Python lpol2index示例

示例#1

文件： test_arima_process.py 项目： timgates42/statsmodels

def test_lpol2index_index2lpol():
    process = ArmaProcess([1, 0, 0, -0.8])
    coefs, locs = lpol2index(process.arcoefs)
    assert_almost_equal(coefs, [0.8])
    assert_equal(locs, [2])

    process = ArmaProcess([1, 0.1, 0.1, -0.8])
    coefs, locs = lpol2index(process.arcoefs)
    assert_almost_equal(coefs, [-0.1, -0.1, 0.8])
    assert_equal(locs, [0, 1, 2])
    ar = index2lpol(coefs, locs)
    assert_equal(process.arcoefs, ar)

示例#2

文件： test_arima_process.py 项目： cong1989/statsmodels

def test_lpol2index_index2lpol():
    process = ArmaProcess([1, 0, 0, -0.8])
    coefs, locs = lpol2index(process.arcoefs)
    assert_almost_equal(coefs, [0.8])
    assert_equal(locs, [2])

    process = ArmaProcess([1, .1, .1, -0.8])
    coefs, locs = lpol2index(process.arcoefs)
    assert_almost_equal(coefs, [-.1, -.1, 0.8])
    assert_equal(locs, [0, 1, 2])
    ar = index2lpol(coefs, locs)
    assert_equal(process.arcoefs, ar)