Ejemplo n.º 1
0
 def setupClass(cls):
     endog = y_arma[:,4]
     cls.res1 = ARMA(endog).fit(order=(5,0), method="css", trend='nc',
                         disp=-1)
     cls.res2 = results_arma.Y_arma50("css")
     cls.decimal_t = 0
     cls.decimal_llf = DECIMAL_1 # looks like rounding error?
Ejemplo n.º 2
0
 def setupClass(cls):
     endog = y_arma[:, 4]
     cls.res1 = ARMA(endog).fit(order=(5, 0), trend='nc', disp=-1)
     (cls.res1.forecast_res, cls.res1.forecast_err,
      confint) = cls.res1.forecast(10)
     cls.res2 = results_arma.Y_arma50()
Ejemplo n.º 3
0
 def setupClass(cls):
     endog = y_arma[:, 4]
     cls.res1 = ARMA(endog).fit(order=(5, 0), trend='nc', disp=-1)
     cls.res2 = results_arma.Y_arma50()