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
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