def setupClass(cls): endog = y_arma[:,10] cls.res1 = ARMA(endog).fit(order=(5,0), trend="c", method="css", disp=-1) cls.res2 = results_arma.Y_arma50c("css") cls.decimal_t = DECIMAL_1 cls.decimal_params = DECIMAL_3 cls.decimal_cov_params = DECIMAL_2
def setupClass(cls): endog = y_arma[:, 10] cls.res1 = ARMA(endog).fit(order=(5, 0), trend="c", disp=-1) (cls.res1.forecast_res, cls.res1.forecast_err, confint) = cls.res1.forecast(10) cls.res2 = results_arma.Y_arma50c()
def setupClass(cls): endog = y_arma[:, 10] cls.res1 = ARMA(endog).fit(order=(5, 0), trend="c", disp=-1) cls.res2 = results_arma.Y_arma50c()