def test_prediction_intervals(self):
pred = converters.prediction_intervals(self.fc_oil)
self.assertEqual(pred.shape, (10, 5))
self.assertEqual(list(pred.index), range(2011, 2021))
self.assertEqual(
list(pred.columns),
[u'point_fc', u'lower80', u'upper80', u'lower95', u'upper95'])
self.assertAlmostEqual(pred.point_fc[2011],
self.fc_oil.rx2('mean').rx(1)[0],
places=3)
self.assertAlmostEqual(pred.point_fc[2020],
self.fc_oil.rx2('mean').rx(10)[0],
places=3)
lower = self.fc_oil.rx2('lower')
upper = self.fc_oil.rx2('upper')
self.assertAlmostEqual(pred.lower80[2011], lower.rx(1, 1)[0], places=3)
self.assertAlmostEqual(pred.lower80[2020],
lower.rx(10, 1)[0],
places=3)
self.assertAlmostEqual(pred.upper80[2011], upper.rx(1, 1)[0], places=3)
self.assertAlmostEqual(pred.upper80[2020],
upper.rx(10, 1)[0],
places=3)
self.assertAlmostEqual(pred.lower95[2011], lower.rx(1, 2)[0], places=3)
self.assertAlmostEqual(pred.lower95[2020],
lower.rx(10, 2)[0],
places=3)
self.assertAlmostEqual(pred.upper95[2011], upper.rx(1, 2)[0], places=3)
self.assertAlmostEqual(pred.upper95[2020],
upper.rx(10, 2)[0],
places=3)
self.assertRaises(ValueError, converters.prediction_intervals,
self.oil_ts)
def test_prediction_intervals(self):
pred = converters.prediction_intervals(self.fc_oil)
self.assertEqual(pred.shape, (10, 5))
self.assertEqual(list(pred.index), range(2011, 2021))
self.assertEqual(list(pred.columns), [u'point_fc', u'lower80',
u'upper80', u'lower95', u'upper95'])
self.assertAlmostEqual(pred.point_fc[2011], 370.3502, places=3)
self.assertAlmostEqual(pred.point_fc[2020], 370.3502, places=3)
self.assertAlmostEqual(pred.lower80[2011], 204.1084, places=3)
self.assertAlmostEqual(pred.lower80[2020], 204.1084, places=3)
self.assertAlmostEqual(pred.upper80[2011], 536.5920, places=3)
self.assertAlmostEqual(pred.upper80[2020], 536.5920, places=3)
self.assertAlmostEqual(pred.lower95[2011], 112.9187, places=3)
self.assertAlmostEqual(pred.lower95[2020], 112.9187, places=3)
self.assertAlmostEqual(pred.upper95[2011], 627.7818, places=3)
self.assertAlmostEqual(pred.upper95[2020], 627.7818, places=3)
self.assertRaises(ValueError, converters.prediction_intervals, self.oil_ts)
def test_prediction_intervals(self):
pred = converters.prediction_intervals(self.fc_oil)
self.assertEqual(pred.shape, (10, 5))
self.assertEqual(list(pred.index), range(2011, 2021))
self.assertEqual(list(pred.columns), [u'point_fc', u'lower80',
u'upper80', u'lower95', u'upper95'])
self.assertAlmostEqual(pred.point_fc[2011],
self.fc_oil.rx2('mean').rx(1)[0], places=3)
self.assertAlmostEqual(pred.point_fc[2020],
self.fc_oil.rx2('mean').rx(10)[0], places=3)
lower = self.fc_oil.rx2('lower')
upper = self.fc_oil.rx2('upper')
self.assertAlmostEqual(pred.lower80[2011], lower.rx(1, 1)[0], places=3)
self.assertAlmostEqual(pred.lower80[2020], lower.rx(10, 1)[0], places=3)
self.assertAlmostEqual(pred.upper80[2011], upper.rx(1, 1)[0], places=3)
self.assertAlmostEqual(pred.upper80[2020], upper.rx(10, 1)[0], places=3)
self.assertAlmostEqual(pred.lower95[2011], lower.rx(1, 2)[0], places=3)
self.assertAlmostEqual(pred.lower95[2020], lower.rx(10, 2)[0], places=3)
self.assertAlmostEqual(pred.upper95[2011], upper.rx(1, 2)[0], places=3)
self.assertAlmostEqual(pred.upper95[2020], upper.rx(10, 2)[0], places=3)
self.assertRaises(ValueError, converters.prediction_intervals, self.oil_ts)