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Implementation of the Loubaton-Rosuel-Vallet test

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lrv-test

Implementation of the Loubaton-Rosuel-Vallet test

from lrv_test import LRV
import numpy as np 

y = np.arange(100*10).reshape(100, 10)
B = 21 
f = lambda x: (x - 1) ** 2
lrv_results = LRV(y, B, f, L=3)
lrv_results.t_stat_3, lrv_results.is_positive_3(level=0.05)

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