def setup_class(cls, true, order, trend, error_cov_type, cov_type='approx', **kwargs): cls.true = true # 1960:Q1 - 1982:Q4 dta = webuse('manufac', 'http://www.stata-press.com/data/r12/') dta.index = dta.month dta['dlncaputil'] = dta['lncaputil'].diff() dta['dlnhours'] = dta['lnhours'].diff() endog = dta.ix['1972-02-01':, ['dlncaputil', 'dlnhours']] with warnings.catch_warnings(record=True) as w: warnings.simplefilter('always') cls.model = varmax.VARMAX(endog, order=order, trend=trend, error_cov_type=error_cov_type, **kwargs) cls.results = cls.model.smooth(true['params'], cov_type=cov_type)
def t_est_webuse(): # test copied and adjusted from iolib/tests/test_foreign from statsmodels.iolib.tests.results.macrodata import macrodata_result as res2 #base_gh = "http://github.com/statsmodels/statsmodels/raw/master/statsmodels/datasets/macrodata/" base_gh = "http://statsmodels.sourceforge.net/devel/_static/" res1 = webuse('macrodata', baseurl=base_gh, as_df=False) assert_array_equal(res1 == res2, True)
def __init__(self, true, order, trend, error_cov_type, cov_type='oim', **kwargs): self.true = true # 1960:Q1 - 1982:Q4 dta = webuse('manufac', 'http://www.stata-press.com/data/r12/') dta.index = dta.month dta['dlncaputil'] = dta['lncaputil'].diff() dta['dlnhours'] = dta['lnhours'].diff() endog = dta.ix['1972-02-01':, ['dlncaputil', 'dlnhours']] with warnings.catch_warnings(record=True) as w: warnings.simplefilter('always') self.model = varmax.VARMAX(endog, order=order, trend=trend, error_cov_type=error_cov_type, **kwargs) self.results = self.model.filter(true['params'], cov_type=cov_type)
def test_webuse(): # test copied and adjusted from iolib/tests/test_foreign from statsmodels.iolib.tests.results.macrodata import macrodata_result as res2 #base_gh = "http://github.com/statsmodels/statsmodels/raw/master/statsmodels/datasets/macrodata/" base_gh = "http://statsmodels.sourceforge.net/devel/_static/" res1 = webuse('macrodata', baseurl=base_gh, as_df=False) assert_array_equal(res1 == res2, True)
def t_est_webuse_pandas(): # test copied and adjusted from iolib/tests/test_foreign from pandas.util.testing import assert_frame_equal from statsmodels.datasets import macrodata dta = macrodata.load_pandas().data base_gh = "http://github.com/statsmodels/statsmodels/raw/master/statsmodels/datasets/macrodata/" res1 = webuse('macrodata', baseurl=base_gh) res1 = res1.astype(float) assert_frame_equal(res1, dta)
def test_webuse(): # test copied and adjusted from iolib/tests/test_foreign from statsmodels.iolib.tests.results.macrodata import macrodata_result as res2 base_gh = "http://github.com/statsmodels/statsmodels/raw/master/statsmodels/datasets/macrodata/" internet_available = check_internet(base_gh) if not internet_available: raise SkipTest('Unable to retrieve file - skipping test') res1 = webuse('macrodata', baseurl=base_gh, as_df=False) assert_array_equal(res1, res2)
def test_webuse_pandas(): # test copied and adjusted from iolib/tests/test_foreign from pandas.util.testing import assert_frame_equal from statsmodels.datasets import macrodata dta = macrodata.load_pandas().data base_gh = "http://github.com/statsmodels/statsmodels/raw/master/statsmodels/datasets/macrodata/" res1 = webuse('macrodata', baseurl=base_gh) res1 = res1.astype(float) assert_frame_equal(res1, dta)
def test_webuse_pandas(): # test copied and adjusted from iolib/tests/test_foreign from pandas.util.testing import assert_frame_equal from statsmodels.datasets import macrodata dta = macrodata.load_pandas().data base_gh = "http://github.com/statsmodels/statsmodels/raw/master/statsmodels/datasets/macrodata/" internet_available = check_internet(base_gh) if not internet_available: raise SkipTest('Unable to retrieve file - skipping test') res1 = webuse('macrodata', baseurl=base_gh) res1 = res1.astype(float) assert_frame_equal(res1, dta)
def test_webuse(): # test copied and adjusted from iolib/tests/test_foreign from statsmodels.iolib.tests.results.macrodata import macrodata_result res2 = np.array([list(row) for row in macrodata_result]) base_gh = "https://github.com/statsmodels/statsmodels/raw/master/" \ "statsmodels/datasets/macrodata/" internet_available = check_internet(base_gh) if not internet_available: pytest.skip('Unable to retrieve file - skipping test') try: res1 = webuse('macrodata', baseurl=base_gh, as_df=False) except IGNORED_EXCEPTIONS: pytest.skip('Failed with HTTPError or URLError, these are random') assert_array_equal(res1, res2)
def test_webuse(): # test copied and adjusted from iolib/tests/test_foreign from statsmodels.iolib.tests.results.macrodata import macrodata_result res2 = np.array([list(row) for row in macrodata_result]) base_gh = "https://github.com/statsmodels/statsmodels/raw/master/" \ "statsmodels/datasets/macrodata/" internet_available = check_internet(base_gh) if not internet_available: pytest.skip('Unable to retrieve file - skipping test') try: res1 = webuse('macrodata', baseurl=base_gh, as_df=False) except (HTTPError, URLError, SSLError, timeout): pytest.skip('Failed with HTTPError or URLError, these are random') assert_array_equal(res1, res2)
def test_webuse_pandas(): # test copied and adjusted from iolib/tests/test_foreign from pandas.util.testing import assert_frame_equal from statsmodels.datasets import macrodata dta = macrodata.load_pandas().data base_gh = "https://github.com/statsmodels/statsmodels/raw/master/" \ "statsmodels/datasets/macrodata/" internet_available = check_internet(base_gh) if not internet_available: pytest.skip('Unable to retrieve file - skipping test') try: res1 = webuse('macrodata', baseurl=base_gh) except IGNORED_EXCEPTIONS: pytest.skip('Failed with HTTP Error, these are random') res1 = res1.astype(float) assert_frame_equal(res1, dta.astype(float))
def test_webuse_pandas(): # test copied and adjusted from iolib/tests/test_foreign from pandas.util.testing import assert_frame_equal from statsmodels.datasets import macrodata dta = macrodata.load_pandas().data base_gh = "https://github.com/statsmodels/statsmodels/raw/master/" \ "statsmodels/datasets/macrodata/" internet_available = check_internet(base_gh) if not internet_available: pytest.skip('Unable to retrieve file - skipping test') try: res1 = webuse('macrodata', baseurl=base_gh) except (HTTPError, URLError, SSLError, timeout): pytest.skip('Failed with HTTP Error, these are random') res1 = res1.astype(float) assert_frame_equal(res1, dta.astype(float))
def setup_class(cls, true, order, trend, error_cov_type, cov_type="approx", **kwargs): cls.true = true # 1960:Q1 - 1982:Q4 dta = webuse("manufac", "http://www.stata-press.com/data/r12/") dta.index = dta.month dta["dlncaputil"] = dta["lncaputil"].diff() dta["dlnhours"] = dta["lnhours"].diff() endog = dta.ix["1972-02-01":, ["dlncaputil", "dlnhours"]] with warnings.catch_warnings(record=True) as w: warnings.simplefilter("always") cls.model = varmax.VARMAX(endog, order=order, trend=trend, error_cov_type=error_cov_type, **kwargs) cls.results = cls.model.smooth(true["params"], cov_type=cov_type)
def setup_class(cls, true, order, trend, error_cov_type, cov_type='oim', **kwargs): cls.true = true # 1960:Q1 - 1982:Q4 dta = webuse('manufac', 'http://www.stata-press.com/data/r12/') dta.index = dta.month dta['dlncaputil'] = dta['lncaputil'].diff() dta['dlnhours'] = dta['lnhours'].diff() endog = dta.ix['1972-02-01':, ['dlncaputil', 'dlnhours']] with warnings.catch_warnings(record=True) as w: warnings.simplefilter('always') cls.model = varmax.VARMAX(endog, order=order, trend=trend, error_cov_type=error_cov_type, **kwargs) cls.results = cls.model.smooth(true['params'], cov_type=cov_type)