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alkaline-ml / statsmodels   python

Repository URL to install this package:

Version: 0.11.1 

/ tsa / tests / results / arima111nc_results.py

import numpy as np

from statsmodels.tools.tools import Bunch

llf = np.array([-243.77512585356])

nobs = np.array([202])

k = np.array([3])

k_exog = np.array([1])

sigma = np.array([.80556855709271])

chi2 = np.array([14938.241729056])

df_model = np.array([2])

k_ar = np.array([1])

k_ma = np.array([1])

params = np.array([
    .99034248845249,
    -.83659509233745,
    .80556855709271])

cov_params = np.array([
    .00009906057555,
    -.00026616895902,
    .00007867120825,
    -.00026616895902,
    .00137590666911,
    -.0001403880509,
    .00007867120825,
    -.0001403880509,
    .0002129852258]).reshape(3, 3)

xb = np.array([
    0,
    0,
    .10457526892424,
    .14047028124332,
    .10415132343769,
    .11891452968121,
    .09492295235395,
    .11409470438957,
    .1086763292551,
    .08389142900705,
    .08740901201963,
    .08212262392044,
    .07780049741268,
    .09159570932388,
    .07793674618006,
    .08996207267046,
    .08444581180811,
    .07675409317017,
    .09658851474524,
    .09001308679581,
    .10454939305782,
    .08898131549358,
    .08520055562258,
    .08665482699871,
    .09710033237934,
    .09660832583904,
    .11157563328743,
    .10410477221012,
    .12245775014162,
    .16395011544228,
    .16329728066921,
    .19811384379864,
    .1734282374382,
    .17583830654621,
    .19323042035103,
    .20777989923954,
    .23532645404339,
    .24299769103527,
    .28016451001167,
    .29588291049004,
    .30903342366219,
    .35078409314156,
    .37033796310425,
    .38669663667679,
    .41575729846954,
    .44006872177124,
    .42965853214264,
    .43632391095161,
    .44190016388893,
    .40044051408768,
    .41188025474548,
    .3907016813755,
    .37298321723938,
    .3581600189209,
    .3457590341568,
    .35075950622559,
    .37031736969948,
    .46355310082436,
    .46467992663383,
    .60399496555328,
    .68979620933533,
    .77695161104202,
    .8344908952713,
    .95950168371201,
    1.0025858879089,
    .94638174772263,
    .94548571109772,
    .92936158180237,
    .91587167978287,
    .81233781576157,
    .81797075271606,
    .8226832151413,
    .81125050783157,
    .87855970859528,
    .85799652338028,
    .84079349040985,
    .87252616882324,
    .9144481420517,
    1.0110183954239,
    1.0918086767197,
    1.1286484003067,
    1.2670909166336,
    1.4290360212326,
    1.533768415451,
    1.7136362791061,
    1.8794873952866,
    1.8337399959564,
    1.8569672107697,
    1.9378981590271,
    1.9133563041687,
    1.969698548317,
    1.939960360527,
    1.7767087221146,
    1.5786340236664,
    1.7050459384918,
    1.5186812877655,
    1.2397723197937,
    1.1755603551865,
    1.1372153759003,
    1.1051361560822,
    1.1244224309921,
    1.1251838207245,
    1.06432056427,
    1.0441527366638,
    .96578127145767,
    1.0078399181366,
    .95077663660049,
    .91841346025467,
    .98358678817749,
    .63836628198624,
    .65705251693726,
    .65730959177017,
    .73439955711365,
    .81426596641541,
    .85033398866653,
    .89588165283203,
    .90323758125305,
    .94014054536819,
    .98638904094696,
    1.040454864502,
    1.0703103542328,
    1.1875365972519,
    1.2087339162827,
    1.1495937108994,
    1.2846138477325,
    1.2899470329285,
    1.3251601457596,
    1.5544888973236,
    1.5003498792648,
    1.316685795784,
    1.2706536054611,
    1.2167699337006,
    1.1870667934418,
    1.1622149944305,
    1.1414264440536,
    1.1394081115723,
    1.1223464012146,
    1.0926969051361,
    1.0217674970627,
    1.0239287614822,
    .96423649787903,
    .94504725933075,
    .97511827945709,
    .96952658891678,
    .98022425174713,
    1.0199228525162,
    .97626084089279,
    .95510673522949,
    .98353403806686,
    1.0380674600601,
    1.0068138837814,
    1.0267919301987,
    1.0435055494308,
    .94986528158188,
    .87152636051178,
    .89823776483536,
    .82833498716354,
    .72372996807098,
    .75921636819839,
    .74277937412262,
    .74440395832062,
    .80726110935211,
    .79834908246994,
    .88314270973206,
    .92332923412323,
    1.0184471607208,
    1.12877368927,
    1.1288229227066,
    1.2057402133942,
    1.1317123174667,
    1.100532412529,
    .95145136117935,
    .81135284900665,
    .92477059364319,
    .88128125667572,
    .92177194356918,
    .98639768362045,
    .91746246814728,
    .84441828727722,
    .89093261957169,
    .96059763431549,
    .97275197505951,
    1.0751719474792,
    1.1608537435532,
    1.124911904335,
    1.2485905885696,
    1.1829364299774,
    1.6815021038055,
    1.4374854564667,
    1.4024653434753,
    1.4807903766632,
    1.1158236265182,
    1.1908674240112,
    1.3569641113281,
    1.3532432317734,
    1.4080929756165,
    1.6949023008347,
    1.6488753557205,
    2.0886788368225,
    1.4827802181244,
    .51556593179703,
    .5077338218689,
    .70120370388031])

y = np.array([
    np.nan,
    28.979999542236,
    29.25457572937,
    29.49047088623,
    29.474151611328,
    29.65891456604,
    29.64492225647,
    29.864093780518,
    29.948677062988,
    29.893890380859,
    30.00740814209,
    30.062122344971,
    30.11780166626,
    30.301595687866,
    30.29793548584,
    30.469961166382,
    30.524446487427,
    30.556753158569,
    30.786588668823,
    30.840013504028,
    31.044549942017,
    31.038982391357,
    31.105201721191,
    31.206655502319,
    31.377101898193,
    31.476608276367,
    31.691576004028,
    31.754104614258,
    32.002456665039,
    32.443950653076,
    32.613296508789,
    33.048110961914,
    33.073429107666,
    33.27583694458,
    33.593231201172,
    33.907779693604,
    34.33532333374,
    34.642997741699,
    35.180164337158,
    35.595882415771,
    36.009033203125,
    36.650783538818,
    37.170337677002,
    37.686695098877,
    38.315757751465,
    38.94006729126,
    39.329658508301,
    39.836326599121,
    40.341899871826,
    40.500438690186,
    41.011878967285,
    41.290702819824,
    41.572982788086,
    41.85816192627,
    42.14575958252,
    42.550758361816,
    43.070316314697,
    44.163555145264,
    44.664680480957,
    46.203994750977,
    47.489795684814,
    48.876949310303,
    50.134490966797,
    51.959503173828,
    53.302585601807,
    53.946380615234,
    54.945484161377,
    55.829364776611,
    56.715869903564,
    56.912334442139,
    57.817970275879,
    58.722682952881,
    59.511249542236,
    60.878559112549,
    61.657997131348,
    62.44079208374,
    63.572528839111,
    64.814453125,
    66.511016845703,
    68.19181060791,
    69.628646850586,
    71.867088317871,
    74.429039001465,
    76.733764648438,
    79.713638305664,
    82.779487609863,
    84.433738708496,
    86.55696105957,
    89.137893676758,
    91.01335144043,
    93.469696044922,
    95.339958190918,
    96.176712036133,
    96.578636169434,
    99.205047607422,
    99.618682861328,
    99.139770507813,
    99.975563049316,
    100.9372177124,
    101.9051361084,
    103.22441864014,
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