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BUG: Return Python ints from StepM.superior_models after the first step - #974
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jngod2011
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- 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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StepM.computecasts the models found in the first SPA step toint, but not the ones found in later steps, sosuperior_modelscan mixintandnp.int64(for example[0, np.int64(1)]) when the models are passed as an array.json.dumps(stepm.superior_models)then fails. The later steps now get the same cast.Added an assertion to
test_all_superior_multiple_rounds, which fails without the change; the multiple comparison tests and flake8, ruff, black and isort pass.