def setupClass(cls): endog = y_arma[:, 7] cls.res1 = ARMA(endog).fit(order=(1, 4), trend="c", disp=-1) cls.res2 = results_arma.Y_arma14c() if fast_kalman: cls.decimal_t = 0 cls.decimal_cov_params -= 1
def setupClass(cls): endog = y_arma[:,7] cls.res1 = ARMA(endog).fit(order=(1,4), trend="c", method="css", disp=-1) cls.res2 = results_arma.Y_arma14c("css") cls.decimal_t = DECIMAL_1 cls.decimal_pvalues = DECIMAL_1