def test_kappa_w(self):
theta = 0.4
sigma_sq = 3
ma_model = PureARMA(theta=[theta], sigma_sq=sigma_sq)
arma_model = PureARMA(phi=[0.7], theta=[0.3], sigma_sq=4)
model_arma23 = PureARMA(phi=[1, -0.24], theta=[0.4, 0.2, 0.1])
self.assertAlmostEqual(ma_model._kappa_w(1, 1), 1 + theta ** 2)
self.assertAlmostEqual(ma_model._kappa_w(2, 2), 1 + theta ** 2)
self.assertAlmostEqual(ma_model._kappa_w(3, 3), 1 + theta ** 2)
self.assertAlmostEqual(ma_model._kappa_w(1, 3), 0)
self.assertAlmostEqual(ma_model._kappa_w(1, 2), theta)
self.assertAlmostEqual(arma_model._kappa_w(1, 1), (1 + 2 * 0.3 * 0.7 + 0.3 ** 2) / (1 - 0.7 ** 2))
self.assertAlmostEqual(arma_model._kappa_w(2, 2), 1 + 0.3 ** 2)
self.assertAlmostEqual(arma_model._kappa_w(3, 3), 1 + 0.3 ** 2)
self.assertAlmostEqual(arma_model._kappa_w(1, 3), 0)
self.assertAlmostEqual(arma_model._kappa_w(1, 4), 0)
self.assertAlmostEqual(arma_model._kappa_w(1, 5), 0)
self.assertAlmostEqual(arma_model._kappa_w(20, 30), 0)
self.assertAlmostEqual(arma_model._kappa_w(1, 2), 0.3)
self.assertAlmostEqual(arma_model._kappa_w(3, 2), 0.3)
self.assertAlmostEqual(arma_model._kappa_w(16, 15), 0.3)
self.assertAlmostEqual(model_arma23._kappa_w(1, 1), 7.17133, 5)
self.assertAlmostEqual(model_arma23._kappa_w(1, 2), 6.44139, 5)
self.assertAlmostEqual(model_arma23._kappa_w(1, 3), 5.06027, 5)
self.assertAlmostEqual(model_arma23._kappa_w(4, 7), 0.1, 5)
self.assertAlmostEqual(model_arma23._kappa_w(1, 5), 0, 5)
self.assertAlmostEqual(model_arma23._kappa_w(2, 2), 7.17133, 5)
