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yogabonito / [GSoC] VECM.ipynb
Created August 23, 2016 18:15
GSoC 2016: VECM
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yogabonito / var_model_test_causality.py
Last active August 5, 2016 16:43
test_causality_bug
def test_causality(self, equation, variables, kind='f', signif=0.05,
verbose=True):
"""Compute test statistic for null hypothesis of Granger-noncausality,
general function to test joint Granger-causality of multiple variables
Parameters
----------
equation : string or int
Equation to test for causality
variables : sequence (of strings or ints)
INSTALLED VERSIONS
------------------
Python: 3.4.3.final.0
OS: Linux 4.2.0-34-generic #39-Ubuntu SMP Thu Mar 10 22:13:01 UTC 2016 x86_64
byteorder: little
LC_ALL: None
LANG: de_DE.UTF-8
Statsmodels
===========
statsmodels/tsa/kalmanf/kalman_loglike.pyx has not changed
statsmodels/tsa/statespace/_statespace.pyx.in has not changed
statsmodels/nonparametric/linbin.pyx has not changed
statsmodels/nonparametric/_smoothers_lowess.pyx has not changed
Cythonizing sources
running develop
Checking .pth file support in /usr/local/lib/python3.4/dist-packages/
/usr/bin/python3 -E -c pass
TEST PASSED: /usr/local/lib/python3.4/dist-packages/ appears to support .pth files
running egg_info