Python load_pandas Examples

Example #1

def test_acf_fft_dataframe():
    # regression test #322

    result = acf(sunspots.load_pandas().data[["SUNACTIVITY"]],
                 fft=True,
                 nlags=20)
    assert_equal(result.ndim, 1)

Example #2

File: test_stattools.py Project: bert9bert/statsmodels

def test_acovf2d():
    dta = sunspots.load_pandas().data
    dta.index = DatetimeIndex(start='1700', end='2009', freq='A')[:309]
    del dta["YEAR"]
    res = acovf(dta)
    assert_equal(res, acovf(dta.values))
    X = np.random.random((10,2))
    assert_raises(ValueError, acovf, X)

Example #3

File: test_stattools.py Project: joesnacks/statsmodels

def test_acovf2d():
    dta = sunspots.load_pandas().data
    dta.index = Index(dates_from_range('1700', '2008'))
    del dta["YEAR"]
    res = acovf(dta)
    assert_equal(res, acovf(dta.values))
    X = np.random.random((10,2))
    assert_raises(ValueError, acovf, X)

Example #4

File: test_stattools.py Project: pydemia/statsmodels

def test_acovf2d():
    dta = sunspots.load_pandas().data
    dta.index = DatetimeIndex(start='1700', end='2009', freq='A')
    del dta["YEAR"]
    res = acovf(dta)
    assert_equal(res, acovf(dta.values))
    X = np.random.random((10, 2))
    assert_raises(ValueError, acovf, X)

Example #5

def test_autoreg_score():
    data = sunspots.load_pandas()
    ar = AutoReg(np.asarray(data.endog), 3)
    res = ar.fit()
    score = ar.score(res.params)
    assert isinstance(score, np.ndarray)
    assert score.shape == (4, )
    assert ar.information(res.params).shape == (4, 4)

Example #6

File: test_stattools.py Project: xiaoxiawu/statsmodels

def test_acovf2d():
    dta = sunspots.load_pandas().data
    dta.index = Index(dates_from_range('1700', '2008'))
    del dta["YEAR"]
    res = acovf(dta)
    assert_equal(res, acovf(dta.values))
    X = np.random.random((10, 2))
    assert_raises(ValueError, acovf, X)

Example #7

File: test_stattools.py Project: statsmodels/statsmodels

def test_acovf2d(reset_randomstate):
    dta = sunspots.load_pandas().data
    dta.index = date_range(start='1700', end='2009', freq='A')[:309]
    del dta["YEAR"]
    res = acovf(dta, fft=False)
    assert_equal(res, acovf(dta.values, fft=False))
    x = np.random.random((10, 2))
    with pytest.raises(ValueError):
        acovf(x, fft=False)

Example #8

def test_acovf2d(reset_randomstate):
    dta = sunspots.load_pandas().data
    dta.index = date_range(start='1700', end='2009', freq='A')[:309]
    del dta["YEAR"]
    res = acovf(dta, fft=False)
    assert_equal(res, acovf(dta.values, fft=False))
    x = np.random.random((10, 2))
    with pytest.raises(ValueError):
        acovf(x, fft=False)

Example #9

File: test_diagnostic.py Project: violent24/statsmodels

def test_ljungbox_dof_adj():
    data = sunspots.load_pandas().data['SUNACTIVITY']
    res = AR(data).fit(maxlag=4)
    resid = res.resid
    res1 = smsdia.acorr_ljungbox(resid, lags=10)
    res2 = smsdia.acorr_ljungbox(resid, lags=10, model_df=res.k_ar)
    assert_allclose(res1[0], res2[0])
    assert np.all(np.isnan(res2[1][:4]))
    assert np.all(res2[1][4:] <= res1[1][4:])

Example #10

File: test_diagnostic.py Project: zslyre/statsmodels

def test_ljungbox_dof_adj():
    data = sunspots.load_pandas().data['SUNACTIVITY']
    res = AutoReg(data, 4).fit()
    resid = res.resid
    res1 = smsdia.acorr_ljungbox(resid, lags=10, return_df=False)
    res2 = smsdia.acorr_ljungbox(resid, lags=10, model_df=4, return_df=False)
    assert_allclose(res1[0], res2[0])
    assert np.all(np.isnan(res2[1][:4]))
    assert np.all(res2[1][4:] <= res1[1][4:])

Example #11

File: test_diagnostic.py Project: zslyre/statsmodels

def test_ljungbox_errors():
    data = sunspots.load_pandas().data['SUNACTIVITY']
    with pytest.raises(ValueError, match="model_df must"):
        smsdia.acorr_ljungbox(data, model_df=-1)
    with pytest.raises(ValueError, match="period must"):
        smsdia.acorr_ljungbox(data, model_df=-1, period=1)
    with pytest.raises(ValueError, match="period must"):
        smsdia.acorr_ljungbox(data, model_df=-1, period=-2)
    with pytest.warns(FutureWarning, match="The default value of lags"):
        smsdia.acorr_ljungbox(data, return_df=False)

Example #12

File: test_stl.py Project: zabop/statsmodels

def test_get_prediction():
    # GH7309
    df = sunspots.load_pandas().data
    df.index = np.arange(df.shape[0])
    y = df.iloc[:, 0]
    stlf_model = STLForecast(
        y, model=ARIMA, model_kwargs={"order": (2, 2, 0)}, period=11
    )
    stlf_res = stlf_model.fit()
    pred = stlf_res.get_prediction()
    assert pred.predicted_mean.shape == (309,)
    assert pred.var_pred_mean.shape == (309,)

Example #13

File: test_base.py Project: QuocTran/statsmodels

def test_pandas_nodates_index():
    from statsmodels.datasets import sunspots
    y = sunspots.load_pandas().data.SUNACTIVITY
    npt.assert_raises(ValueError, TimeSeriesModel, y)

Example #14

File: test_base.py Project: rogerlew/statsmodels

def test_pandas_nodates_index():
    from statsmodels.datasets import sunspots
    y = sunspots.load_pandas().data.SUNACTIVITY
    npt.assert_raises(ValueError, TimeSeriesModel, y)

Example #15

def test_autoreg_roots():
    data = sunspots.load_pandas()
    ar = AutoReg(np.asarray(data.endog), lags=1)
    res = ar.fit()
    assert_almost_equal(res.roots, np.array([1.0 / res.params[-1]]))

Example #16

File: test_diagnostic.py Project: zslyre/statsmodels

def test_ljungbox_period():
    data = sunspots.load_pandas().data['SUNACTIVITY']
    ar_res = AutoReg(data, 4).fit()
    res = smsdia.acorr_ljungbox(ar_res.resid, period=13, return_df=True)
    res2 = smsdia.acorr_ljungbox(ar_res.resid, lags=26, return_df=True)
    assert_frame_equal(res, res2)

Example #17

File: test_stattools.py Project: Bonfils-ebu/statsmodels

def test_acf_fft_dataframe():
    # regression test #322

    result = acf(sunspots.load_pandas().data[['SUNACTIVITY']], fft=True)
    assert_equal(result.ndim, 1)