test_firstdifference_ols.py 文件源码

def test_first_difference_errors(data):
    if isinstance(data.x, pd.Panel):
        x = data.x.iloc[:, [0], :]
        y = data.y.iloc[[0], :]
    else:
        x = data.x[:, [0], :]
        y = data.y[[0], :]
    with pytest.raises(ValueError):
        FirstDifferenceOLS(y, x)

    if not isinstance(data.x, pd.Panel):
        return
    x = data.x.copy()
    x['Intercept'] = 1.0
    with pytest.raises(ValueError):
        FirstDifferenceOLS(data.y, x)