Example #1
0
 def setupClass(cls):
     endog = y_arma[:,10]
     cls.res1 = ARMA(endog).fit(order=(5,0), trend="c", method="css",
                     disp=-1)
     cls.res2 = results_arma.Y_arma50c("css")
     cls.decimal_t = DECIMAL_1
     cls.decimal_params = DECIMAL_3
     cls.decimal_cov_params = DECIMAL_2
Example #2
0
 def setupClass(cls):
     endog = y_arma[:, 10]
     cls.res1 = ARMA(endog).fit(order=(5, 0), trend="c", disp=-1)
     (cls.res1.forecast_res, cls.res1.forecast_err,
      confint) = cls.res1.forecast(10)
     cls.res2 = results_arma.Y_arma50c()
Example #3
0
 def setupClass(cls):
     endog = y_arma[:, 10]
     cls.res1 = ARMA(endog).fit(order=(5, 0), trend="c", disp=-1)
     cls.res2 = results_arma.Y_arma50c()