def test_denton_quarterly():
# Data and results taken from IMF paper
indicator = np.array([98.2, 100.8, 102.2, 100.8, 99.0, 101.6,
102.7, 101.5, 100.5, 103.0, 103.5, 101.5])
benchmark = np.array([4000.,4161.4])
x_imf = dentonm(indicator, benchmark, freq="aq")
imf_stata = np.array([969.8, 998.4, 1018.3, 1013.4, 1007.2, 1042.9,
1060.3, 1051.0, 1040.6, 1066.5, 1071.7, 1051.0])
np.testing.assert_almost_equal(imf_stata, x_imf, 1)
def test_denton_quarterly2():
# Test denton vs stata. Higher precision than other test.
zQ = np.array([50,100,150,100] * 5)
Y = np.array([500,400,300,400,500])
x_denton = dentonm(zQ, Y, freq="aq")
x_stata = np.array([64.334796,127.80616,187.82379,120.03526,56.563894,
105.97568,147.50144,89.958987,40.547201,74.445963,
108.34473,76.66211,42.763347,94.14664,153.41596,
109.67405,58.290761,122.62556,190.41409,128.66959])
np.testing.assert_almost_equal(x_denton, x_stata, 5)
def test_denton_quarterly2():
# Test denton vs stata. Higher precision than other test.
zQ = np.array([50, 100, 150, 100] * 5)
Y = np.array([500, 400, 300, 400, 500])
x_denton = dentonm(zQ, Y, freq="aq")
x_stata = np.array([
64.334796, 127.80616, 187.82379, 120.03526, 56.563894, 105.97568,
147.50144, 89.958987, 40.547201, 74.445963, 108.34473, 76.66211,
42.763347, 94.14664, 153.41596, 109.67405, 58.290761, 122.62556,
190.41409, 128.66959
])
np.testing.assert_almost_equal(x_denton, x_stata, 5)
def test_denton_quarterly():
# Data and results taken from IMF paper
indicator = np.array([
98.2, 100.8, 102.2, 100.8, 99.0, 101.6, 102.7, 101.5, 100.5, 103.0,
103.5, 101.5
])
benchmark = np.array([4000., 4161.4])
x_imf = dentonm(indicator, benchmark, freq="aq")
imf_stata = np.array([
969.8, 998.4, 1018.3, 1013.4, 1007.2, 1042.9, 1060.3, 1051.0, 1040.6,
1066.5, 1071.7, 1051.0
])
np.testing.assert_almost_equal(imf_stata, x_imf, 1)