From 766a3b7851689c5e23b048ca9fa4a58352da166a Mon Sep 17 00:00:00 2001 From: Luca Brugnolini Date: Sun, 25 Nov 2018 13:05:27 +0100 Subject: [PATCH] fix in test pbar --- test/runtests.jl | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/test/runtests.jl b/test/runtests.jl index 20e23bb..c589fc9 100644 --- a/test/runtests.jl +++ b/test/runtests.jl @@ -130,7 +130,7 @@ CIl,CIh = CI.CIl, CI.CIh @test isapprox(CIh,(irfl + 1.96*stdl),atol = 0.1) #-----------Test LP lag-length selecion procedure---------------- -const pbar # max order of lag to test +const pbar = 12 # max order of lag to test #-----------Select lag-length with AIC, BIC, AICC, HQC----------- mlplag = (lp_lagorder(y,pbar,H,ic) for ic in ["aic","bic","aicc","hqc"]) |> λ -> hcat(collect(λ)...)