Merge 5c0e381 into c84ad54

.travis.yml

@@ -20,41 +20,41 @@ matrix:
   include:
   - python: 2.7
     env:
-    - PYTHON=2.7
-    - USE_NUMBA=false
-    - MATPLOTLIB=2
+      - PYTHON=2.7
+      - NUMBA=0.35
+      - NUMPY=1.13
+      - SCIPY=0.19
+      - PANDAS=0.21
+      - COVERAGE=true
   - python: 2.7
     env:
-    - PYTHON=2.7
-    - NUMBA=0.35
-    - NUMPY=1.13
-    - SCIPY=0.19
-    - PANDAS=0.21
-    - COVERAGE=true
+      - PYTHON=3.7
+      - MATPLOTLIB=3
+      - COVERAGE=true
   - python: 2.7
     env:
-    - PYTHON=3.5
-    - COVERAGE=true
-    - MATPLOTLIB=2
+      - PYTHON=3.5
+      - COVERAGE=true
+      - MATPLOTLIB=2
   - python: 2.7
     env:
-    - PYTHON=3.6
-    - NUMBA=0.38
-    - NUMPY=1.14
-    - SCIPY=1.0
-    - MATPLOTLIB=2.0
-    - PANDAS=0.22
-    - STATSMODELS_MASTER=true
+      - PYTHON=3.6
+      - NUMBA=0.38
+      - NUMPY=1.14
+      - SCIPY=1.0
+      - MATPLOTLIB=2.0
+      - PANDAS=0.22
+      - STATSMODELS_MASTER=true
   - python: 2.7
     env:
-    - PYTHON=3.6
-    - DOCBUILD=true
-    - MATPLOTLIB=3
+      - PYTHON=2.7
+      - USE_NUMBA=false
+      - MATPLOTLIB=2
   - python: 2.7
     env:
-    - PYTHON=3.7
-    - MATPLOTLIB=3
-    - COVERAGE=true
+      - PYTHON=3.6
+      - DOCBUILD=true
+      - MATPLOTLIB=3
 
 before_install:
   - git fetch --tags

arch/tests/univariate/test_base.py

@@ -0,0 +1,10 @@
+from arch.univariate.base import format_float_fixed
+
+
+def test_format_float_fixed():
+    out = format_float_fixed(0.0)
+    assert out == '0.0000'
+    out = format_float_fixed(1.23e-9)
+    assert out == '1.2300e-09'
+    out = format_float_fixed(123456789.0)
+    assert out == '1.2346e+08'

arch/tests/univariate/test_mean.py

@@ -385,6 +385,11 @@ def test_ar(self):
         ar = ARX(self.y, lags=1, volatility=GARCH(), distribution=StudentsT())
         res = ar.fit(disp=DISPLAY, update_freq=5, cov_type='mle')
         res.param_cov
+        sims = res.forecast(horizon=5, method='simulation')
+        assert isinstance(sims.simulations.residual_variances, np.ndarray)
+        assert isinstance(sims.simulations.residuals, np.ndarray)
+        assert isinstance(sims.simulations.values, np.ndarray)
+        assert isinstance(sims.simulations.variances, np.ndarray)
 
     def test_ar_no_lags(self):
         ar = ARX(self.y, lags=0)
@@ -409,6 +414,7 @@ def test_ar_plot(self):
         res.hedgehog_plot(start=500, type='mean')
         res.hedgehog_plot(type='volatility')
         res.hedgehog_plot(start=500, method='simulation', simulations=100)
+        res.hedgehog_plot(type='volatility', method='bootstrap')
 
     def test_arch_arx(self):
         self.rng.seed(12345)

arch/univariate/base.py

@@ -692,7 +692,7 @@ def forecast(self, params, horizon=1, start=None, align='origin', method='analyt
 
         Returns
         -------
-        forecasts : DataFrame
+        forecasts : ARCHModelForecast
             t by h data frame containing the forecasts.  The alignment of the
             forecasts is controlled by `align`.
 
@@ -735,7 +735,7 @@ class _SummaryRepr(object):
     """Base class for returning summary as repr and str"""
 
     def summary(self):
-        return Summary()
+        raise NotImplementedError("Subclasses must implement")
 
     def __repr__(self):
         out = self.__str__() + '\n'
@@ -1086,7 +1086,7 @@ def forecast(self, params=None, horizon=1, start=None, align='origin', method='a
 
         Returns
         -------
-        forecasts : DataFrame
+        forecasts : ARCHModelForecast
             t by h data frame containing the forecasts.  The alignment of the
             forecasts is controlled by `align`.