print('cusum test reject:')
print(((rcusum[1:]>rcusumci[1])|(rcusum[1:]<rcusumci[0])).any())
rresid2, rparams2, rypred2, rresid_standardized2, rresid_scaled2, rcusum2, rcusumci2 = \
recursive_olsresiduals2(res1, skip)
#assert_almost_equal(rparams[skip+1:], rparams2[skip:-1],13)
assert_almost_equal(rparams[skip:], rparams2[skip:],13)
#np.c_[rparams[skip+1:], rparams2[skip:-1]]
#plt.show()
#################### Example break test
#import statsmodels.sandbox.tools.stattools
from statsmodels.sandbox.stats.diagnostic import breaks_hansen, \
breaks_cusumolsresid#, breaks_cusum
H, crit95, ft, s = breaks_hansen(res1)
print(H)
print(crit95)
supb, pval, crit = breaks_cusumolsresid(res1.resid)
print(supb, pval, crit)
##check whether this works directly: Ploberger/Kramer framing of standard cusum
##no, it's different, there is another denominator
#print breaks_cusumolsresid(rresid[skip:])
#this function is still completely wrong, cut and paste doesn't apply
#print breaks_cusum(rresid[skip:])
plt.figure()
plt.plot(rresid)
plt.plot(np.abs(rresid))
print 'cusum test reject:'
print((rcusum[1:] > rcusumci[1]) | (rcusum[1:] < rcusumci[0])).any()
rresid2, rparams2, rypred2, rresid_standardized2, rresid_scaled2, rcusum2, rcusumci2 = \
recursive_olsresiduals2(res1, skip)
#assert_almost_equal(rparams[skip+1:], rparams2[skip:-1],13)
assert_almost_equal(rparams[skip:], rparams2[skip:], 13)
#np.c_[rparams[skip+1:], rparams2[skip:-1]]
#plt.show()
#################### Example break test
#import statsmodels.sandbox.tools.stattools
from statsmodels.sandbox.stats.diagnostic import breaks_hansen, \
breaks_cusumolsresid#, breaks_cusum
H, crit95, ft, s = breaks_hansen(res1)
print H
print crit95
supb, pval, crit = breaks_cusumolsresid(res1.resid)
print supb, pval, crit
##check whether this works directly: Ploberger/Kramer framing of standard cusum
##no, it's different, there is another denominator
#print breaks_cusumolsresid(rresid[skip:])
#this function is still completely wrong, cut and paste doesn't apply
#print breaks_cusum(rresid[skip:])