import numpy as np
from statsmodels.tools.testing import ParamsTableTestBunch
est = dict(
N=201,
df_m=2,
df_r=198,
F=221.0377347263228,
r2=.6906614775140222,
rmse=10.66735221013527,
mss=50304.8300537672,
rss=22530.89582866539,
r2_a=.6875368459737599,
ll=-759.5001027340874,
N_gaps=0,
tol=1.00000000000e-06,
max_ic=100,
ic=4,
dw=1.993977855026291,
dw_0=2.213805016982909,
rho=-.1080744185979703,
rank=3,
cmd="prais",
title="Prais-Winsten AR(1) regression",
cmdline="prais g_realinv g_realgdp L.realint, corc rhotype(tscorr)",
tranmeth="corc",
method="iterated",
depvar="g_realinv",
predict="prais_p",
rhotype="tscorr",
vce="ols",
properties="b V",
)
params_table = np.array([
4.3704012379033,
.20815070994319,
20.996331163589,
2.939551581e-52,
3.9599243998713,
4.7808780759353,
198,
1.9720174778363,
0,
-.5792713864578,
.26801792119756,
-2.1613158697355,
.03187117882819,
-1.1078074114328,
-.05073536148285,
198,
1.9720174778363,
0,
-9.509886614971,
.99049648344574,
-9.6011311235432,
3.656321106e-18,
-11.463162992061,
-7.5566102378806,
198,
1.9720174778363,
0]).reshape(3, 9)
params_table_colnames = 'b se t pvalue ll ul df crit eform'.split()
params_table_rownames = 'g_realgdp L.realint _cons'.split()
cov = np.array([
.04609356125016,
-.00228616599156,
-.13992917065996,
-.00228616599156,
.08103590074551,
-.10312637237487,
-.13992917065996,
-.10312637237487,
1.1416832888557]).reshape(3, 3)
cov_colnames = 'g_realgdp L.realint _cons'.split()
cov_rownames = 'g_realgdp L.realint _cons'.split()
fittedvalues = np.array([
34.092961143383,
-12.024019193439,
-4.0322884907855,
26.930266763436,
-18.388570551209,
-8.1324920108371,
-31.875322937642,
.21814034941388,
21.286872048596,
18.046781817358,
24.839977757054,
20.524927286892,
9.4135589847345,
5.0452309081846,
-5.6551802066401,
11.985460837387,
10.881000973745,
22.932381778173,
2.2243337561549,
28.678018086877,
8.4960232938048,
12.595931232461,
-5.9735838194583,
31.918171668207,
12.51486507374,
24.858076725235,
30.404510147102,
32.036251557873,
-3.4858432808681,
.47271857077911,
4.4052813399748,
3.2797897853075,
-10.188593201973,
4.2830255779438,
3.2910087767189,
26.047109629787,
18.955198396277,
2.5715957164729,
-2.3281798982217,
17.032381944743,
-4.0901785042795,
.91987313367478,
-18.683722252157,
-12.984352504073,
-6.6160771495293,
4.5273942020195,
-28.749156193466,
38.148138299645,
-.57670949517535,
4.4996010868259,
-5.6725761358388,
20.923003763987,
31.094336738501,
6.5964070665898,
18.667129468109,
34.425102067117,
12.495888351027,
-20.391896794875,
9.6404042884163,
-23.337183583421,
-3.2089713311258,
-25.745423471535,
-13.275374642526,
-29.102203184727,
3.6718187868943,
20.796143264795,
13.375486730466,
30.503754833333,
1.9832701043709,
-.33573283324142,
3.8454619057923,
11.198841650909,
27.300615912881,
21.617271919636,
-10.213387774549,
-3.041115945304,
58.662013692103,
9.3875351174185,
14.62429232726,
-7.0289661733807,
-6.3287417283568,
5.3688078321969,
-3.9071766792954,
-2.3350903711443,
-45.218293861742,
-12.518622374718,
22.354531985202,
24.642689788549,
-26.596828143888,
8.8860015710942,
-35.108835611339,
-42.53255546273,
-6.0981548538498,
-17.177799997821,
-11.40329039155,
7.0180843697455,
26.705585327159,
21.928461900264,
23.355257443029,
21.894505946705,
17.657379506229,
3.4294676089343,
.97440677130275,
3.509217298751,
3.2828913970637,
14.944972085155,
1.2923006012963,
6.0435554866624,
-8.8442213362579,
5.4509233390479,
-2.6794059247137,
-.48161809935521,
8.4201161664985,
4.549532431433,
18.996304264647,
-1.8170413137623,
11.849281819014,
-1.7066851102854,
12.218564198008,
4.6715818362824,
2.108627710813,
2.1972303599907,
-8.5249858114578,
8.0728543937531,
-4.5685185423019,
-11.135138151837,
-24.047910391406,
-19.615146607087,
-.44428684605231,
-3.4877810606396,
-3.9736701841582,
9.0239662841874,
8.5557600343168,
8.2271736548708,
9.0458357352972,
-6.3116081663522,
1.5636968490473,
-.95723547143789,
13.44821815082,
6.7721586886424,
13.649238514998,
1.1579094135284,
8.6396143031575,
-6.7325794361447,
-7.0767574403351,
3.1400395218988,
.91586368309611,
1.2368141501238,
19.694940608963,
4.0145204498294,
8.3107956501685,
2.7428657521209,
13.988676494758,
10.116898229369,
2.524027931198,
4.6794023157157,
3.5155627033849,
11.945878601415,
18.880925278224,
4.5865622289454,
3.2393307465763,
11.062953867859,
20.793966231154,
-6.3076444941097,
23.178864105791,
-8.9873099715132,
-1.107322743866,
-16.332040882272,
.42734142108626,
-15.050781890016,
-4.6612306163595,
4.565652288529,
.80725599873503,
-.87706444767528,
-8.5407936802022,
-1.3521383036839,
4.4765977604986,
19.623863498831,
7.1113956960438,
3.9798487855641,
3.6934842863203,
4.6801104799091,
6.7218162617593,
7.7832579175778,
-1.2290990957424,
3.0474310004174,
2.7567736850761,
11.188206993423,
-4.3306276498455,
-9.5365114805844,
-.53338170341178,
-5.206342794124,
4.1154674910376,
4.7884361973806,
-.64799653797949,
-10.743852791188,
-2.461403042047,
-17.431541988995,
-36.151189705211,
-43.711601400093,
-12.334881925913,
4.3341943478598])
fittedvalues_colnames = 'fittedvalues'.split()
fittedvalues_rownames = ['r'+str(n) for n in range(1, 203)]
fittedvalues_se = np.array([
1.6473872957314,
1.0113850707964,
.7652190209006,
1.534040692487,
1.2322657893516,
.91158310011358,
1.8788908534927,
.69811681139453,
1.1767226952576,
.98858641944986,
1.2396486964702,
1.0822616701665,
.7753481322096,
.76860948102754,
.82419167032501,
.82704859414698,
.82559058693092,
1.1856589638289,
.75525402187835,
1.3922568629515,
.91202394595876,
.88520111465725,
.83302439819375,
1.5372725435314,
.89177714550085,
1.2372408530959,
1.5528101417195,
1.5366212693726,
.89043286423929,
.75705684478985,
.73518329909511,
1.0572392569996,
.93211401184553,
.75196863280241,
.69360947719119,
1.3106012580927,
1.0209999290642,
.81133440956099,
.75559203443239,
.94831739014224,
.93322729630976,
.69417535741881,
1.2398628905688,
1.0261547060202,
.86379439641561,
.75032871325094,
1.6696098440084,
1.8282957404356,
.70460484132802,
.79812152719782,
.8016314317639,
1.0872600753814,
1.4987341895633,
.70529145955969,
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