ENH: Add VAR-HAC long-run covariance estimation #363
Codecov / codecov/project
failed
Apr 6, 2026 in 1s
99.30% (-0.04%) compared to e71a2fb
View this Pull Request on Codecov
99.30% (-0.04%) compared to e71a2fb
Details
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).
| 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 ☔ View full report in Codecov by Sentry.
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