예제 #1
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 def setupClass(cls):
     from scikits.statsmodels.datasets.sunspots import load
     data = load()
     cls.rho, cls.sigma = yule_walker(data.endog, order=4,
             method="mle")
     cls.R_params = [1.2831003105694765, -0.45240924374091945,
             -0.20770298557575195, 0.047943648089542337]
예제 #2
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 def setupClass(cls):
     from scikits.statsmodels.datasets.sunspots import load
     data = load()
     cls.rho, cls.sigma = yule_walker(data.endog, order=4,
             method="mle")
     cls.R_params = [1.2831003105694765, -0.45240924374091945,
             -0.20770298557575195, 0.047943648089542337]
예제 #3
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 def setupClass(cls):
     from scikits.statsmodels.datasets.ccard import load
     data = load()
     cls.res1 = WLS(data.endog, data.exog, weights = 1/data.exog[:,2]).fit()
     cls.res2 = GLS(data.endog, data.exog, sigma = data.exog[:,2]).fit()
예제 #4
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 def setupClass(cls):
     from scikits.statsmodels.datasets.ccard import load
     data = load()
     cls.res1 = WLS(data.endog, data.exog,
                    weights=1 / data.exog[:, 2]).fit()
     cls.res2 = GLS(data.endog, data.exog, sigma=data.exog[:, 2]).fit()