ó áp7]c@s¸ddlZddlmZmZmZmZmZmZmZm Z ddl m Z dd„Z e dkr´ejddd dd d d d dddd g ƒZejddgƒZe eeddƒZejddddddddddddg ƒZejjeedƒejd d!d"d!gd#ƒZejd$d%d&d%d$gƒZe eeddƒZejd'd(d)d*d+d,d-d.d/d0d1d2d3d4d5d6d7d8d9d:gƒZndS(;iÿÿÿÿN(tdotteyet diag_indicestzerostonestdiagtasarraytr_(tsolvetaqcKsæt|ƒ}|jdkr4|dd…df}nt|ƒ}|jdkrh|dd…df}nt|ƒ}t|ƒ}|dkr•d}nX|dkrªd}nC|dkrÝ|jdƒ}|sítd ƒ‚qíntd |ƒ‚||}||kr||}nd }tjtj|ƒt |dfƒƒ} t d |j ƒ| ƒ} t|ƒ} t |ƒ\} } | | dd !| dd !fcd7>> indicator = [50,100,150,100] * 5 >>> benchmark = [500,400,300,400,500] >>> benchmarked = dentonm(indicator, benchmark, freq="aq") Notes ----- Denton's method minimizes the distance given by the penalty function, in a least squares sense, between the unknown benchmarked series and the indicator series subject to the condition that the sum of the benchmarked series is equal to the benchmark. The modification allows that the first value not be pre-determined as is the case with Denton's original method. If the there is no benchmark provided for the last few indicator observations, then extrapolation is performed using the last benchmark-indicator ratio of the previous period. Minimizes sum((X[t]/I[t] - X[t-1]/I[t-1])**2) s.t. sum(X) = A, for each period. Where X is the benchmarked series, I is the indicator, and A is the benchmark. References ---------- Bloem, A.M, Dippelsman, R.J. and Maehle, N.O. 2001 Quarterly National Accounts Manual--Concepts, Data Sources, and Compilation. IMF. http://www.imf.org/external/pubs/ft/qna/2000/Textbook/index.htm Cholette, P. 1988. "Benchmarking systems of socio-economic time series." Statistics Canada, Time Series Research and Analysis Division, Working Paper No TSRA-88-017E. Denton, F.T. 1971. "Adjustment of monthly or quarterly series to annual totals: an approach based on quadratic minimization." Journal of the American Statistical Association. 99-102. iNR itqmitothertks$k must be supplied with freq="other"sfreq %s not understoodigð?iÿÿÿÿ(RtndimtNonetlentgett ValueErrortnptkronRRRtsqueezeRRRtTRR(t indicatort benchmarktfreqtkwargstNtmR tntqtBtZinvtHTHt diag_idx0t diag_idx1tWtItAtXtbit extrapolated((s<lib/python2.7/site-packages/statsmodels/tsa/interp/denton.pytdentonmXsTK            ' $   t__main__gÍÌÌÌÌŒX@g333333Y@gÍÌÌÌÌŒY@gÀX@gffffffY@gÍÌÌÌ̬Y@g`Y@g Y@gÀY@gàY@g@¯@gfffffA°@RgfffffNŽ@g333333@gfffffÒ@g33333«@gš™™™™y@gš™™™™K@g33333‘@gl@gfffffB@gª@gÍÌÌÌ̾@ii2idi–iiôii,g9µ3LmP@gúÕ ˜ó_@g³˜Ø|\zg@gض(³A^@g4¸­-HL@g׆Šq~Z@gæË pb@g’ `}V@gT«¯® FD@gxe¨ŠœR@gÎüj[@g±Ÿ`*S@g÷?ÀZµaE@gE½Œb‰W@g7ŽX‹O-c@gšwœ¢#k[@gäù ¨7%M@gãkÏ, ¨^@g8ó«9@Íg@gQ÷Hm`@(tnumpyRRRRRRRRRt numpy.linalgRR)t__name__tarrayRRtx_imft imf_statattestingtassert_almost_equaltzQtYtx_dentontx_stata(((s<lib/python2.7/site-packages/statsmodels/tsa/interp/denton.pyts& :S – 0