statsmodels / statsmodels/statsmodels
VAR.test_causality tests
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comp-tsa
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- Python
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Description
It looks like VAR still has never had proper correctness tests written. There is some test data for test_causailty, but I'm not sure where they came from - they look like maybe regression / smoke tests only. The results for test_causality are slightly different than Stata's and I'd like to figure out why.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the existing VAR test_causality tests and their test data, then compare the reported results with Stata to determine the source of the discrepancy. Done means adding proper correctness coverage and documenting why any remaining difference exists.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- data, testing-qa
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100