Repository URL to install this package:
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Version:
0.10.2 ▾
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from numpy.testing import assert_
import pytest
from statsmodels.tsa.x13 import _find_x12, x13_arima_select_order
x13path = _find_x12()
pytestmark = pytest.mark.skipif(x13path is False, reason='X13/X12 not available')
class TestX13(object):
@classmethod
def setup_class(cls):
import pandas as pd
from statsmodels.datasets import macrodata, co2
dta = macrodata.load_pandas().data
index = pd.period_range(start='1959Q1', end='2009Q3', freq='Q')
dta.index = index
cls.quarterly_data = dta.dropna()
dta = co2.load_pandas().data
dta['co2'] = dta.co2.interpolate()
cls.monthly_data = dta.resample('M')
# change in pandas 0.18 resample is deferred object
if not isinstance(cls.monthly_data, (pd.DataFrame, pd.Series)):
cls.monthly_data = cls.monthly_data.mean()
cls.monthly_start_data = dta.resample('MS')
if not isinstance(cls.monthly_start_data, (pd.DataFrame, pd.Series)):
cls.monthly_start_data = cls.monthly_start_data.mean()
def test_x13_arima_select_order(self):
res = x13_arima_select_order(self.monthly_data)
assert_(isinstance(res.order, tuple))
assert_(isinstance(res.sorder, tuple))
res = x13_arima_select_order(self.monthly_start_data)
assert_(isinstance(res.order, tuple))
assert_(isinstance(res.sorder, tuple))
res = x13_arima_select_order(self.monthly_data.co2)
assert_(isinstance(res.order, tuple))
assert_(isinstance(res.sorder, tuple))
res = x13_arima_select_order(self.monthly_start_data.co2)
assert_(isinstance(res.order, tuple))
assert_(isinstance(res.sorder, tuple))
res = x13_arima_select_order(self.quarterly_data[['realgdp']])
assert_(isinstance(res.order, tuple))
assert_(isinstance(res.sorder, tuple))
res = x13_arima_select_order(self.quarterly_data.realgdp)
assert_(isinstance(res.order, tuple))
assert_(isinstance(res.sorder, tuple))