def setupClass(cls): endog = y_arma[:,3] cls.res1 = ARMA(endog).fit(order=(2,2), method="css", trend='nc', disp=-1) cls.res2 = results_arma.Y_arma22("css") cls.decimal_t = DECIMAL_1 cls.decimal_resid = DECIMAL_3 cls.decimal_pvalues = DECIMAL_1 cls.decimal_fittedvalues = DECIMAL_3
def setupClass(cls): endog = y_arma[:, 3] cls.res1 = ARMA(endog).fit(order=(2, 2), trend='nc', disp=-1) cls.res2 = results_arma.Y_arma22() if fast_kalman: cls.decimal_t -= 1