print(lpol_fiar(0.4, n=20)) print(lpol_fima(-0.4, n=20)) print(np.sum((lpol_fima(-0.4, n=n)[1:] + riinv[1:])**2)) #different signs print(np.sum((lpol_fiar(0.4, n=n)[1:] - riinv[1:])**2)) #corrected signs #test is now in statsmodels.tsa.tests.test_arima_process from statsmodels.tsa.tests.test_arima_process import test_fi test_fi() ar_true = [1, -0.4] ma_true = [1, 0.5] ar_desired = arma_impulse_response(ma_true, ar_true) ar_app, ma_app, res = ar2arma(ar_desired, 2, 1, n=100, mse='ar', start=[0.1]) print(ar_app, ma_app) ar_app, ma_app, res = ar2arma(ar_desired, 2, 2, n=100, mse='ar', start=[-0.1, 0.1]) print(ar_app, ma_app) ar_app, ma_app, res = ar2arma(ar_desired, 2, 3, n=100, mse='ar') #, start = [-0.1, 0.1]) print(ar_app, ma_app) slow = 1
''' print(lpol_fiar(0.4, n=20)) print(lpol_fima(-0.4, n=20)) print(np.sum((lpol_fima(-0.4, n=n)[1:] + riinv[1:])**2)) #different signs print(np.sum((lpol_fiar(0.4, n=n)[1:] - riinv[1:])**2)) #corrected signs #test is now in statsmodels.tsa.tests.test_arima_process from statsmodels.tsa.tests.test_arima_process import test_fi test_fi() ar_true = [1, -0.4] ma_true = [1, 0.5] ar_desired = arma_impulse_response(ma_true, ar_true) ar_app, ma_app, res = ar2arma(ar_desired, 2,1, n=100, mse='ar', start=[0.1]) print(ar_app, ma_app) ar_app, ma_app, res = ar2arma(ar_desired, 2,2, n=100, mse='ar', start=[-0.1, 0.1]) print(ar_app, ma_app) ar_app, ma_app, res = ar2arma(ar_desired, 2,3, n=100, mse='ar')#, start = [-0.1, 0.1]) print(ar_app, ma_app) slow = 1 if slow: ar_desired = lpol_fiar(0.4, n=100) ar_app, ma_app, res = ar2arma(ar_desired, 3, 1, n=100, mse='ar')#, start = [-0.1, 0.1]) print(ar_app, ma_app) ar_app, ma_app, res = ar2arma(ar_desired, 10, 10, n=100, mse='ar')#, start = [-0.1, 0.1]) print(ar_app, ma_app)