral kernel.
176176
bandwidth : int, default None
177177
The bandwidth to use. If not provided, the optimal bandwidth is
178-
estimated from the data. Setting the bandwidth to 0 and using
179-
"unadjusted" produces the classic OLS covariance estimator.
180-
Setting the bandwidth to 0 and using "robust" produces White's
178+
estimated from the data. Setting the bandwidth to 0 produces White's
181179
covariance estimator.
182180
force_int : bool, default False
183181
Whether the force the estimated optimal bandwidth to be an integer.
@@ -198,14 +196,6 @@ def phillips_ouliaris(
198196
199197
Notes
200198
-----
201-
202-
.. warning::
203-
204-
The critical value simulation is on-going and so the critical values
205-
may change slightly as more simulations are completed. These are still
206-
based on far more simulations (minimum 2,000,000) than were possible
207-
in 1990 (5000) that are reported in [1]_.
208-
209199
Supports 4 distinct tests.
210200
211201
Define the cross-sectional regression
@@ -276,7 +266,7 @@ def phillips_ouliaris(
276266
differs from the expression in [1]_. We recenter :math:`z_t` by subtracting
277267
the first observation, so that :math:`\tilde{z}_t = z_t - z_1`. This is
278268
needed to ensure that the initial value does not affect the distribution
279-
under the null. When the trend is anything other than "n", this set is not
269+
under the null. When the trend is anything other than "n", this step is not
280270
needed and the test statistics is identical whether the first observation
281271
is subtracted or not.
282272

doc/source/conf.py

-1
Original file line numberDiff line numberDiff line change
@@ -127,7 +127,6 @@
127127
"site_url": "https://bashtage.github.io/arch/",
128128
"repo_url": "https://github.com/bashtage/arch/",
129129
"repo_name": "arch",
130-
"repo_type": "github",
131130
"palette": {"primary": "blue", "accent": "indigo"},
132131
"globaltoc_collapse": True,
133132
"toc_title": "Contents",

0 commit comments

Comments
 (0)