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BUG: wrong autolag code in acorr_lm, het_arch #313

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josef-pkt opened this issue Jun 13, 2012 · 1 comment
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BUG: wrong autolag code in acorr_lm, het_arch #313

josef-pkt opened this issue Jun 13, 2012 · 1 comment
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comp-stats comp-tsa type-bug
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0.4.x

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@josef-pkt
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acorr_lm, het_arch uses the same (a copy) of the incorrect autolag code that was fixed in #297

autolag option is not tested, otherwise #131 would have caused a test error
@josef-pkt
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another bug: depending on store=True or False, the return arguments arguments are in a different sequence
-> check if this was introduced before 0.4.0

Stata has an option to return F or chi2 distribution based test, but no autolag option, I haven't checked the values yet
help regress postestimationts##archlm

@josef-pkt josef-pkt mentioned this issue Jun 18, 2012
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PierreBdR pushed a commit to PierreBdR/statsmodels that referenced this issue Sep 2, 2014
@josef-pkt
Merge pull request statsmodels#316 from josef-pkt/fixes-release
4d8e055 
Fixes release closes statsmodels#313 closes statsmodels#305 closes statsmodels#131
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