def testARdegenerate(self): X = W((40,10)) X[:,0] = X[:,1] + X[:,2] Y = W((40,)) model = ARModel(design=X, rho=0.9) results = model.fit(Y) self.assertEquals(results.df_resid, 31)
def testAR(self): X = W((40,10)) Y = W((40,)) model = ARModel(design=X, rho=0.4) results = model.fit(Y) self.assertEquals(results.df_resid, 30)