Exemple #1
0
 def setupClass(cls):
     endog = y_arma[:,8]
     cls.res1 = ARMA(endog).fit(order=(4,1), trend="c", method="css",
                     disp=-1)
     cls.res2 = results_arma.Y_arma41c("css")
     cls.decimal_t = DECIMAL_1
     cls.decimal_cov_params = DECIMAL_1
     cls.decimal_maroots = DECIMAL_3
     cls.decimal_bse = DECIMAL_1
Exemple #2
0
 def setupClass(cls):
     endog = y_arma[:, 8]
     cls.res1 = ARMA(endog).fit(order=(4, 1), trend="c", disp=-1)
     cls.res2 = results_arma.Y_arma41c()
     cls.decimal_cov_params = DECIMAL_3
     cls.decimal_fittedvalues = DECIMAL_3
     cls.decimal_resid = DECIMAL_3
     if fast_kalman:
         cls.decimal_cov_params -= 2
         cls.decimal_bse -= 1