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alkaline-ml / statsmodels   python

Repository URL to install this package:

Version: 0.11.1 

/ tsa / tests / results / results_process.py

from numpy import array

from statsmodels.tools.testing import Holder

armarep = Holder()
armarep.comment = ('mlab.garchma(-res_armarep.ar[1:], res_armarep.ma[1:], 20)'
                   'mlab.garchar(-res_armarep.ar[1:], res_armarep.ma[1:], 20)')
armarep.marep = array([
    [-0.1],
    [-0.77],
    [-0.305],
    [0.4635],
    [0.47575],
    [-0.132925],
    [-0.4470625],
    [-0.11719125],
    [0.299054375],
    [0.2432801875],
    [-0.11760340625],
    [-0.253425853125],
    [-0.0326302015625],
    [0.18642558171875],
    [0.11931695210938],
    [-0.08948198932031],
    [-0.14019455634766],
    [0.00148831328242],
    [0.11289980171934],
    [0.05525925023373]])
armarep.ar = array([1., -0.5,  0.8])
armarep.ma = array([1., -0.6,  0.08])
armarep.name = 'armarep'
armarep.arrep = array([
    [-1.00000000000000e-01],
    [-7.80000000000000e-01],
    [-4.60000000000000e-01],
    [-2.13600000000000e-01],
    [-9.13600000000000e-02],
    [-3.77280000000000e-02],
    [-1.53280000000000e-02],
    [-6.17856000000000e-03],
    [-2.48089600000000e-03],
    [-9.94252799999999e-04],
    [-3.98080000000000e-04],
    [-1.59307776000000e-04],
    [-6.37382655999999e-05],
    [-2.54983372800000e-05],
    [-1.01999411200000e-05],
    [-4.08009768959999e-06],
    [-1.63206332416000e-06],
    [-6.52830179327999e-07],
    [-2.61133041663999e-07],
    [-1.04453410652160e-07]])