Пример #1
0
def test_ppc():
    """
    Tests PPC value
    """
    model = ARIMA(data=data, ar=2, ma=2, family=t())
    x = model.fit('BBVI', iterations=100, quiet_progress=True)
    p_value = model.ppc(nsims=100)
    assert (0.0 <= p_value <= 1.0)
def a_test_ppc():
    """
    Tests PPC value
    """
    model = ARIMA(data=data, ar=2, ma=2, family=Exponential())
    x = model.fit('BBVI', iterations=100)
    p_value = model.ppc(nsims=100)
    assert (0.0 <= p_value <= 1.0)