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Merge pull request #726 from bashtage/small-doc-fixes
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DOC: Small doc fixes
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bashtage authored May 17, 2024
2 parents a61dc7d + bc16b7a commit c7de747
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14 changes: 2 additions & 12 deletions arch/unitroot/_phillips_ouliaris.py
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Expand Up @@ -175,9 +175,7 @@ def phillips_ouliaris(
and "quadratic-spectral" for the Quadratic Spectral kernel.
bandwidth : int, default None
The bandwidth to use. If not provided, the optimal bandwidth is
estimated from the data. Setting the bandwidth to 0 and using
"unadjusted" produces the classic OLS covariance estimator.
Setting the bandwidth to 0 and using "robust" produces White's
estimated from the data. Setting the bandwidth to 0 produces White's
covariance estimator.
force_int : bool, default False
Whether the force the estimated optimal bandwidth to be an integer.
Expand All @@ -198,14 +196,6 @@ def phillips_ouliaris(
Notes
-----
.. warning::
The critical value simulation is on-going and so the critical values
may change slightly as more simulations are completed. These are still
based on far more simulations (minimum 2,000,000) than were possible
in 1990 (5000) that are reported in [1]_.
Supports 4 distinct tests.
Define the cross-sectional regression
Expand Down Expand Up @@ -276,7 +266,7 @@ def phillips_ouliaris(
differs from the expression in [1]_. We recenter :math:`z_t` by subtracting
the first observation, so that :math:`\tilde{z}_t = z_t - z_1`. This is
needed to ensure that the initial value does not affect the distribution
under the null. When the trend is anything other than "n", this set is not
under the null. When the trend is anything other than "n", this step is not
needed and the test statistics is identical whether the first observation
is subtracted or not.
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1 change: 0 additions & 1 deletion doc/source/conf.py
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Expand Up @@ -127,7 +127,6 @@
"site_url": "https://bashtage.github.io/arch/",
"repo_url": "https://github.com/bashtage/arch/",
"repo_name": "arch",
"repo_type": "github",
"palette": {"primary": "blue", "accent": "indigo"},
"globaltoc_collapse": True,
"toc_title": "Contents",
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