def setupClass(cls): endog = y_arma[:, 0] cls.res1 = ARMA(endog).fit(order=(1, 1), method="css", trend='nc', disp=-1) cls.res2 = results_arma.Y_arma11("css") cls.decimal_t = DECIMAL_1
def setupClass(cls): endog = y_arma[:, 0] cls.res1 = ARMA(endog).fit(order=(1, 1), trend='nc', disp=-1) (cls.res1.forecast_res, cls.res1.forecast_err, confint) = cls.res1.forecast(10) cls.res2 = results_arma.Y_arma11()
def setupClass(cls): endog = y_arma[:, 0] cls.res1 = ARMA(endog).fit(order=(1, 1), trend='nc', disp=-1) cls.res2 = results_arma.Y_arma11()