From bc16b7aab6e063c8eb86e86b06d8dc428d10bec4 Mon Sep 17 00:00:00 2001 From: Kevin Sheppard Date: Fri, 17 May 2024 11:59:05 +0100 Subject: [PATCH] DOC: Small doc fixes --- arch/unitroot/_phillips_ouliaris.py | 14 ++------------ doc/source/conf.py | 1 - 2 files changed, 2 insertions(+), 13 deletions(-) diff --git a/arch/unitroot/_phillips_ouliaris.py b/arch/unitroot/_phillips_ouliaris.py index bc6cd305ab..775ab1a406 100644 --- a/arch/unitroot/_phillips_ouliaris.py +++ b/arch/unitroot/_phillips_ouliaris.py @@ -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. @@ -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 @@ -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. diff --git a/doc/source/conf.py b/doc/source/conf.py index 9701a78ad3..bb812cbc5b 100644 --- a/doc/source/conf.py +++ b/doc/source/conf.py @@ -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",