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alkaline-ml / statsmodels   python

Repository URL to install this package:

Version: 0.11.1 

/ tsa / tests / results / arima111nc_css_results.py

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,
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