Exemplo n.º 1
0
 def setupClass(cls):
     endog = y_arma[:, 7]
     cls.res1 = ARMA(endog).fit(order=(1, 4), trend="c", disp=-1)
     cls.res2 = results_arma.Y_arma14c()
     if fast_kalman:
         cls.decimal_t = 0
         cls.decimal_cov_params -= 1
Exemplo n.º 2
0
 def setupClass(cls):
     endog = y_arma[:,7]
     cls.res1 = ARMA(endog).fit(order=(1,4), trend="c", method="css",
                     disp=-1)
     cls.res2 = results_arma.Y_arma14c("css")
     cls.decimal_t = DECIMAL_1
     cls.decimal_pvalues = DECIMAL_1