def test_add_and_remove_time_dependent_effects(self):
     ts = np.random.normal(size=1000)
     model = ARModel(1.5, [0.2, 0.3], sc=self.sc)
     added = model.add_time_dependent_effects(ts)
     removed = model.remove_time_dependent_effects(added)
     for i in range(len(added)):
         self.assertAlmostEqual(ts[i], removed[i], delta=0.001, msg=("failed at index %d: %f != %f" % (i, added[i], removed[i])))
예제 #2
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 def test_add_and_remove_time_dependent_effects(self):
     ts = np.random.normal(size=1000)
     model = ARModel(1.5, [0.2, 0.3], sc=self.sc)
     added = model.add_time_dependent_effects(ts)
     removed = model.remove_time_dependent_effects(added)
     for i in range(len(added)):
         self.assertAlmostEqual(ts[i],
                                removed[i],
                                delta=0.001,
                                msg=("failed at index %d: %f != %f" %
                                     (i, added[i], removed[i])))