Ejemplo n.º 1
0
                      mlab.parcorr(x100, [], 2, nout=3)
    res_pacf.pacf1000, res_pacf.lags1000, res_pacf.bounds1000 = \
                      mlab.parcorr(x1000, [], 2, nout=3)
    res_pacf.save(filename=filen, header=True)

    res_acf =  HoldIt('mlacf')
    res_acf.comment = 'mlab.autocorr(x, [], 2, nout=3)'
    res_acf.acf100, res_acf.lags100, res_acf.bounds100 = \
                    mlab.autocorr(x100, [], 2, nout=3)
    res_acf.acf1000, res_acf.lags1000, res_acf.bounds1000 = \
                    mlab.autocorr(x1000, [], 2, nout=3)
    res_acf.save(filename=filen, header=False)


    res_ccf =  HoldIt('mlccf')
    res_ccf.comment = 'mlab.crosscorr(x[4:], x[:-4], [], 2, nout=3)'
    res_ccf.ccf100, res_ccf.lags100, res_ccf.bounds100 = \
                 mlab.crosscorr(x100[4:], x100[:-4], [], 2, nout=3)
    res_ccf.ccf1000, res_ccf.lags1000, res_ccf.bounds1000 = \
                 mlab.crosscorr(x1000[4:], x1000[:-4], [], 2, nout=3)
    res_ccf.save(filename=filen, header=False)


    res_ywar =  HoldIt('mlywar')
    res_ywar.comment = "mlab.ar(x100-x100.mean(), 10, 'yw').a.ravel()"
    mbaryw = mlab.ar(x100-x100.mean(), 10, 'yw')
    res_ywar.arcoef100 = np.array(mbaryw.a.ravel())
    mbaryw = mlab.ar(x1000-x1000.mean(), 20, 'yw')
    res_ywar.arcoef1000 = np.array(mbaryw.a.ravel())
    res_ywar.save(filename=filen, header=False)
Ejemplo n.º 2
0
    res_pacf.comment = 'mlab.parcorr(x, [], 2, nout=3)'
    res_pacf.pacf100, res_pacf.lags100, res_pacf.bounds100 = \
                      mlab.parcorr(x100, [], 2, nout=3)
    res_pacf.pacf1000, res_pacf.lags1000, res_pacf.bounds1000 = \
                      mlab.parcorr(x1000, [], 2, nout=3)
    res_pacf.save(filename=filen, header=True)

    res_acf = HoldIt('mlacf')
    res_acf.comment = 'mlab.autocorr(x, [], 2, nout=3)'
    res_acf.acf100, res_acf.lags100, res_acf.bounds100 = \
                    mlab.autocorr(x100, [], 2, nout=3)
    res_acf.acf1000, res_acf.lags1000, res_acf.bounds1000 = \
                    mlab.autocorr(x1000, [], 2, nout=3)
    res_acf.save(filename=filen, header=False)

    res_ccf = HoldIt('mlccf')
    res_ccf.comment = 'mlab.crosscorr(x[4:], x[:-4], [], 2, nout=3)'
    res_ccf.ccf100, res_ccf.lags100, res_ccf.bounds100 = \
                 mlab.crosscorr(x100[4:], x100[:-4], [], 2, nout=3)
    res_ccf.ccf1000, res_ccf.lags1000, res_ccf.bounds1000 = \
                 mlab.crosscorr(x1000[4:], x1000[:-4], [], 2, nout=3)
    res_ccf.save(filename=filen, header=False)

    res_ywar = HoldIt('mlywar')
    res_ywar.comment = "mlab.ar(x100-x100.mean(), 10, 'yw').a.ravel()"
    mbaryw = mlab.ar(x100 - x100.mean(), 10, 'yw')
    res_ywar.arcoef100 = np.array(mbaryw.a.ravel())
    mbaryw = mlab.ar(x1000 - x1000.mean(), 20, 'yw')
    res_ywar.arcoef1000 = np.array(mbaryw.a.ravel())
    res_ywar.save(filename=filen, header=False)