A couple of simple changes to get started: corrected #26
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… breusch godfrey test for serial correlation
…file and included a test for breusch-godfrey function
Owner
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Had a couple style nits and then this should be good to go |
Owner
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Great, merging this in. |
sryza
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Jun 16, 2015
A couple of simple changes to get started: corrected
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Apologies about the prior closed pull request, I had missed adding the new test file for the statistical tests. Below the original message:
I performed a couple of simple changes, as per email discussion with Sandy. Namely:
1 - implemented fillNext/fillPrev, and added an additional option that might be helpful: fillWithDefault, so that users can fill with their value of choice
2 - added an additional test for serial correlation that has been shown to be more robust than durbin-watson and durbin h -statistic: breusch godfrey test.
I tried to stick to the style I saw in the source files, but more than happy to rewrite if this doesn't comply.
I state that this work is my original work (with references where appropriate), and I license it to the project under the open source license.
Best,
Jose