예제 #1
0
from nose import SkipTest
from numpy.testing import assert_

from statsmodels.tsa.base.datetools import dates_from_range
from statsmodels.tsa.x13 import _find_x12, x13_arima_select_order

x13path = _find_x12()

if x13path is False:
    _have_x13 = False
else:
    _have_x13 = True


class TestX13(object):
    @classmethod
    def setupClass(cls):
        if not _have_x13:
            raise SkipTest("X13/X12 not available")

        import pandas as pd
        from statsmodels.datasets import macrodata, co2

        dta = macrodata.load_pandas().data
        dates = dates_from_range("1959Q1", "2009Q3")
        index = pd.DatetimeIndex(dates)
        dta.index = index
        cls.quarterly_data = dta.dropna()

        dta = co2.load_pandas().data
        dta["co2"] = dta.co2.interpolate()
예제 #2
0
import pandas as pd
import pytest

from statsmodels.datasets import macrodata, co2
from statsmodels.tsa.x13 import (_find_x12, x13_arima_select_order,
                                 x13_arima_analysis)

x13path = _find_x12()

pytestmark = pytest.mark.skipif(x13path is False,
                                reason='X13/X12 not available')

dta = macrodata.load_pandas().data
index = pd.period_range(start='1959Q1', end='2009Q3', freq='Q')
dta.index = index
quarterly_data = dta.dropna()

dta = co2.load_pandas().data
dta['co2'] = dta.co2.interpolate()
monthly_data = dta.resample('M')
# change in pandas 0.18 resample is deferred object
if not isinstance(monthly_data, (pd.DataFrame, pd.Series)):
    monthly_data = monthly_data.mean()

monthly_start_data = dta.resample('MS')
if not isinstance(monthly_start_data, (pd.DataFrame, pd.Series)):
    monthly_start_data = monthly_start_data.mean()

data = (monthly_data, monthly_start_data, monthly_data.co2,
        monthly_start_data.co2, quarterly_data.realgdp,
        quarterly_data[['realgdp']])