def setupClass(cls):
endog = y_arma[:,4]
cls.res1 = ARMA(endog).fit(order=(5,0), method="css", trend='nc',
disp=-1)
cls.res2 = results_arma.Y_arma50("css")
cls.decimal_t = 0
cls.decimal_llf = DECIMAL_1 # looks like rounding error?
def setupClass(cls):
endog = y_arma[:, 4]
cls.res1 = ARMA(endog).fit(order=(5, 0), trend='nc', disp=-1)
(cls.res1.forecast_res, cls.res1.forecast_err,
confint) = cls.res1.forecast(10)
cls.res2 = results_arma.Y_arma50()
def setupClass(cls):
endog = y_arma[:, 4]
cls.res1 = ARMA(endog).fit(order=(5, 0), trend='nc', disp=-1)
cls.res2 = results_arma.Y_arma50()