def test_plotacf():
# Just test that it runs.
fig = plt.figure()
ax = fig.add_subplot(111)
ar = np.r_[1., -0.9]
ma = np.r_[1., 0.9]
armaprocess = tsp.ArmaProcess(ar, ma)
acf = armaprocess.acf(20)[:20]
plotacf(acf, ax=ax)
plt.close(fig)
def test_plotacf():
# Just test that it runs.
fig = plt.figure()
ax = fig.add_subplot(111)
ar = np.r_[1.0, -0.9]
ma = np.r_[1.0, 0.9]
armaprocess = tsp.ArmaProcess(ar, ma)
acf = armaprocess.acf(20)[:20]
plotacf(acf, ax=ax)
plt.close(fig)
fig.suptitle('ARMA: Autocorrelation (left) and Partial Autocorrelation (right)')
subplotcount = 1
nrows = 4
for arcoef in arcoefs[:-1]:
for macoef in macoefs[:-1]:
ar = np.r_[1., -arcoef]
ma = np.r_[1., macoef]
#y = tsp.arma_generate_sample(ar,ma,nsample, sig, burnin)
#armaprocess = FftArmaProcess(ar, ma, nsample) #TODO: make n optional
#armaprocess.plot4()
armaprocess = tsp.ArmaProcess(ar, ma)
acf = armaprocess.acf(20)[:20]
pacf = armaprocess.pacf(20)[:20]
ax = fig.add_subplot(nrows, 2, subplotcount)
plotacf(ax, acf)
## ax.set_title('Autocorrelation \nar=%s, ma=%rs' % (ar, ma),
## size='xx-small')
ax.text(0.7, 0.6, 'ar =%s \nma=%s' % (ar, ma),
transform=ax.transAxes,
horizontalalignment='left', #'right',
size='xx-small')
ax.set_xlim(-1,20)
subplotcount +=1
ax = fig.add_subplot(nrows, 2, subplotcount)
plotacf(ax, pacf)
## ax.set_title('Partial Autocorrelation \nar=%s, ma=%rs' % (ar, ma),
## size='xx-small')
ax.text(0.7, 0.6, 'ar =%s \nma=%s' % (ar, ma),
transform=ax.transAxes,
horizontalalignment='left', #'right',
'ARMA: Autocorrelation (left) and Partial Autocorrelation (right)')
subplotcount = 1
nrows = 4
for arcoef in arcoefs[:-1]:
for macoef in macoefs[:-1]:
ar = np.r_[1., -arcoef]
ma = np.r_[1., macoef]
#y = tsp.arma_generate_sample(ar,ma,nsample, sig, burnin)
#armaprocess = FftArmaProcess(ar, ma, nsample) #TODO: make n optional
#armaprocess.plot4()
armaprocess = tsp.ArmaProcess(ar, ma)
acf = armaprocess.acf(20)[:20]
pacf = armaprocess.pacf(20)[:20]
ax = fig.add_subplot(nrows, 2, subplotcount)
plotacf(ax, acf)
## ax.set_title('Autocorrelation \nar=%s, ma=%rs' % (ar, ma),
## size='xx-small')
ax.text(
0.7,
0.6,
'ar =%s \nma=%s' % (ar, ma),
transform=ax.transAxes,
horizontalalignment='left', #'right',
size='xx-small')
ax.set_xlim(-1, 20)
subplotcount += 1
ax = fig.add_subplot(nrows, 2, subplotcount)
plotacf(ax, pacf)
## ax.set_title('Partial Autocorrelation \nar=%s, ma=%rs' % (ar, ma),
## size='xx-small')
'ARMA: Autocorrelation (left) and Partial Autocorrelation (right)')
subplotcount = 1
nrows = 4
for arcoef in arcoefs[:-1]:
for macoef in macoefs[:-1]:
ar = np.r_[1., -arcoef]
ma = np.r_[1., macoef]
#y = tsp.arma_generate_sample(ar,ma,nsample, sig, burnin)
#armaprocess = FftArmaProcess(ar, ma, nsample) #TODO: make n optional
#armaprocess.plot4()
armaprocess = tsp.ArmaProcess(ar, ma)
acf = armaprocess.acf(20)[:20]
pacf = armaprocess.pacf(20)[:20]
ax = fig.add_subplot(nrows, 2, subplotcount)
plotacf(acf, ax=ax)
## ax.set_title('Autocorrelation \nar=%s, ma=%rs' % (ar, ma),
## size='xx-small')
ax.text(
0.7,
0.6,
'ar =%s \nma=%s' % (ar, ma),
transform=ax.transAxes,
horizontalalignment='left', #'right',
size='xx-small')
ax.set_xlim(-1, 20)
subplotcount += 1
ax = fig.add_subplot(nrows, 2, subplotcount)
plotacf(pacf, ax=ax)
## ax.set_title('Partial Autocorrelation \nar=%s, ma=%rs' % (ar, ma),
## size='xx-small')
fig.suptitle('ARMA: Autocorrelation (left) and Partial Autocorrelation (right)')
subplotcount = 1
nrows = 4
for arcoef in arcoefs[:-1]:
for macoef in macoefs[:-1]:
ar = np.r_[1., -arcoef]
ma = np.r_[1., macoef]
#y = tsp.arma_generate_sample(ar,ma,nsample, sig, burnin)
#armaprocess = FftArmaProcess(ar, ma, nsample) #TODO: make n optional
#armaprocess.plot4()
armaprocess = tsp.ArmaProcess(ar, ma)
acf = armaprocess.acf(20)[:20]
pacf = armaprocess.pacf(20)[:20]
ax = fig.add_subplot(nrows, 2, subplotcount)
plotacf(acf, ax=ax)
## ax.set_title('Autocorrelation \nar=%s, ma=%rs' % (ar, ma),
## size='xx-small')
ax.text(0.7, 0.6, 'ar =%s \nma=%s' % (ar, ma),
transform=ax.transAxes,
horizontalalignment='left', #'right',
size='xx-small')
ax.set_xlim(-1,20)
subplotcount +=1
ax = fig.add_subplot(nrows, 2, subplotcount)
plotacf(pacf, ax=ax)
## ax.set_title('Partial Autocorrelation \nar=%s, ma=%rs' % (ar, ma),
## size='xx-small')
ax.text(0.7, 0.6, 'ar =%s \nma=%s' % (ar, ma),
transform=ax.transAxes,
horizontalalignment='left', #'right',
