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alkaline-ml / statsmodels   python

Repository URL to install this package:

Version: 0.11.1 

/ tsa / tests / results / arima211nc_results.py

import numpy as np

from statsmodels.tools.tools import Bunch

llf = np.array([-241.25977940638])

nobs = np.array([202])

k = np.array([4])

k_exog = np.array([1])

sigma = np.array([.79533686587485])

chi2 = np.array([48655.961417345])

df_model = np.array([3])

k_ar = np.array([2])

k_ma = np.array([1])

params = np.array([
    1.1870704073154,
    -.19095698898571,
    -.90853757573555,
    .79533686587485])

cov_params = np.array([
    .00204336743511,
    -.00177522179187,
    -.00165894353702,
    -.00031352141782,
    -.00177522179187,
    .00157376214003,
    .00132907629148,
    .00030367391511,
    -.00165894353702,
    .00132907629148,
    .00210988984438,
    .00024199988464,
    -.00031352141782,
    .00030367391511,
    .00024199988464,
    .00027937875185]).reshape(4, 4)

xb = np.array([
    0,
    0,
    .11248598247766,
    .14283391833305,
    .0800810828805,
    .12544548511505,
    .07541109621525,
    .1297073662281,
    .10287435352802,
    .06303016841412,
    .09501431882381,
    .08120259642601,
    .07862555980682,
    .10874316096306,
    .06787430495024,
    .10527064651251,
    .08142036944628,
    .07337106764317,
    .11828763782978,
    .08380854874849,
    .11801292747259,
    .07338324189186,
    .0842502862215,
    .09106454998255,
    .10832596570253,
    .09570593386889,
    .1236881390214,
    .09362822026014,
    .13587079942226,
    .19111332297325,
    .14459040760994,
    .21043147146702,
    .12866979837418,
    .16308072209358,
    .19356986880302,
    .20215991139412,
    .23782986402512,
    .22326464951038,
    .28485587239265,
    .27474755048752,
    .28465977311134,
    .34938132762909,
    .3421268761158,
    .35463020205498,
    .39384591579437,
    .41037485003471,
    .36968034505844,
    .39875456690788,
    .40607318282127,
    .32915702462196,
    .40012913942337,
    .35161358118057,
    .34572568535805,
    .34037715196609,
    .3355179131031,
    .35895752906799,
    .38901025056839,
    .53648668527603,
    .43572762608528,
    .69034379720688,
    .69410443305969,
    .76356476545334,
    .77972346544266,
    .95276647806168,
    .9030898809433,
    .76722019910812,
    .84191131591797,
    .82463103532791,
    .82802563905716,
    .66399103403091,
    .79665386676788,
    .80260843038559,
    .78016436100006,
    .91813576221466,
    .80874294042587,
    .80483394861221,
    .8848432302475,
    .92809981107712,
    1.0597171783447,
    1.1029140949249,
    1.0864543914795,
    1.3046631813049,
    1.4528053998947,
    1.4744025468826,
    1.6993381977081,
    1.816978096962,
    1.5705223083496,
    1.6871707439423,
    1.8281806707382,
    1.7127912044525,
    1.8617957830429,
    1.7624272108078,
    1.5169456005096,
    1.3543643951416,
    1.8122490644455,
    1.3362231254578,
    1.0437293052673,
    1.2371381521225,
    1.2306576967239,
    1.2056746482849,
    1.2665351629257,
    1.2366921901703,
    1.1172571182251,
    1.1408381462097,
    1.0126565694809,
    1.1675561666489,
    1.0074961185455,
    1.0045058727264,
    1.1498116254807,
    .44306626915932,
    .85451871156693,
    .81856834888458,
    .94427144527435,
    .99084824323654,
    .95836746692657,
    .994897544384,
    .95328682661057,
    1.0093784332275,
    1.0500040054321,
    1.0956697463989,
    1.090208530426,
    1.2714649438858,
    1.1823015213013,
    1.0575052499771,
    1.373840212822,
    1.2371203899384,
    1.3022859096527,
    1.6853868961334,
    1.3395566940308,
    1.0802086591721,
    1.2114092111588,
    1.1690926551819,
    1.1775953769684,
    1.1662193536758,
    1.1558910608292,
    1.1743551492691,
    1.1441857814789,
    1.1080147027969,
    1.0106881856918,
    1.0909667015076,
    .97610247135162,
    1.0038343667984,
    1.0743995904922,
    1.0255174636841,
    1.0471519231796,
    1.1034165620804,
    .97707790136337,
    .9856236577034,
    1.0578545331955,
    1.1219012737274,
    1.0026258230209,
    1.0733016729355,
    1.0802255868912,
    .89154416322708,
    .85378932952881,
    .98660898208618,
    .82558387517929,
    .71030122041702,
    .88567733764648,
    .80868631601334,
    .82387971878052,
    .92999804019928,
    .83861750364304,
    .99909782409668,
    .97461491823196,
    1.1019765138626,
    1.1970175504684,
    1.0780508518219,
    1.2238110303879,
    1.0100719928741,
    1.0434579849243,
    .81277370452881,
    .72809249162674,
    1.0880596637726,
    .87798285484314,
    .99824965000153,
    1.0677480697632,
    .86986482143402,
    .81499886512756,
    .97921711206436,
    1.0504562854767,
    .99342101812363,
    1.1660186052322,
    1.208247423172,
    1.0516448020935,
    1.3215674161911,
    1.0694575309753,
    2.0531799793243,
    1.0617904663086,
    1.2885792255402,
    1.4795436859131,
    .73947989940643,
    1.290878534317,
    1.506583571434,
    1.3157633543015,
    1.424609541893,
    1.8879710435867,
    1.4916514158249,
    2.3532779216766,
    .77780252695084,
    -.27798706293106,
    .7862361073494,
    1.1202166080475])

y = np.array([
    np.nan,
    28.979999542236,
    29.26248550415,
    29.492834091187,
    29.450082778931,
    29.665447235107,
    29.625410079956,
    29.879707336426,
    29.942874908447,
    29.873029708862,
    30.015014648438,
    30.06120300293,
    30.118625640869,
    30.318742752075,
    30.287874221802,
    30.485269546509,
    30.521421432495,
    30.553371429443,
    30.808288574219,
    30.833808898926,
    31.058013916016,
    31.023384094238,
    31.104249954224,
    31.211065292358,
    31.388326644897,
    31.475704193115,
    31.703687667847,
    31.743627548218,
    32.015869140625,
    32.471111297607,
    32.594593048096,
    33.060428619385,
    33.028671264648,
    33.263080596924,
    33.593570709229,
    33.902160644531,
    34.337829589844,
    34.623264312744,
    35.184856414795,
    35.574745178223,
    35.984661102295,
    36.649379730225,
    37.142127990723,
    37.654628753662,
    38.293846130371,
    38.910373687744,
    39.269680023193,
    39.798755645752,
    40.306076049805,
    40.42915725708,
    41.00012588501,
    41.251613616943,
    41.545726776123,
    41.840377807617,
    42.135517120361,
    42.558959960938,
    43.089012145996,
    44.236488342285,
    44.635726928711,
    46.290340423584,
    47.494102478027,
    48.863563537598,
    50.079723358154,
    51.952766418457,
    53.203090667725,
    53.767219543457,
    54.841911315918,
    55.724632263184,
    56.628025054932,
    56.763988494873,
    57.796653747559,
    58.702610015869,
    59.480163574219,
    60.91813659668,
    61.608741760254,
    62.404830932617,
    63.584842681885,
    64.828102111816,
    66.559715270996,
    68.202911376953,
    69.586456298828,
    71.904663085938,
    74.45280456543,
    76.67440032959,
    79.699340820313,
    82.716979980469,
    84.170516967773,
    86.387168884277,
    89.028175354004,
    90.812789916992,
    93.361793518066,
    95.16242980957,
    95.916946411133,
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