Parameters

Two numbers can be optionally passed to define the start time and the end time, using the constructs start=n and end=n. The numbers passed are ordinal indexes in the time series, starting at 0. By default the whole data are considered. A third parameter can be passed to use the $R^2$ value of the regression to influence the weight of the test: if weight_r2=1 is passed, the $R^2$ value will multiply the weight of the test (the score will remain 0 or 1).