예제 #1
0
 def setupClass(cls):
     endog = y_arma[:,3]
     cls.res1 = ARMA(endog).fit(order=(2,2), method="css", trend='nc',
                         disp=-1)
     cls.res2 = results_arma.Y_arma22("css")
     cls.decimal_t = DECIMAL_1
     cls.decimal_resid = DECIMAL_3
     cls.decimal_pvalues = DECIMAL_1
     cls.decimal_fittedvalues = DECIMAL_3
예제 #2
0
 def setupClass(cls):
     endog = y_arma[:, 3]
     cls.res1 = ARMA(endog).fit(order=(2, 2), trend='nc', disp=-1)
     cls.res2 = results_arma.Y_arma22()
     if fast_kalman:
         cls.decimal_t -= 1