Refactor DFM tests and update constants after the rebasing procedure

Author: andreacate

pymc_extras/statespace/utils/constants.py

@@ -13,6 +13,7 @@
 SEASONAL_MA_PARAM_DIM = "seasonal_ma_lag"
 ETS_SEASONAL_DIM = "seasonal_lag"
 FACTOR_DIM = "factor"
+ERROR_AR_PARAM_DIM = "error_ar_lag"
 
 NEVER_TIME_VARYING = ["initial_state", "initial_state_cov", "a0", "P0"]
 VECTOR_VALUED = ["initial_state", "state_intercept", "obs_intercept", "a0", "c", "d"]

tests/statespace/models/test_DFM.py renamed to tests/statespace/test_DFM.py

@@ -17,7 +17,7 @@
 @pytest.fixture(scope="session")
 def data():
     df = pd.read_csv(
-        "tests/statespace/_data/statsmodels_macrodata_processed.csv",
+        "tests/statespace/test_data/statsmodels_macrodata_processed.csv",
         index_col=0,
         parse_dates=True,
     ).astype(floatX)