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Merge pull request #451 from bashtage/change-version-syntax
MAINT: Use standard versioning
2 parents 114ea98 + 4b9c1ae commit ed0d5b7

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arch/univariate/mean.py

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@@ -175,7 +175,7 @@ class HARX(ARCHModel, metaclass=AbstractDocStringInheritor):
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>>> y = Series(y, name='y', index=index)
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>>> har = HARX(y, lags=[1, 6], hold_back=10)
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Models with equivalent parameteriations of lags. Thie first uses
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Models with equivalent parametrizations of lags. The first uses
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overlapping lags.
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>>> harx_1 = HARX(y, lags=[1,5,22])
@@ -192,7 +192,7 @@ class HARX(ARCHModel, metaclass=AbstractDocStringInheritor):
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>>> harx_4 = HARX(y, lags=[[1, 2, 6], [1, 5, 22]])
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It is simple to verify that these are theequivalent by inspecting the R2.
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It is simple to verify that these are the equivalent by inspecting the R2.
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>>> models = [harx_1, harx_2, harx_3, harx_4]
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>>> print([mod.fit().rsquared for mod in models])

doc/source/spelling_wordlist.txt

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@@ -3,12 +3,14 @@ aic
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al
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andrews
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annualize
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APARCH
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arch
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ARCHModel
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ARCHModelFixedResult
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ARCHModelResult
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args
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arx
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asym
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autocorrelation
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autocorrelations
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autocovariance
@@ -128,6 +130,7 @@ ouliaris
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param
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parameterless
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params
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parametrizations
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parzen
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ParzenCauchy
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ParzenGeometric
@@ -142,6 +145,7 @@ Probit
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Pᵤ
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pvalue
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pvalues
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pyproject
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Pz
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qs
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QuadraticSpectral
@@ -183,6 +187,7 @@ studentized
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studentst
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StudentsT
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subclassing
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toml
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th
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TukeyHamming
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TukeyHanning

setup.cfg

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@@ -12,7 +12,7 @@ VCS = git
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style = pep440
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versionfile_source = arch/_version.py
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versionfile_build = arch/_version.py
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tag_prefix =
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tag_prefix = v
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parentdir_prefix = arch-
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[tool:pytest]

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