LongMemoryEstimate._record#

classmethod LongMemoryEstimate._record(d, se, *, method, m, nobs)[source]#

Assemble the record with the d = 0 test.

The one constructor the three producers share, so the default null and its p-value are computed in one place.

Parameters:

  • d (float) – The estimate.

  • se (float) – Its asymptotic standard error.

  • method (str) – The producer’s name.

  • m (int) – The bandwidth used.

  • nobs (int) – Observations.

Return type:

LongMemoryEstimate

Returns:

The record, with statistic = d / se and null_d = 0.0.

Example

>>> est = LongMemoryEstimate._record(0.3, 0.1, method="gph", m=20, nobs=400)
>>> round(est.statistic, 6), est.null_d, round(est.pvalue, 4)
(3.0, 0.0, 0.0027)