def test_pacf(self): pacf_py = wrappers.pacf(self.oil_py, lag_max=10) self.assertEqual(pacf_py.name, 'Pacf') self.assertEqual(len(pacf_py), 10) pacf_r = self.fc.Pacf(self.oil_r, plot=False, **{'lag.max':10}) self.assertAlmostEqual(pacf_py.values[0], pacf_r.rx2('acf')[0], places=3) self.assertAlmostEqual(pacf_py.values[-1], pacf_r.rx2('acf')[-1], places=3)
def test_pacf(self): pacf_py = wrappers.pacf(self.oil_py, lag_max=10) self.assertEqual(pacf_py.name, 'Pacf') self.assertEqual(len(pacf_py), 10) pacf_r = self.fc.Pacf(self.oil_r, plot=False, **{'lag.max': 10}) self.assertAlmostEqual(pacf_py.values[0], pacf_r.rx2('acf')[0], places=3) self.assertAlmostEqual(pacf_py.values[-1], pacf_r.rx2('acf')[-1], places=3)
def test_pacf(self): acf = wrappers.pacf(self.oil, lag_max=10) self.assertEqual(acf.name, 'Pacf') self.assertEqual(len(acf), 10) self.assertAlmostEqual(acf[1], 0.8708, places=3) self.assertAlmostEqual(acf[10], 0.1104, places=3)