pyfinance
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it does not make sense when calling the property "rsq" and "rsq_adj"
First, thanks for fixing the problem and updating the package to 1.2.5. When I use the newest version, I run into the following result. it seems to make no sense.
data = {'A':[2,3,4,5,6],'B':[10,11,12,13,14]}
df = pd.DataFrame(data)
rolling = ols.RollingOLS(y=df['B'], x=df['A'], window=3,has_const=False,use_const=False)
rolling.rsq
rolling.rsq_adj
the result is array([938.58741603, 868.32596507, 801.06451411]) array([-624.05827735, -577.21731005, -532.37634274])
it should in the interval [0,1]