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BUG: Correct creation of CVs for n case in adf - #973

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bashtage merged 1 commit into
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update-adf-n-cv
Oct 22, 2026
Merged

bashtage merged 1 commit into
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update-adf-n-cv

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bashtage merged commit 5db69b0 into main Oct 22, 2026
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bashtage deleted the update-adf-n-cv branch October 22, 2026 07:45
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codecov Bot commented Oct 22, 2026 •

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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 98.87%. Comparing base (cd31bc2) to head (833a607).
⚠️ Report is 2 commits behind head on main.

Additional details and impacted files
@@            Coverage Diff             @@
##             main     #973      +/-   ##
==========================================
- Coverage   98.95%   98.87%   -0.09%     
==========================================
  Files         137      137              
  Lines       30099    30099              
  Branches     2337     2337              
==========================================
- Hits        29785    29759      -26     
- Misses        256      267      +11     
- Partials       58       73      +15     
Flag Coverage Δ
adder 98.85% <100.00%> (-0.05%) ⬇️
subtractor 98.85% <100.00%> (-0.05%) ⬇️

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jngod2011 pushed a commit to jngod2011/arch that referenced this pull request Oct 31, 2026
- Highlights and new features: NGARCH (bashtage#966), the VaR backtests (bashtage#965), the
  local block bootstrap (bashtage#967) and bandwidth_method (bashtage#964, and
  phillips_ouliaris here).
- Changes that alter results: the automatic bandwidth entry of bashtage#983 now
  also describes the bandwidth of the kernels with bounded support, the
  fractional bandwidths and the Tukey-Parzen constant of bashtage#964, its S&P 500
  bandwidths are those of the bandwidth attribute (30.96 and 34.50, where it
  said the 31.96 and 35.50 of opt_bandwidth), and it links phillips_ouliaris
  in arch.unitroot.cointegration. The ADF-Z tables of bashtage#972, bashtage#973 and bashtage#980.
- Backward-incompatible changes: strings in object data.
- Bug fixes: bashtage#954, bashtage#970, bashtage#974, bashtage#975, bashtage#977, bashtage#978, bashtage#982, and the constant
  data of the Newey-West bandwidth and mackinnonp at -inf and inf.
- Maintenance: the CI changes and the version file.
- Contributors: galafis, jackiectl2, mkzung and wavebyrd.
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