class ARResultsWrapper(wrap.ResultsWrapper): _attrs = {} _wrap_attrs = wrap.union_dicts(tsbase.TimeSeriesResultsWrapper._wrap_attrs, _attrs) _methods = {} _wrap_methods = wrap.union_dicts(tsbase.TimeSeriesResultsWrapper._wrap_methods, _methods)
class RecursiveLSResultsWrapper(MLEResultsWrapper): _attrs = {} _wrap_attrs = wrap.union_dicts(MLEResultsWrapper._wrap_attrs, _attrs) _methods = {} _wrap_methods = wrap.union_dicts(MLEResultsWrapper._wrap_methods, _methods)
class ARIMAResultsWrapper(sarimax.SARIMAXResultsWrapper): _attrs = {} _wrap_attrs = wrap.union_dicts(sarimax.SARIMAXResultsWrapper._wrap_attrs, _attrs) _methods = {} _wrap_methods = wrap.union_dicts( sarimax.SARIMAXResultsWrapper._wrap_methods, _methods)
class TimeSeriesResultsWrapper(wrap.ResultsWrapper): _attrs = {} _wrap_attrs = wrap.union_dicts(base.LikelihoodResultsWrapper._wrap_attrs, _attrs) _methods = {'predict' : 'dates'} _wrap_methods = wrap.union_dicts(base.LikelihoodResultsWrapper._wrap_methods, _methods)
class ExponentialSmoothingResultsWrapper(MLEResultsWrapper): _attrs = {} _wrap_attrs = wrap.union_dicts(MLEResultsWrapper._wrap_attrs, _attrs) _methods = {} _wrap_methods = wrap.union_dicts(MLEResultsWrapper._wrap_methods, _methods)
class VARMAXResultsWrapper(MLEResultsWrapper): _attrs = {} _wrap_attrs = wrap.union_dicts(MLEResultsWrapper._wrap_attrs, _attrs) _methods = {} _wrap_methods = wrap.union_dicts(MLEResultsWrapper._wrap_methods, _methods)
class MLEResultsWrapper(mlemodel.MLEResultsWrapper): _attrs = {} _wrap_attrs = wrap.union_dicts(mlemodel.MLEResultsWrapper._wrap_attrs, _attrs) _methods = {} _wrap_methods = wrap.union_dicts(mlemodel.MLEResultsWrapper._wrap_methods, _methods)
class DynamicRegressionResultsWrapper(MLEResultsWrapper): _attrs = {} _wrap_attrs = wrap.union_dicts(MLEResultsWrapper._wrap_attrs, _attrs) _methods = {} _wrap_methods = wrap.union_dicts(MLEResultsWrapper._wrap_methods, _methods)
class UnobservedComponentsResultsWrapper( mlemodel.MLEResultsWrapper): _attrs = {} _wrap_attrs = wrap.union_dicts( mlemodel.MLEResultsWrapper._wrap_attrs, _attrs) _methods = {} _wrap_methods = wrap.union_dicts( mlemodel.MLEResultsWrapper._wrap_methods, _methods)
class HoltWintersResultsWrapper(ResultsWrapper): _attrs = {'fittedvalues': 'rows', 'level': 'rows', 'resid': 'rows', 'season': 'rows', 'slope': 'rows'} _wrap_attrs = union_dicts(ResultsWrapper._wrap_attrs, _attrs) _methods = {'predict': 'dates', 'forecast': 'dates'} _wrap_methods = union_dicts(ResultsWrapper._wrap_methods, _methods)
class VARResultsWrapper(wrap.ResultsWrapper): _attrs = {'bse' : 'columns_eq', 'cov_params' : 'cov', 'params' : 'columns_eq', 'pvalues' : 'columns_eq', 'tvalues' : 'columns_eq', 'sigma_u' : 'cov_eq', 'sigma_u_mle' : 'cov_eq', 'stderr' : 'columns_eq'} _wrap_attrs = wrap.union_dicts(tsbase.TimeSeriesResultsWrapper._wrap_attrs, _attrs) _methods = {} _wrap_methods = wrap.union_dicts(tsbase.TimeSeriesResultsWrapper._wrap_methods, _methods) _wrap_methods.pop('cov_params') # not yet a method in VARResults
class HoltWintersResultsWrapper(ResultsWrapper): _attrs = { "fittedvalues": "rows", "level": "rows", "resid": "rows", "season": "rows", "trend": "rows", "slope": "rows", } _wrap_attrs = union_dicts(ResultsWrapper._wrap_attrs, _attrs) _methods = {"predict": "dates", "forecast": "dates"} _wrap_methods = union_dicts(ResultsWrapper._wrap_methods, _methods)
class MLEResultsWrapper(wrap.ResultsWrapper): _attrs = {} _wrap_attrs = wrap.union_dicts(tsbase.TimeSeriesResultsWrapper._wrap_attrs, _attrs) # TODO right now, predict with full_results=True can return something other # than a time series, so the `attach_dates` call will fail if we have # 'predict': 'dates' here. In the future, remove `full_results` and replace # it with new methods, e.g. get_prediction, get_forecast, and likely will # want those to be a subclass of FilterResults with e.g. confidence # intervals calculated and dates attached. # Also, need to modify `attach_dates` to account for DataFrames. _methods = {'predict': None} _wrap_methods = wrap.union_dicts( tsbase.TimeSeriesResultsWrapper._wrap_methods, _methods)
class GLMResultsWrapper(lm.RegressionResultsWrapper): _attrs = { 'resid_anscombe' : 'rows', 'resid_deviance' : 'rows', 'resid_pearson' : 'rows', 'resid_response' : 'rows', 'resid_working' : 'rows' } _wrap_attrs = wrap.union_dicts(lm.RegressionResultsWrapper._wrap_attrs, _attrs)
class NewsResultsWrapper(wrap.ResultsWrapper): _attrs = {} _wrap_attrs = wrap.union_dicts(_attrs) _methods = {} _wrap_methods = wrap.union_dicts(_methods)