def setupClass(cls): endog = y_arma[:,6] cls.res1 = ARMA(endog).fit(order=(1,1), trend="c", method="css", disp=-1) cls.res2 = results_arma.Y_arma11c("css") cls.decimal_params = DECIMAL_3 cls.decimal_cov_params = DECIMAL_3 cls.decimal_t = DECIMAL_1
def setupClass(cls): endog = y_arma[:, 6] cls.res1 = ARMA(endog).fit(order=(1, 1), trend="c", disp=-1) (cls.res1.forecast_res, cls.res1.forecast_err, confint) = cls.res1.forecast(10) cls.res2 = results_arma.Y_arma11c()
def setupClass(cls): endog = y_arma[:, 6] cls.res1 = ARMA(endog).fit(order=(1, 1), trend="c", disp=-1) cls.res2 = results_arma.Y_arma11c()