ENH: Add VAR-HAC long-run covariance estimation

[bashtage]

No description provided.

[lgtm-com]

This pull request introduces 1 alert when merging e8d5186 into e71a2fb - view on LGTM.com

new alerts:

• 1 for Module is imported with 'import' and 'import from'

[coveralls]

Coverage decreased (-0.04%) to 99.587% when pulling 6b1cc78 on varhac into e71a2fb on master.

[codecov]

Codecov Report

❌ Patch coverage is 97.50520% with 12 lines in your changes missing coverage. Please review.
✅ Project coverage is 99.30%. Comparing base (e71a2fb) to head (6b1cc78).
⚠️ Report is 674 commits behind head on main.

Files with missing lines	Patch %	Lines
arch/covariance/var.py	96.58%	5 Missing and 3 partials ⚠️
arch/covariance/kernel.py	78.94%	4 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #363      +/-   ##
==========================================
- Coverage   99.33%   99.30%   -0.04%     
==========================================
  Files          66       69       +3     
  Lines       13021    13479     +458     
  Branches     1105     1164      +59     
==========================================
+ Hits        12935    13385     +450     
- Misses         31       38       +7     
- Partials       55       56       +1     

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[lgtm-com]

This pull request introduces 1 alert when merging 02449c0 into e71a2fb - view on LGTM.com

new alerts:

• 1 for Module is imported with 'import' and 'import from'

[lgtm-com]

This pull request introduces 1 alert when merging af6dbf5 into e71a2fb - view on LGTM.com

new alerts:

• 1 for Module is imported with 'import' and 'import from'