def test_autoreg_score(): data = sm.datasets.sunspots.load_pandas() ar = AutoReg(np.asarray(data.endog), 3, old_names=False) res = ar.fit() score = ar.score(res.params) assert isinstance(score, np.ndarray) assert score.shape == (4, ) assert ar.information(res.params).shape == (4, 4)
def test_autoreg_score(): data = sunspots.load_pandas() ar = AutoReg(np.asarray(data.endog), 3) res = ar.fit() score = ar.score(res.params) assert isinstance(score, np.ndarray) assert score.shape == (4, ) assert ar.information(res.params).shape == (4, 4) assert_allclose(-ar.hessian(res.params), ar.information(res.params))