ENH: Add VAR-HAC long-run covariance estimation

[bashtage]

[lgtm-com[bot]]

This pull request introduces 1 alert when merging e8d518667c9ac31d75cfb3d0acca470bc858a33f into e71a2fb5e7db6864296aab98dcc64a874cfb0a81 - 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 6b1cc78fbc8c34f0d7555aaf3168323f631cb4b3 on varhac into e71a2fb5e7db6864296aab98dcc64a874cfb0a81 on master.

[codecov[bot]]

Codecov Report

Merging #363 (6b1cc78) into main (e71a2fb) will decrease coverage by 0.03%. The diff coverage is 97.50%.

@@            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     

Impacted Files	Coverage Δ
arch/conftest.py	100.00% <ø> (ø)
arch/unitroot/critical_values/phillips_ouliaris.py	100.00% <ø> (ø)
arch/covariance/kernel.py	98.71% <78.94%> (+0.08%)	:arrow_up:
arch/covariance/var.py	96.58% <96.58%> (ø)
arch/tests/covariance/covariance_data.py	100.00% <100.00%> (ø)
arch/tests/covariance/test_var.py	100.00% <100.00%> (ø)
arch/tests/unitroot/test_dynamic_ols.py	100.00% <100.00%> (ø)
arch/tests/unitroot/test_fmols_ccr.py	100.00% <100.00%> (ø)
arch/tests/unitroot/test_phillips_ouliaris.py	99.35% <100.00%> (+0.12%)	:arrow_up:
arch/unitroot/_phillips_ouliaris.py	98.80% <100.00%> (+<0.01%)	:arrow_up:
... and 6 more

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[lgtm-com[bot]]

This pull request introduces 1 alert when merging 02449c0334b4bd37ff1d9d560e8f20ba4c3b3cae into e71a2fb5e7db6864296aab98dcc64a874cfb0a81 - view on LGTM.com

new alerts:

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

[lgtm-com[bot]]

This pull request introduces 1 alert when merging af6dbf55368b9d364d85658bb008892b0439a356 into e71a2fb5e7db6864296aab98dcc64a874cfb0a81 - view on LGTM.com

new alerts:

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