def setupClass(cls):
endog = y_arma[:, 2]
cls.res1 = ARMA(endog).fit(order=(4, 1), trend='nc', disp=-1)
(cls.res1.forecast_res, cls.res1.forecast_err,
confint) = cls.res1.forecast(10)
cls.res2 = results_arma.Y_arma41()
cls.decimal_maroots = DECIMAL_3
def setupClass(cls):
endog = y_arma[:,2]
cls.res1 = ARMA(endog).fit(order=(4,1), method="css", trend='nc',
disp=-1)
cls.res2 = results_arma.Y_arma41("css")
cls.decimal_t = DECIMAL_1
cls.decimal_pvalues = 0
cls.decimal_cov_params = DECIMAL_3
cls.decimal_maroots = DECIMAL_1
def setupClass(cls):
endog = y_arma[:, 2]
cls.res1 = ARMA(endog).fit(order=(4, 1), trend='nc', disp=-1)
cls.res2 = results_arma.Y_arma41()
cls.decimal_maroots = DECIMAL_3