Exemple #1
0
 def setupClass(cls):
     endog = y_arma[:, 5]
     cls.res1 = ARMA(endog).fit(order=(0, 2),
                                method="css",
                                trend='nc',
                                disp=-1)
     cls.res2 = results_arma.Y_arma02("css")
Exemple #2
0
 def setupClass(cls):
     endog = y_arma[:, 5]
     cls.res1 = ARMA(endog).fit(order=(0, 2), trend='nc', disp=-1)
     cls.res2 = results_arma.Y_arma02()
     if fast_kalman:
         cls.decimal_t -= 1