示例#1
0
 def testARdegenerate(self):
     X = W((40,10))
     X[:,0] = X[:,1] + X[:,2]
     Y = W((40,))
     model = ARModel(design=X, rho=0.9)
     results = model.fit(Y)
     self.assertEquals(results.df_resid, 31)
示例#2
0
 def testAR(self):
     X = W((40,10))
     Y = W((40,))
     model = ARModel(design=X, rho=0.4)
     results = model.fit(Y)
     self.assertEquals(results.df_resid, 30)