def setupClass(cls): endog = y_arma[:,1] cls.res1 = ARMA(endog).fit(order=(1,4), method="css", trend='nc', disp=-1) cls.res2 = results_arma.Y_arma14("css") cls.decimal_fittedvalues = DECIMAL_3 cls.decimal_resid = DECIMAL_3 cls.decimal_t = DECIMAL_1
def setupClass(cls): endog = y_arma[:, 1] cls.res1 = ARMA(endog).fit(order=(1, 4), trend='nc', disp=-1) cls.res2 = results_arma.Y_arma14() if fast_kalman: cls.decimal_t = 0