Beispiel #1
0
 def setupClass(cls):
     endog = y_arma[:,9]
     cls.res1 = ARMA(endog).fit(order=(2,2), trend="c", method="css",
                     disp=-1)
     cls.res2 = results_arma.Y_arma22c("css")
     cls.decimal_t = 0
     cls.decimal_pvalues = DECIMAL_1
Beispiel #2
0
 def setupClass(cls):
     endog = y_arma[:, 9]
     cls.res1 = ARMA(endog).fit(order=(2, 2), trend="c", disp=-1)
     cls.res2 = results_arma.Y_arma22c()
     if fast_kalman:
         cls.decimal_t = 0