Exemple #1
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 def setupClass(cls):
     endog = y_arma[:,6]
     cls.res1 = ARMA(endog).fit(order=(1,1), trend="c", method="css",
                     disp=-1)
     cls.res2 = results_arma.Y_arma11c("css")
     cls.decimal_params = DECIMAL_3
     cls.decimal_cov_params = DECIMAL_3
     cls.decimal_t = DECIMAL_1
Exemple #2
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 def setupClass(cls):
     endog = y_arma[:, 6]
     cls.res1 = ARMA(endog).fit(order=(1, 1), trend="c", disp=-1)
     (cls.res1.forecast_res, cls.res1.forecast_err,
      confint) = cls.res1.forecast(10)
     cls.res2 = results_arma.Y_arma11c()
Exemple #3
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 def setupClass(cls):
     endog = y_arma[:, 6]
     cls.res1 = ARMA(endog).fit(order=(1, 1), trend="c", disp=-1)
     cls.res2 = results_arma.Y_arma11c()