Python garchar 예제들

예제 #1

파일: maketests_mlabwrap.py 프로젝트: kshedden/statsmodels

def generate_armarep(filen='testsave.py'):
    # import mlabwrap only when run as script
    from mlabwrap import mlab
    res_armarep =  HoldIt('armarep')
    res_armarep.ar = np.array([1.,  -0.5, +0.8])
    res_armarep.ma = np.array([1., -0.6,  0.08])

    res_armarep.marep = mlab.garchma(-res_armarep.ar[1:], res_armarep.ma[1:], 20)
    res_armarep.arrep = mlab.garchar(-res_armarep.ar[1:], res_armarep.ma[1:], 20)
    res_armarep.save(filename=filen, header=False,
            comment=("''mlab.garchma(-res_armarep.ar[1:], res_armarep.ma[1:], 20)\n" +
                     "mlab.garchar(-res_armarep.ar[1:], res_armarep.ma[1:], 20)''"))

예제 #2

파일: maketests_mlabwrap.py 프로젝트: yuqin/statsmodels

def generate_armarep(filen='testsave.py'):
    # import mlabwrap only when run as script
    import mlabwrap
    from mlabwrap import mlab
    res_armarep =  HoldIt('armarep')
    res_armarep.ar = np.array([1.,  -0.5, +0.8])
    res_armarep.ma = np.array([1., -0.6,  0.08])

    res_armarep.marep = mlab.garchma(-res_armarep.ar[1:], res_armarep.ma[1:], 20)
    res_armarep.arrep = mlab.garchar(-res_armarep.ar[1:], res_armarep.ma[1:], 20)
    res_armarep.save(filename=filen, header=False,
            comment=("''mlab.garchma(-res_armarep.ar[1:], res_armarep.ma[1:], 20)\n" +
                     "mlab.garchar(-res_armarep.ar[1:], res_armarep.ma[1:], 20)''"))