migrate tests from nbs to pytest

[Deven Mistry (deven367)]

This PR is a WIP to remove nbdev and fastcore from the library

cc Mariana Menchero García (@MMenchero) Han Wang (@goodwanghan)

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CodSpeed Performance Report

Merging #1029 will not alter performance

_{Comparing rm-nbdev (b686d91) with main (3a387d3)}

Summary

✅ 6 untouched benchmarks

[Jing Qiang Goh (JQGoh)]

I noticed that the pytest failures mainly have E AttributeError: module 'pyarrow' has no attribute 'PyExtensionType'

Perhaps we can skip the tests in tests/test_distributed_fugue.py for now and make sure that all the other test cases pass successfully, and resolve this later?

[Jing Qiang Goh (JQGoh)]

I think after this PR have improvements like omitting the unused/commented codes and better use of common fixtures to avoid code duplications, we can move forward to the next PR (removal of nbdev notebooks).

Mariana Menchero García (@MMenchero) It is best to have your reviews for this work too.

[Mariana Menchero García (MMenchero)]

Hi Deven Mistry (@deven367) . This is a great first iteration of what we want to accomplish: not only removing nbdev, but also improving StatsForecast’s structure. I’m glad we now have a dedicated tests folder.

One suggestion: in the GARCH tests, it’d be good to add the comparison with the arch library. Just like several functions have an equivalent in R, the GARCH and ARCH models were developed to be equivalents to the arch library, but now under the StatsForecast framework. Here are the original tests.

Thanks Jing Qiang Goh (@JQGoh) for your review and suggestions as well.

[Deven Mistry (deven367)]

Mariana Menchero García (@MMenchero) the changes you had requested are done in 623179d

[Mariana Menchero García (MMenchero)]

LGTM

[Mariana Menchero García (MMenchero)]

LGTM