import numpy as np
from statsmodels.tools.tools import Bunch
llf = np.array([-242.89663276735])
nobs = np.array([202])
k = np.array([3])
k_exog = np.array([1])
sigma = np.array([.8053519404535])
chi2 = np.array([15723.381396967])
df_model = np.array([2])
k_ar = np.array([1])
k_ma = np.array([1])
params = np.array([
.99479180506163,
-.84461527652809,
.64859174799221])
cov_params = np.array([
.00008904968254,
-.00023560410507,
.00012795903324,
-.00023560410507,
.00131628534915,
-.00022462340695,
.00012795903324,
-.00022462340695,
.0005651128627]).reshape(3, 3)
xb = np.array([
0,
0,
.02869686298072,
.05651443824172,
.0503994859755,
.06887971609831,
.05940540507436,
.08067328482866,
.08167565613985,
.06429278105497,
.07087650150061,
.06886467337608,
.06716959923506,
.08230647444725,
.07099691033363,
.08401278406382,
.07996553182602,
.07354256510735,
.09366323798895,
.08811800926924,
.10296355187893,
.08846370875835,
.0852297320962,
.08700425922871,
.09751411527395,
.09737934917212,
.11228405684233,
.1053489819169,
.12352022528648,
.16439816355705,
.1643835157156,
.19891132414341,
.17551273107529,
.17827558517456,
.19562774896622,
.21028305590153,
.23767858743668,
.24580039083958,
.28269505500793,
.29883882403374,
.31247469782829,
.35402658581734,
.37410452961922,
.39106267690659,
.42040377855301,
.44518512487411,
.43608102202415,
.44340893626213,
.44959822297096,
.40977239608765,
.42118826508522,
.40079545974731,
.38357082009315,
.36902260780334,
.35673499107361,
.36137464642525,
.38031083345413,
.47139286994934,
.47323387861252,
.60994738340378,
.69538277387619,
.7825602889061,
.84117436408997,
.9657689332962,
1.0109325647354,
.95897275209427,
.96013957262039,
.9461076259613,
.9342554807663,
.83413934707642,
.83968591690063,
.84437066316605,
.83330947160721,
.8990553021431,
.87949693202972,
.86297762393951,
.89407861232758,
.93536442518234,
1.0303052663803,
1.1104937791824,
1.1481873989105,
1.2851470708847,
1.4458787441254,
1.5515991449356,
1.7309991121292,
1.8975404500961,
1.8579913377762,
1.8846583366394,
1.9672524929047,
1.9469071626663,
2.0048115253448,
1.9786299467087,
1.8213576078415,
1.6284521818161,
1.7508568763733,
1.5689061880112,
1.2950873374939,
1.2290096282959,
1.1882168054581,
1.1537625789642,
1.1697143316269,
1.1681711673737,
1.106795668602,
1.0849931240082,
1.006507396698,
1.0453414916992,
.98803448677063,
.95465070009232,
1.0165599584579,
.67838954925537,
.69311982393265,
.69054269790649,
.76345545053482,
.84005492925644,
.87471830844879,
.91901183128357,
.92638796567917,
.96265280246735,
1.0083012580872,
1.0618740320206,
1.0921038389206,
1.2077431678772,
1.2303256988525,
1.174311041832,
1.3072115182877,
1.314337015152,
1.3503924608231,
1.5760731697083,
1.5264053344727,
1.34929728508,
1.304829955101,
1.2522557973862,
1.222869515419,
1.198047041893,
1.1770839691162,
1.1743944883347,
1.1571066379547,
1.1274864673615,
1.0574153661728,
1.058304309845,
.99898308515549,
.9789143204689,
1.0070173740387,
1.000718832016,
1.0104174613953,
1.0486439466476,
1.0058424472809,
.98470783233643,
1.0119106769562,
1.0649236440659,
1.0346088409424,
1.0540577173233,
1.0704846382141,
.97923594713211,
.90216588973999,
.9271782040596,
.85819715261459,
.75488126277924,
.78776079416275,
.77047789096832,
.77089905738831,
.8313245177269,
.82229107618332,
.90476810932159,
.94439232349396,
1.0379292964935,
1.1469690799713,
1.1489590406418,
1.2257302999496,
1.1554099321365,
1.1260533332825,
.9811190366745,
.8436843752861,
.95287209749222,
.90993344783783,
.94875508546829,
1.0115815401077,
.94450175762177,
.87282890081406,
.91741597652435,
.98511207103729,
.9972335100174,
1.0975805521011,
1.1823329925537,
1.1487929821014,
1.270641207695,
1.2083609104156,
1.696394443512,
1.4628355503082,
1.4307631254196,
1.5087975263596,
1.1542117595673,
1.2262620925903,
1.3880327939987,
1.3853038549423,
1.4396153688431,
1.7208145856857,
1.678991317749,
2.110867023468,
1.524417757988,
.57946246862411,
.56406193971634,
.74643105268478])
y = np.array([
np.nan,
28.979999542236,
29.178695678711,
29.40651512146,
29.420400619507,
29.608880996704,
29.609405517578,
29.830673217773,
29.921676635742,
29.874292373657,
29.990877151489,
30.048864364624,
30.10717010498,
30.292304992676,
30.290996551514,
30.464012145996,
30.519966125488,
30.553541183472,
30.783664703369,
30.838117599487,
31.042964935303,
31.038463592529,
31.105230331421,
31.207004547119,
31.377513885498,
31.477378845215,
31.692283630371,
31.755348205566,
32.003520965576,
32.444396972656,
32.61438369751,
33.048908233643,
33.07551574707,
33.278274536133,
33.595630645752,
33.91028213501,
34.337677001953,
34.645801544189,
35.182697296143,
35.598838806152,
36.012474060059,
36.654026031494,
37.174102783203,
37.691062927246,
38.320404052734,
38.94518661499,
39.336082458496,
39.843410491943,
40.349597930908,
40.509769439697,
41.021186828613,
41.300796508789,
41.583572387695,
41.869022369385,
42.156734466553,
42.561374664307,
43.080310821533,
44.171394348145,
44.673233032227,
46.209945678711,
47.495380401611,
48.882556915283,
50.141174316406,
51.965770721436,
53.310932159424,
53.958972930908,
54.960140228271,
55.84610748291,
56.734252929688,
56.934139251709,
57.839687347412,
58.744373321533,
59.533309936523,
60.899055480957,
61.679496765137,
62.46297454834,
63.594078063965,
64.83536529541,
66.530303955078,
68.210494995117,
69.64818572998,
71.885147094727,
74.445877075195,
76.751594543457,
79.731002807617,
82.797538757324,
84.457992553711,
86.584655761719,
89.167251586914,
91.046905517578,
93.504814147949,
95.378631591797,
96.22135925293,
96.628448486328,
99.250854492188,
99.668907165527,
99.195091247559,
100.0290145874,
100.98822021484,
101.95376586914,
103.26971435547,
Loading ...