def test_denton_quarterly(): # Data and results taken from IMF paper indicator = np.array([98.2, 100.8, 102.2, 100.8, 99.0, 101.6, 102.7, 101.5, 100.5, 103.0, 103.5, 101.5]) benchmark = np.array([4000.,4161.4]) x_imf = dentonm(indicator, benchmark, freq="aq") imf_stata = np.array([969.8, 998.4, 1018.3, 1013.4, 1007.2, 1042.9, 1060.3, 1051.0, 1040.6, 1066.5, 1071.7, 1051.0]) np.testing.assert_almost_equal(imf_stata, x_imf, 1)
def test_denton_quarterly2(): # Test denton vs stata. Higher precision than other test. zQ = np.array([50,100,150,100] * 5) Y = np.array([500,400,300,400,500]) x_denton = dentonm(zQ, Y, freq="aq") x_stata = np.array([64.334796,127.80616,187.82379,120.03526,56.563894, 105.97568,147.50144,89.958987,40.547201,74.445963, 108.34473,76.66211,42.763347,94.14664,153.41596, 109.67405,58.290761,122.62556,190.41409,128.66959]) np.testing.assert_almost_equal(x_denton, x_stata, 5)
def test_denton_quarterly2(): # Test denton vs stata. Higher precision than other test. zQ = np.array([50, 100, 150, 100] * 5) Y = np.array([500, 400, 300, 400, 500]) x_denton = dentonm(zQ, Y, freq="aq") x_stata = np.array([ 64.334796, 127.80616, 187.82379, 120.03526, 56.563894, 105.97568, 147.50144, 89.958987, 40.547201, 74.445963, 108.34473, 76.66211, 42.763347, 94.14664, 153.41596, 109.67405, 58.290761, 122.62556, 190.41409, 128.66959 ]) np.testing.assert_almost_equal(x_denton, x_stata, 5)
def test_denton_quarterly(): # Data and results taken from IMF paper indicator = np.array([ 98.2, 100.8, 102.2, 100.8, 99.0, 101.6, 102.7, 101.5, 100.5, 103.0, 103.5, 101.5 ]) benchmark = np.array([4000., 4161.4]) x_imf = dentonm(indicator, benchmark, freq="aq") imf_stata = np.array([ 969.8, 998.4, 1018.3, 1013.4, 1007.2, 1042.9, 1060.3, 1051.0, 1040.6, 1066.5, 1071.7, 1051.0 ]) np.testing.assert_almost_equal(imf_stata, x_imf, 1)