def test_yule_walker():
"""Test Yule-Walker against statsmodels
"""
from statsmodels.regression.linear_model import yule_walker as sm_yw
d = np.random.randn(100)
sm_rho, sm_sigma = sm_yw(d, order=2)
rho, sigma = yule_walker(d, order=2)
assert_array_almost_equal(sm_sigma, sigma)
assert_array_almost_equal(sm_rho, rho)
def test_yule_walker():
"""Test Yule-Walker against statsmodels
"""
from statsmodels.regression.linear_model import yule_walker as sm_yw
d = np.random.randn(100)
sm_rho, sm_sigma = sm_yw(d, order=2)
rho, sigma = yule_walker(d, order=2)
assert_array_almost_equal(sm_sigma, sigma)
assert_array_almost_equal(sm_rho, rho)
def test_yule_walker():
"""Test Yule-Walker against statsmodels
"""
try:
from statsmodels.regression.linear_model import yule_walker as sm_yw
d = np.random.randn(100)
sm_rho, sm_sigma = sm_yw(d, order=2)
rho, sigma = yule_walker(d, order=2)
assert_array_almost_equal(sm_sigma, sigma)
assert_array_almost_equal(sm_rho, rho)
except ImportError:
raise nose.SkipTest("XFailed Test")
def test_yule_walker():
"""Test Yule-Walker against statsmodels
"""
try:
from statsmodels.regression.linear_model import yule_walker as sm_yw
d = np.random.randn(100)
sm_rho, sm_sigma = sm_yw(d, order=2)
rho, sigma = yule_walker(d, order=2)
assert_array_almost_equal(sm_sigma, sigma)
assert_array_almost_equal(sm_rho, rho)
except ImportError:
raise nose.SkipTest("XFailed Test")