assert_almost_equal(rparams[-1], res1.params)
import matplotlib.pyplot as plt
plt.plot(rcusum)
plt.plot(rcusumci[0])
plt.plot(rcusumci[1])
plt.figure()
plt.plot(rresid)
plt.plot(np.abs(rresid))
print 'cusum test reject:'
print((rcusum[1:] > rcusumci[1]) | (rcusum[1:] < rcusumci[0])).any()
rresid2, rparams2, rypred2, rresid_standardized2, rresid_scaled2, rcusum2, rcusumci2 = \
recursive_olsresiduals2(res1, skip)
#assert_almost_equal(rparams[skip+1:], rparams2[skip:-1],13)
assert_almost_equal(rparams[skip:], rparams2[skip:], 13)
#np.c_[rparams[skip+1:], rparams2[skip:-1]]
#plt.show()
#################### Example break test
#import statsmodels.sandbox.tools.stattools
from statsmodels.sandbox.stats.diagnostic import breaks_hansen, \
breaks_cusumolsresid#, breaks_cusum
H, crit95, ft, s = breaks_hansen(res1)
print H
print crit95
supb, pval, crit = breaks_cusumolsresid(res1.resid)
print supb, pval, crit
assert_almost_equal(rparams[-1], res1.params)
import matplotlib.pyplot as plt
plt.plot(rcusum)
plt.plot(rcusumci[0])
plt.plot(rcusumci[1])
plt.figure()
plt.plot(rresid)
plt.plot(np.abs(rresid))
print('cusum test reject:')
print(((rcusum[1:]>rcusumci[1])|(rcusum[1:]<rcusumci[0])).any())
rresid2, rparams2, rypred2, rresid_standardized2, rresid_scaled2, rcusum2, rcusumci2 = \
recursive_olsresiduals2(res1, skip)
#assert_almost_equal(rparams[skip+1:], rparams2[skip:-1],13)
assert_almost_equal(rparams[skip:], rparams2[skip:],13)
#np.c_[rparams[skip+1:], rparams2[skip:-1]]
#plt.show()
#################### Example break test
#import statsmodels.sandbox.tools.stattools
from statsmodels.sandbox.stats.diagnostic import breaks_hansen, \
breaks_cusumolsresid#, breaks_cusum
H, crit95, ft, s = breaks_hansen(res1)
print(H)
print(crit95)
supb, pval, crit = breaks_cusumolsresid(res1.resid)
print(supb, pval, crit)
assert_almost_equal(rparams[-1], res1.params)
import matplotlib.pyplot as plt
plt.plot(rcusum)
plt.plot(rcusumci[0])
plt.plot(rcusumci[1])
plt.figure()
plt.plot(rresid)
plt.plot(np.abs(rresid))
print "cusum test reject:"
print ((rcusum[1:] > rcusumci[1]) | (rcusum[1:] < rcusumci[0])).any()
rresid2, rparams2, rypred2, rresid_standardized2, rresid_scaled2, rcusum2, rcusumci2 = recursive_olsresiduals2(
res1, skip
)
# assert_almost_equal(rparams[skip+1:], rparams2[skip:-1],13)
assert_almost_equal(rparams[skip:], rparams2[skip:], 13)
# np.c_[rparams[skip+1:], rparams2[skip:-1]]
# plt.show()
#################### Example break test
# import statsmodels.sandbox.tools.stattools
from statsmodels.sandbox.stats.diagnostic import breaks_hansen, breaks_cusumolsresid # , breaks_cusum
H, crit95, ft, s = breaks_hansen(res1)
print H
print crit95
supb, pval, crit = breaks_cusumolsresid(res1.resid)