def test_yule_walker(): """Test Yule-Walker against statsmodels.""" from statsmodels.regression.linear_model import yule_walker as sm_yw d = np.random.randn(100) sm_rho, sm_sigma = sm_yw(d, order=2) rho, sigma = _yule_walker(d[np.newaxis], order=2) assert_array_almost_equal(sm_sigma, sigma) assert_array_almost_equal(sm_rho, rho)
def test_yule_walker(): """Test Yule-Walker against statsmodels.""" from statsmodels.regression.linear_model import yule_walker as sm_yw d = np.random.randn(100) sm_rho, sm_sigma = sm_yw(d, order=2) rho, sigma = yule_walker(d, order=2) assert_array_almost_equal(sm_sigma, sigma) assert_array_almost_equal(sm_rho, rho)
def test_yule_walker(): """Test Yule-Walker against statsmodels """ try: from statsmodels.regression.linear_model import yule_walker as sm_yw d = np.random.randn(100) sm_rho, sm_sigma = sm_yw(d, order=2) rho, sigma = yule_walker(d, order=2) assert_array_almost_equal(sm_sigma, sigma) assert_array_almost_equal(sm_rho, rho) except ImportError: raise nose.SkipTest("XFailed Test")