Python arma_impulse_response примеры использования

Пример #1

Файл: maketests_mlabwrap.py Проект: ChadFulton/statsmodels

def exampletest():
    from statsmodels.sandbox import tsa
    arrep = tsa.arma_impulse_response(res_armarep.ma, res_armarep.ar, nobs=21)[1:]
    marep = tsa.arma_impulse_response(res_armarep.ar, res_armarep.ma, nobs=21)[1:]
    assert_array_almost_equal(res_armarep.marep.ravel(), marep, 14)
    #difference in sign convention to matlab for AR term
    assert_array_almost_equal(-res_armarep.arrep.ravel(), arrep, 14)

Пример #2

Файл: maketests_mlabwrap.py Проект: yuqin/statsmodels

def exampletest():
    from statsmodels.sandbox import tsa
    arrep = tsa.arma_impulse_response(res_armarep.ma, res_armarep.ar, nobs=21)[1:]
    marep = tsa.arma_impulse_response(res_armarep.ar, res_armarep.ma, nobs=21)[1:]
    assert_array_almost_equal(res_armarep.marep.ravel(), marep, 14)
    #difference in sign convention to matlab for AR term
    assert_array_almost_equal(-res_armarep.arrep.ravel(), arrep, 14)