def test_plotacf(): # Just test that it runs. fig = plt.figure() ax = fig.add_subplot(111) ar = np.r_[1., -0.9] ma = np.r_[1., 0.9] armaprocess = tsp.ArmaProcess(ar, ma) acf = armaprocess.acf(20)[:20] plotacf(acf, ax=ax) plt.close(fig)
def test_plotacf(): # Just test that it runs. fig = plt.figure() ax = fig.add_subplot(111) ar = np.r_[1.0, -0.9] ma = np.r_[1.0, 0.9] armaprocess = tsp.ArmaProcess(ar, ma) acf = armaprocess.acf(20)[:20] plotacf(acf, ax=ax) plt.close(fig)
fig.suptitle('ARMA: Autocorrelation (left) and Partial Autocorrelation (right)') subplotcount = 1 nrows = 4 for arcoef in arcoefs[:-1]: for macoef in macoefs[:-1]: ar = np.r_[1., -arcoef] ma = np.r_[1., macoef] #y = tsp.arma_generate_sample(ar,ma,nsample, sig, burnin) #armaprocess = FftArmaProcess(ar, ma, nsample) #TODO: make n optional #armaprocess.plot4() armaprocess = tsp.ArmaProcess(ar, ma) acf = armaprocess.acf(20)[:20] pacf = armaprocess.pacf(20)[:20] ax = fig.add_subplot(nrows, 2, subplotcount) plotacf(ax, acf) ## ax.set_title('Autocorrelation \nar=%s, ma=%rs' % (ar, ma), ## size='xx-small') ax.text(0.7, 0.6, 'ar =%s \nma=%s' % (ar, ma), transform=ax.transAxes, horizontalalignment='left', #'right', size='xx-small') ax.set_xlim(-1,20) subplotcount +=1 ax = fig.add_subplot(nrows, 2, subplotcount) plotacf(ax, pacf) ## ax.set_title('Partial Autocorrelation \nar=%s, ma=%rs' % (ar, ma), ## size='xx-small') ax.text(0.7, 0.6, 'ar =%s \nma=%s' % (ar, ma), transform=ax.transAxes, horizontalalignment='left', #'right',
'ARMA: Autocorrelation (left) and Partial Autocorrelation (right)') subplotcount = 1 nrows = 4 for arcoef in arcoefs[:-1]: for macoef in macoefs[:-1]: ar = np.r_[1., -arcoef] ma = np.r_[1., macoef] #y = tsp.arma_generate_sample(ar,ma,nsample, sig, burnin) #armaprocess = FftArmaProcess(ar, ma, nsample) #TODO: make n optional #armaprocess.plot4() armaprocess = tsp.ArmaProcess(ar, ma) acf = armaprocess.acf(20)[:20] pacf = armaprocess.pacf(20)[:20] ax = fig.add_subplot(nrows, 2, subplotcount) plotacf(ax, acf) ## ax.set_title('Autocorrelation \nar=%s, ma=%rs' % (ar, ma), ## size='xx-small') ax.text( 0.7, 0.6, 'ar =%s \nma=%s' % (ar, ma), transform=ax.transAxes, horizontalalignment='left', #'right', size='xx-small') ax.set_xlim(-1, 20) subplotcount += 1 ax = fig.add_subplot(nrows, 2, subplotcount) plotacf(ax, pacf) ## ax.set_title('Partial Autocorrelation \nar=%s, ma=%rs' % (ar, ma), ## size='xx-small')
'ARMA: Autocorrelation (left) and Partial Autocorrelation (right)') subplotcount = 1 nrows = 4 for arcoef in arcoefs[:-1]: for macoef in macoefs[:-1]: ar = np.r_[1., -arcoef] ma = np.r_[1., macoef] #y = tsp.arma_generate_sample(ar,ma,nsample, sig, burnin) #armaprocess = FftArmaProcess(ar, ma, nsample) #TODO: make n optional #armaprocess.plot4() armaprocess = tsp.ArmaProcess(ar, ma) acf = armaprocess.acf(20)[:20] pacf = armaprocess.pacf(20)[:20] ax = fig.add_subplot(nrows, 2, subplotcount) plotacf(acf, ax=ax) ## ax.set_title('Autocorrelation \nar=%s, ma=%rs' % (ar, ma), ## size='xx-small') ax.text( 0.7, 0.6, 'ar =%s \nma=%s' % (ar, ma), transform=ax.transAxes, horizontalalignment='left', #'right', size='xx-small') ax.set_xlim(-1, 20) subplotcount += 1 ax = fig.add_subplot(nrows, 2, subplotcount) plotacf(pacf, ax=ax) ## ax.set_title('Partial Autocorrelation \nar=%s, ma=%rs' % (ar, ma), ## size='xx-small')
fig.suptitle('ARMA: Autocorrelation (left) and Partial Autocorrelation (right)') subplotcount = 1 nrows = 4 for arcoef in arcoefs[:-1]: for macoef in macoefs[:-1]: ar = np.r_[1., -arcoef] ma = np.r_[1., macoef] #y = tsp.arma_generate_sample(ar,ma,nsample, sig, burnin) #armaprocess = FftArmaProcess(ar, ma, nsample) #TODO: make n optional #armaprocess.plot4() armaprocess = tsp.ArmaProcess(ar, ma) acf = armaprocess.acf(20)[:20] pacf = armaprocess.pacf(20)[:20] ax = fig.add_subplot(nrows, 2, subplotcount) plotacf(acf, ax=ax) ## ax.set_title('Autocorrelation \nar=%s, ma=%rs' % (ar, ma), ## size='xx-small') ax.text(0.7, 0.6, 'ar =%s \nma=%s' % (ar, ma), transform=ax.transAxes, horizontalalignment='left', #'right', size='xx-small') ax.set_xlim(-1,20) subplotcount +=1 ax = fig.add_subplot(nrows, 2, subplotcount) plotacf(pacf, ax=ax) ## ax.set_title('Partial Autocorrelation \nar=%s, ma=%rs' % (ar, ma), ## size='xx-small') ax.text(0.7, 0.6, 'ar =%s \nma=%s' % (ar, ma), transform=ax.transAxes, horizontalalignment='left', #'right',