示例#1
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 def test_remodel_sample_data(self):
     """
     Data sampled from a given model should result in a similar model if fit again.
     """
     model = ARIMAModel(2, 1, 2, [8.2, 0.2, 0.5, 0.3, 0.1], sc=self.sc)
     sampled = model.sample(1000)
     newModel = fit_model(2, 1, 2, sampled, sc=self.sc)
     (c, ar1, ar2, ma1, ma2) = model.coefficients
     (cTest, ar1Test, ar2Test, ma1Test, ma2Test) = newModel.coefficients
     self.assertAlmostEqual(c, cTest, delta=1)
     self.assertAlmostEqual(ar1, ar1Test, delta=0.1)
     self.assertAlmostEqual(ar2, ar2Test, delta=0.1)
     self.assertAlmostEqual(ma1, ma1Test, delta=0.1)
     self.assertAlmostEqual(ma2, ma2Test, delta=0.1)
示例#2
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    def test_stationarity_and_invertability(self):
        model1 = ARIMAModel(1, 0, 0, [0.2, 1.5], hasIntercept = True, sc=self.sc)
        self.assertFalse(model1.is_stationary())
        self.assertTrue(model1.is_invertible())

        model2 = ARIMAModel(0, 0, 1, [0.13, 1.8], hasIntercept = True, sc=self.sc)
        self.assertTrue(model2.is_stationary())
        self.assertFalse(model2.is_invertible())
        
        model3 = ARIMAModel(2, 0, 0, [0.003359, 1.545, -0.5646], hasIntercept = True, sc=self.sc)
        self.assertTrue(model3.is_stationary())
        self.assertTrue(model3.is_invertible())
        
        model4 = ARIMAModel(1, 0, 1, [-0.09341,  0.857361, -0.300821], hasIntercept = True, sc=self.sc)
        self.assertTrue(model4.is_stationary())
        self.assertTrue(model4.is_invertible())