示例#1
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 def setupClass(cls):
     endog = y_arma[:, 0]
     cls.res1 = ARMA(endog).fit(order=(1, 1),
                                method="css",
                                trend='nc',
                                disp=-1)
     cls.res2 = results_arma.Y_arma11("css")
     cls.decimal_t = DECIMAL_1
示例#2
0
 def setupClass(cls):
     endog = y_arma[:, 0]
     cls.res1 = ARMA(endog).fit(order=(1, 1), trend='nc', disp=-1)
     (cls.res1.forecast_res, cls.res1.forecast_err,
      confint) = cls.res1.forecast(10)
     cls.res2 = results_arma.Y_arma11()
示例#3
0
 def setupClass(cls):
     endog = y_arma[:, 0]
     cls.res1 = ARMA(endog).fit(order=(1, 1), trend='nc', disp=-1)
     cls.res2 = results_arma.Y_arma11()