Example #1
0
    def test_ld(self):
        pacfyw = pacf_yw(self.x, nlags=40, method="mle")
        pacfld = pacf(self.x, nlags=40, method="ldb")
        assert_almost_equal(pacfyw, pacfld, DECIMAL_8)

        pacfyw = pacf(self.x, nlags=40, method="yw")
        pacfld = pacf(self.x, nlags=40, method="ldu")
        assert_almost_equal(pacfyw, pacfld, DECIMAL_8)
Example #2
0
    def test_ld(self):
        pacfyw = pacf_yw(self.x, nlags=40, method="mle")
        pacfld = pacf(self.x, nlags=40, method="ldb")
        assert_almost_equal(pacfyw, pacfld, DECIMAL_8)

        pacfyw = pacf(self.x, nlags=40, method="yw")
        pacfld = pacf(self.x, nlags=40, method="ldu")
        assert_almost_equal(pacfyw, pacfld, DECIMAL_8)
Example #3
0
 def test_yw(self):
     pacfyw = pacf_yw(self.x, nlags=40, method="mle")
     assert_almost_equal(pacfyw[1:], self.pacfyw, DECIMAL_8)
Example #4
0
 def test_yw(self):
     pacfyw = pacf_yw(self.x, nlags=40, method="mle")
     assert_almost_equal(pacfyw[1:], self.pacfyw, DECIMAL_8)
Example #5
0
def test_pacf_yw():
    pacfyw = tsa.pacf_yw(x100, 20, method='mle')
    assert_array_almost_equal(mlpacf.pacf100.ravel(), pacfyw, 1)
    pacfyw = tsa.pacf_yw(x1000, 20, method='mle')
    assert_array_almost_equal(mlpacf.pacf1000.ravel(), pacfyw, 2)
Example #6
0
def test_pacf_yw():
    pacfyw = tsa.pacf_yw(x100, 20, method='mle')
    assert_array_almost_equal(mlpacf.pacf100.ravel(), pacfyw, 1)
    pacfyw = tsa.pacf_yw(x1000, 20, method='mle')
    assert_array_almost_equal(mlpacf.pacf1000.ravel(), pacfyw, 2)