def test_resid_rename_warnings_ar():
model = ARModel(design=X, rho=0.4)
results_ar = model.fit(Y)
with pytest.warns(FutureWarning, match="'resid'"):
assert_array_equal(results_ar.resid, results_ar.residuals)
with pytest.warns(FutureWarning, match="'wresid"):
assert_array_equal(results_ar.wresid, results_ar.whitened_residuals)
def test_AR_degenerate():
Xd = X.copy()
Xd[:, 0] = Xd[:, 1] + Xd[:, 2]
model = ARModel(design=Xd, rho=0.9)
results = model.fit(Y)
assert results.df_residuals == 31
def test_AR_degenerate():
Xd = X.copy()
Xd[:, 0] = Xd[:, 1] + Xd[:, 2]
model = ARModel(design=Xd, rho=0.9)
results = model.fit(Y)
assert_equal(results.df_resid, 31)
def test_AR():
model = ARModel(design=X, rho=0.4)
results = model.fit(Y)
assert results.df_residuals == 30
assert results.residuals.shape[0] == 40
assert results.predicted.shape[0] == 40
def test_AR():
model = ARModel(design=X, rho=0.4)
results = model.fit(Y)
assert_equal(results.df_resid, 30)