def test_autoreg_score():
data = sm.datasets.sunspots.load_pandas()
ar = AutoReg(np.asarray(data.endog), 3, old_names=False)
res = ar.fit()
score = ar.score(res.params)
assert isinstance(score, np.ndarray)
assert score.shape == (4, )
assert ar.information(res.params).shape == (4, 4)
def test_autoreg_score():
data = sunspots.load_pandas()
ar = AutoReg(np.asarray(data.endog), 3)
res = ar.fit()
score = ar.score(res.params)
assert isinstance(score, np.ndarray)
assert score.shape == (4, )
assert ar.information(res.params).shape == (4, 4)
assert_allclose(-ar.hessian(res.params), ar.information(res.params))