Merge pull request #537 from bashtage/alejandro-cermeno-patch-2

Alejandro cermeno patch 2

Author: bashtage

arch/tests/univariate/test_mean.py

@@ -35,6 +35,7 @@
 )
 from arch.univariate.mean import ARX, HARX, LS, ConstantMean, ZeroMean, arch_model
 from arch.univariate.volatility import (
+    APARCH,
     ARCH,
     EGARCH,
     FIGARCH,
@@ -597,6 +598,9 @@ def test_arch_model(self):
         am = arch_model(self.y, vol="figarch")
         assert isinstance(am.volatility, FIGARCH)
 
+        am = arch_model(self.y, vol="aparch")
+        assert isinstance(am.volatility, APARCH)
+
         with pytest.raises(ValueError):
             arch_model(self.y, mean="unknown")
         with pytest.raises(ValueError):
@@ -1103,6 +1107,7 @@ def test_backcast_error(simulated_data):
         GARCH,
         EGARCH,
         FIGARCH,
+        APARCH,
         HARCH,
         MIDASHyperbolic,
         RiskMetrics2006,