def test_inverse_recovers_input_with_nonzero_bias(self):
arma = Arma([1.3, -0.8, 0.2, -0.1], [-0.3, 0.5], bias=0.6)
inv_arma = arma.inverse()
y = arma.transform(X=self.u)
u_again = inv_arma.transform(X=y)
np.testing.assert_allclose(self.u, u_again)
def test_inverse_recovers_input_with_zero_bias(self):
arma = Arma([-1.1, -0.6, -0.1], [0.5, 0.3])
inv_arma = arma.inverse()
y = arma.transform(X=self.u)
u_again = inv_arma.transform(X=y)
np.testing.assert_allclose(self.u, u_again)
def test_inverse_arma_switches_orders(self):
arma = Arma([-1.1, -0.6, -0.1], [0.5, 0.3])
inv_arma = arma.inverse()
self.assertEqual(inv_arma.p, arma.q)
self.assertEqual(inv_arma.q, arma.p)
self.assertEqual(len(inv_arma.a), inv_arma.p)
self.assertEqual(len(inv_arma.b), inv_arma.q)
def test_inverse_pure_ma_is_pure_ar(self):
arma = Arma([], [-1.1, -0.6, -0.1])
inv_arma = arma.inverse()
self.assertEqual(inv_arma.q, 0)
self.assertEqual(len(inv_arma.b), 0)
def test_inverse_pure_ar_is_pure_ma(self):
arma = Arma([0.5, 0.3], [])
inv_arma = arma.inverse()
self.assertEqual(inv_arma.p, 0)
self.assertEqual(len(inv_arma.a), 0)