Ejemplo n.º 1
0
def test_sample_model():
    """
    Tests sampling function
    """
    model = ARIMA(data=data, ar=2, ma=2, family=t())
    x = model.fit('BBVI', iterations=100, quiet_progress=True)
    sample = model.sample(nsims=100)
    assert (sample.shape[0] == 100)
    assert (sample.shape[1] == len(data) - 2)
def a_test_sample_model():
    """
    Tests sampling function
    """
    model = ARIMA(data=data, ar=2, ma=2, family=Exponential())
    x = model.fit('BBVI', iterations=100)
    sample = model.sample(nsims=100)
    assert (sample.shape[0] == 100)
    assert (sample.shape[1] == len(data) - 2)