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alkaline-ml / statsmodels   python

Repository URL to install this package:

Version: 0.11.1 

/ tsa / tests / results / arima111_css_results.py

import numpy as np

from statsmodels.tools.tools import Bunch

llf = np.array([-242.06033399744])

nobs = np.array([202])

k = np.array([4])

k_exog = np.array([1])

sigma = np.array([.80201496146073])

chi2 = np.array([348.43324197088])

df_model = np.array([2])

k_ar = np.array([1])

k_ma = np.array([1])

params = np.array([
    .82960638524364,
    .93479332833705,
    -.75728342544279,
    .64322799840686])

cov_params = np.array([
    .14317811930738,
    -.01646077810033,
    .01510986837498,
    -.00280799533479,
    -.01646077810033,
    .00321032468661,
    -.00353027620719,
    .00097645385252,
    .01510986837498,
    -.00353027620719,
    .00484312817753,
    -.00112050648944,
    -.00280799533479,
    .00097645385252,
    -.00112050648944,
    .0007715609499]).reshape(4, 4)

xb = np.array([
    .82960641384125,
    .82960641384125,
    .697261095047,
    .61113905906677,
    .51607495546341,
    .47362637519836,
    .41342103481293,
    .40238001942635,
    .37454023957253,
    .33222004771233,
    .32514902949333,
    .31093680858612,
    .30019253492355,
    .31159669160843,
    .29182952642441,
    .30349296331406,
    .29457464814186,
    .28427124023438,
    .30664679408073,
    .29696446657181,
    .31270903348923,
    .29268020391464,
    .28816330432892,
    .29006817936897,
    .30216124653816,
    .30066826939583,
    .31728908419609,
    .30679926276207,
    .3272570669651,
    .37292611598969,
    .36668366193771,
    .40278288722038,
    .36799272894859,
    .36827209591866,
    .38623574376106,
    .39983862638474,
    .42789059877396,
    .43138384819031,
    .46953064203262,
    .48066720366478,
    .48910140991211,
    .53098994493484,
    .54496067762375,
    .55554050207138,
    .58130383491516,
    .60081332921982,
    .58008605241776,
    .58214038610458,
    .58369606733322,
    .53162068128586,
    .54543834924698,
    .52040082216263,
    .50143963098526,
    .48708060383797,
    .47620677947998,
    .48572361469269,
    .51068127155304,
    .61833620071411,
    .61110657453537,
    .76539021730423,
    .84672522544861,
    .92606955766678,
    .96840506792068,
    1.0892199277878,
    1.1097067594528,
    1.0187155008316,
    1.0030621290207,
    .97345739603043,
    .95103752613068,
    .82755368947983,
    .84054774045944,
    .85038793087006,
    .84008830785751,
    .92104357481003,
    .89359468221664,
    .87280809879303,
    .91032028198242,
    .95647835731506,
    1.0624366998672,
    1.1426770687103,
    1.1679404973984,
    1.311328291893,
    1.473167181015,
    1.5602221488953,
    1.7326545715332,
    1.8809853792191,
    1.7803012132645,
    1.7750589847565,
    1.8420933485031,
    1.7863517999649,
    1.8328944444656,
    1.7793855667114,
    1.5791050195694,
    1.3564316034317,
    1.5250737667084,
    1.3155146837234,
    1.014811873436,
    .98235523700714,
    .97552710771561,
    .97035628557205,
    1.0196926593781,
    1.0393049716949,
    .98315137624741,
    .97613000869751,
    .89980864524841,
    .96626943349838,
    .91009211540222,
    .88530200719833,
    .97303456068039,
    .57794612646103,
    .63377332687378,
    .65829831361771,
    .76562696695328,
    .86465454101563,
    .90414637327194,
    .95180231332779,
    .95238989591599,
    .98833626508713,
    1.0333099365234,
    1.0851185321808,
    1.1066001653671,
    1.2293750047684,
    1.233595252037,
    1.1480363607407,
    1.2962552309036,
    1.2842413187027,
    1.3106474876404,
    1.5614050626755,
    1.4672855138779,
    1.2362524271011,
    1.1855486631393,
    1.1294020414352,
    1.1046353578568,
    1.0858771800995,
    1.0716745853424,
    1.0786685943604,
    1.0662157535553,
    1.0390332937241,
    .96519494056702,
    .9802839756012,
    .92070508003235,
    .91108840703964,
    .95705932378769,
    .95637094974518,
    .97360169887543,
    1.0221517086029,
    .9701629281044,
    .94854199886322,
    .98542231321335,
    1.048855304718,
    1.0081344842911,
    1.0305507183075,
    1.0475262403488,
    .93612504005432,
    .85176283121109,
    .89438372850418,
    .820152759552,
    .71068543195724,
    .76979607343674,
    .76130604743958,
    .77262878417969,
    .85220617055893,
    .84146595001221,
    .93983960151672,
    .97883212566376,
    1.0793634653091,
    1.1909983158112,
    1.1690304279327,
    1.2411522865295,
    1.1360056400299,
    1.0918840169907,
    .9164656996727,
    .76586949825287,
    .918093085289,
    .87360894680023,
    .92867678403854,
    1.00588285923,
    .92233866453171,
    .84132260084152,
    .90422683954239,
    .9873673915863,
    .99707210063934,
    1.1109310388565,
    1.1971517801285,
    1.138188958168,
    1.2710473537445,
    1.1763968467712,
    1.7437561750412,
    1.4101150035858,
    1.3527159690857,
    1.4335050582886,
    .99765706062317,
    1.1067585945129,
    1.3086627721786,
    1.2968333959579,
    1.3547962903976,
    1.6768488883972,
    1.5905654430389,
    2.0774590969086,
    1.3218278884888,
    .21813294291496,
    .30750840902328,
    .60612773895264])

y = np.array([
    np.nan,
    29.809606552124,
    29.847261428833,
    29.961139678955,
    29.886075973511,
    30.013628005981,
    29.96342086792,
    30.152379989624,
    30.214540481567,
    30.142219543457,
    30.245149612427,
    30.290935516357,
    30.3401927948,
    30.521595001221,
    30.511829376221,
    30.683492660522,
    30.734575271606,
    30.764270782471,
    30.996646881104,
    31.046964645386,
    31.252710342407,
    31.242681503296,
    31.308164596558,
    31.410068511963,
    31.582162857056,
    31.680667877197,
    31.897289276123,
    31.956798553467,
    32.207256317139,
    32.652923583984,
    32.8166847229,
    33.252780914307,
    33.267993927002,
    33.468269348145,
    33.786235809326,
    34.099838256836,
    34.527889251709,
    34.831386566162,
    35.369533538818,
    35.780666351318,
    36.189102172852,
    36.830989837646,
    37.344959259033,
    37.855541229248,
    38.481304168701,
    39.100814819336,
    39.480087280273,
    39.9821434021,
    40.483695983887,
    40.631618499756,
    41.145435333252,
    41.420402526855,
    41.701438903809,
    41.987079620361,
    42.276206970215,
    42.685726165771,
    43.210681915283,
    44.318336486816,
    44.811107635498,
    46.365386962891,
    47.646724700928,
    49.026069641113,
    50.268405914307,
    52.089218139648,
    53.409706115723,
    54.018714904785,
    55.003063201904,
    55.873458862305,
    56.751037597656,
    56.927551269531,
    57.840549468994,
    58.750389099121,
    59.540088653564,
    60.921043395996,
    61.693592071533,
    62.472805023193,
    63.610321044922,
    64.856483459473,
    66.562438964844,
    68.24267578125,
    69.667938232422,
    71.911323547363,
    74.473167419434,
    76.760215759277,
    79.732650756836,
    82.780990600586,
    84.380302429199,
    86.475059509277,
    89.042091369629,
    90.886352539063,
    93.332893371582,
    95.179389953613,
    95.979103088379,
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