ó
áp7]c           @` sr  d  Z  d d l m Z m Z m Z d d l Z d d l Z d d l	 Z	 d d l
 Z
 d d l m Z d d l m Z d d l m Z d d l m Z m Z m Z d d l m Z d d	 l m Z m Z e
 j j e
 j j e ƒ ƒ Z d
 e f d „  ƒ  YZ  d e  f d „  ƒ  YZ! d e! f d „  ƒ  YZ" d e  f d „  ƒ  YZ# d e# f d „  ƒ  YZ$ d e  f d „  ƒ  YZ% d e% f d „  ƒ  YZ& d e  f d „  ƒ  YZ' d e' f d „  ƒ  YZ( d e  f d „  ƒ  YZ) d e) f d „  ƒ  YZ* d  e  f d! „  ƒ  YZ+ d" e+ f d# „  ƒ  YZ, d$ e f d% „  ƒ  YZ- d& e- f d' „  ƒ  YZ. d( e- f d) „  ƒ  YZ/ d* e- f d+ „  ƒ  YZ0 d, e- f d- „  ƒ  YZ1 d S(.   sÛ   
Tests for collapsed observation vector

These tests cannot be run for the Clark 1989 model since the dimension of
observations (2) is smaller than the number of states (6).

Author: Chad Fulton
License: Simplified-BSD
i    (   t   divisiont   absolute_importt   print_functionN(   t   datasets(   t   MLEModel(   t   FILTER_UNIVARIATE(   t   SMOOTH_CLASSICALt   SMOOTH_ALTERNATIVEt   SMOOTH_UNIVARIATE(   t   results_kalman_filter(   t   assert_equalt   assert_allcloset
   Trivariatec           B` sæ   e  Z d  Z e e e d „ ƒ Z d „  Z d „  Z d „  Z	 d „  Z
 d „  Z d „  Z d „  Z d	 „  Z d
 „  Z d „  Z d „  Z d „  Z e j j d „  ƒ Z e j j d „  ƒ Z d „  Z d „  Z d „  Z d „  Z d „  Z RS(   sP   
    Tests collapsing three-dimensional observation data to two-dimensional
    c         K` s•  t  j |  _ t j |  j d d t j d d d d ƒd d d	 g ƒd
 } t j | d ƒ | d <| d	 d | d	 <t j | d ƒ | d	 | d <d } t	 | d | | |  _
 |  j
 j |  _ | rÔ t |  j _ n  t j |  j j ƒ |  j d <t j d d g d d g d d g g ƒ |  j d <t j d d g d d g g ƒ |  j d <t j d d d g ƒ |  j d <t j d d g ƒ |  j d <|  j j ƒ  d  S(   Nt   datat   indexs
   1947-01-01s
   1995-07-01t   freqt   QSt   columnst   GDPt   UNEMPi   id   t   Xi   t   k_statest	   selectiong      à?gš™™™™™É?i    gš™™™™™é?i   g      à¿t   designgš™™™™™Ù?t
   transitiongš™™™™™ñ?t   obs_covg       @t	   state_cov(   R	   t   uc_bit   resultst   pdt	   DataFramet
   date_ranget   npt   logt   expR   t   mlemodelt   ssmt   modelt   Truet   timing_init_filteredt   eyeR   t   arrayt   diagt   initialize_approximate_diffuse(   t   clst   dtypet   alternate_timingt   kwargsR   R   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   setup_class"   s.    	c         C` s   |  j  j s t ‚ |  j j s% t ‚ |  j  j d  k s= t ‚ |  j j d  k	 sU t ‚ t |  j  j j d d ƒ t |  j j j d d ƒ d  S(   Ni    i   i   (	   t	   results_at   filter_collapsedt   AssertionErrort	   results_bt   collapsed_forecastst   NoneR
   t	   forecastst   shape(   t   self(    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_using_collapsedE   s    c         C` s=   t  |  j j d d  d  … f |  j j d d  d  … f ƒ d  S(   Ni    (   R   R1   R7   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_forecastsS   s    c         C` s=   t  |  j j d d  d  … f |  j j d d  d  … f ƒ d  S(   Ni    (   R   R1   t   forecasts_errorR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_forecasts_errorY   s    c         C` sC   t  |  j j d d d  d  … f |  j j d d d  d  … f ƒ d  S(   Ni    (   R   R1   t   forecasts_error_covR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_forecasts_error_cov_   s    c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   t   filtered_stateR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_filtered_statee   s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   t   filtered_state_covR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_filtered_state_covk   s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   t   predicted_stateR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_predicted_stateq   s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   t   predicted_state_covR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_predicted_state_covw   s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   t   llf_obsR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_loglike}   s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   t   smoothed_stateR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_smoothed_statesƒ   s    	c         C` s#   t  |  j j |  j j d d ƒd  S(   Nt   atolg-Cëâ6?(   R   R1   t   smoothed_state_covR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_smoothed_states_cov‰   s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   t   smoothed_state_autocovR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_smoothed_states_autocov   s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   t    smoothed_measurement_disturbanceR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt%   test_smoothed_measurement_disturbance˜   s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   t$   smoothed_measurement_disturbance_covR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt)   test_smoothed_measurement_disturbance_cov¡   s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   t   smoothed_state_disturbanceR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_smoothed_state_disturbance¨   s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   t   smoothed_state_disturbance_covR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt#   test_smoothed_state_disturbance_cov®   s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   t   sim_at   simulated_state(   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_simulation_smoothed_state´   s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   RY   t!   simulated_measurement_disturbance(   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt0   test_simulation_smoothed_measurement_disturbanceº   s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   RY   t   simulated_state_disturbance(   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt*   test_simulation_smoothed_state_disturbanceÀ   s    	(   t   __name__t
   __module__t   __doc__t   classmethodt   floatt   FalseR0   R:   R;   R=   R?   RA   RC   RE   RG   RI   RK   RN   RP   t   pytestt   markt   skipRR   RT   RV   RX   R[   R]   R_   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR      s,   "																	t   TestTrivariateConventionalc           B` s   e  Z e e d  „ ƒ Z RS(   c         K` sñ   t  t |  ƒ j | |  |  j j |  j j |  j j } t |  j _ t |  j _	 |  j j
 ƒ  |  _ |  j j d t j | ƒ d t j |  j j ƒ ƒ |  _ t |  j _	 |  j j
 ƒ  |  _ |  j j d t j | ƒ d t j |  j j ƒ ƒ |  _ d  S(   Nt   disturbance_variatest   initial_state_variates(   t   superRi   R0   R%   t   k_endogt   k_posdeft   nobsR&   t   filter_conventionalR2   t   smoothR4   t   simulation_smootherR    t   zerosR   t   sim_bRe   R1   RY   (   R,   R-   R/   t   n_disturbance_variates(    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   É   s     (   R`   Ra   Rc   Rd   R0   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRi   Ç   s   t#   TestTrivariateConventionalAlternatec           B` s    e  Z e d  „  ƒ Z d „  Z RS(   c         O` s#   t  t |  ƒ j d t | | Ž d  S(   NR.   (   Rl   Rv   R0   R&   (   R,   t   argsR/   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   ã   s    c         C` s   |  j  j j d k s t ‚ d  S(   Ni   (   R%   t   _kalman_filtert   filter_timingR3   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_using_alterateè   s    (   R`   Ra   Rc   R0   Rz   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRv   â   s   t(   TestTrivariateConventionalPartialMissingc           B` s   e  Z e e d  „ ƒ Z RS(   c         K` s  t  t |  ƒ j | |  |  j j |  j j |  j j } t j |  j j	 d  d … d d … f <t
 |  j _ t
 |  j _ |  j j ƒ  |  _ |  j j d t j | ƒ d t j |  j j ƒ ƒ |  _ t |  j _ |  j j ƒ  |  _ |  j j d t j | ƒ d t j |  j j ƒ ƒ |  _ d  S(   Ni   i
   i´   Rj   Rk   (   Rl   R{   R0   R%   Rm   Rn   Ro   R    t   nant   endogR&   Rp   R2   Rq   R4   Rr   Rs   R   Rt   Re   R1   RY   (   R,   R-   R/   Ru   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   í   s    
 %(   R`   Ra   Rc   Rd   R0   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR{   ì   s   t1   TestTrivariateConventionalPartialMissingAlternatec           B` s    e  Z e d  „  ƒ Z d „  Z RS(   c         O` s#   t  t |  ƒ j d t | | Ž d  S(   NR.   (   Rl   R~   R0   R&   (   R,   Rw   R/   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0     s    c         C` s   |  j  j j d k s t ‚ d  S(   Ni   (   R%   Rx   Ry   R3   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRz     s    (   R`   Ra   Rc   R0   Rz   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR~   
  s   t$   TestTrivariateConventionalAllMissingc           B` s   e  Z e e d  „ ƒ Z RS(   c         K` s  t  t |  ƒ j | |  |  j j |  j j |  j j } t j |  j j	 d  d  … d d … f <t
 |  j _ t
 |  j _ |  j j ƒ  |  _ |  j j d t j | ƒ d t j |  j j ƒ ƒ |  _ t |  j _ |  j j ƒ  |  _ |  j j d t j | ƒ d t j |  j j ƒ ƒ |  _ d  S(   Ni
   i´   Rj   Rk   (   Rl   R   R0   R%   Rm   Rn   Ro   R    R|   R}   R&   Rp   R2   Rq   R4   Rr   Rs   R   Rt   Re   R1   RY   (   R,   R-   R/   Ru   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0     s    
 %(   R`   Ra   Rc   Rd   R0   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR     s   t-   TestTrivariateConventionalAllMissingAlternatec           B` s    e  Z e d  „  ƒ Z d „  Z RS(   c         O` s#   t  t |  ƒ j d t | | Ž d  S(   NR.   (   Rl   R€   R0   R&   (   R,   Rw   R/   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   5  s    c         C` s   |  j  j j d k s t ‚ d  S(   Ni   (   R%   Rx   Ry   R3   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRz   :  s    (   R`   Ra   Rc   R0   Rz   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR€   3  s   t   TestTrivariateUnivariatec           B` s   e  Z e e d  „ ƒ Z RS(   c         K` sñ   t  t |  ƒ j | |  |  j j |  j j |  j j } t |  j _ t |  j _	 |  j j
 ƒ  |  _ |  j j d t j | ƒ d t j |  j j ƒ ƒ |  _ t |  j _	 |  j j
 ƒ  |  _ |  j j d t j | ƒ d t j |  j j ƒ ƒ |  _ d  S(   NRj   Rk   (   Rl   R   R0   R%   Rm   Rn   Ro   R&   t   filter_univariateR2   Rq   R4   Rr   R    Rs   R   Rt   Re   R1   RY   (   R,   R-   R/   Ru   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   ?  s     (   R`   Ra   Rc   Rd   R0   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR   >  s   t!   TestTrivariateUnivariateAlternatec           B` s    e  Z e d  „  ƒ Z d „  Z RS(   c         O` s#   t  t |  ƒ j d t | | Ž d  S(   NR.   (   Rl   Rƒ   R0   R&   (   R,   Rw   R/   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   Y  s    c         C` s   |  j  j j d k s t ‚ d  S(   Ni   (   R%   Rx   Ry   R3   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRz   ^  s    (   R`   Ra   Rc   R0   Rz   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRƒ   X  s   t&   TestTrivariateUnivariatePartialMissingc           B` s   e  Z e e d  „ ƒ Z RS(   c         K` s  t  t |  ƒ j | |  |  j j |  j j |  j j } t j |  j j	 d  d … d d … f <t
 |  j _ t
 |  j _ |  j j ƒ  |  _ |  j j d t j | ƒ d t j |  j j ƒ ƒ |  _ t |  j _ |  j j ƒ  |  _ |  j j d t j | ƒ d t j |  j j ƒ ƒ |  _ d  S(   Ni   i
   i´   Rj   Rk   (   Rl   R„   R0   R%   Rm   Rn   Ro   R    R|   R}   R&   R‚   R2   Rq   R4   Rr   Rs   R   Rt   Re   R1   RY   (   R,   R-   R/   Ru   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   c  s    
 %(   R`   Ra   Rc   Rd   R0   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR„   b  s   t/   TestTrivariateUnivariatePartialMissingAlternatec           B` s    e  Z e d  „  ƒ Z d „  Z RS(   c         O` s#   t  t |  ƒ j d t | | Ž d  S(   NR.   (   Rl   R…   R0   R&   (   R,   Rw   R/   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   ‚  s    c         C` s   |  j  j j d k s t ‚ d  S(   Ni   (   R%   Rx   Ry   R3   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRz   ‡  s    (   R`   Ra   Rc   R0   Rz   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR…   €  s   t"   TestTrivariateUnivariateAllMissingc           B` s   e  Z e e d  „ ƒ Z RS(   c         K` s  t  t |  ƒ j | |  |  j j |  j j |  j j } t j |  j j	 d  d  … d d … f <t
 |  j _ t
 |  j _ |  j j ƒ  |  _ |  j j d t j | ƒ d t j |  j j ƒ ƒ |  _ t |  j _ |  j j ƒ  |  _ |  j j d t j | ƒ d t j |  j j ƒ ƒ |  _ d  S(   Ni
   i´   Rj   Rk   (   Rl   R†   R0   R%   Rm   Rn   Ro   R    R|   R}   R&   R‚   R2   Rq   R4   Rr   Rs   R   Rt   Re   R1   RY   (   R,   R-   R/   Ru   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   Œ  s    
 %(   R`   Ra   Rc   Rd   R0   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR†   ‹  s   t+   TestTrivariateUnivariateAllMissingAlternatec           B` s    e  Z e d  „  ƒ Z d „  Z RS(   c         O` s#   t  t |  ƒ j d t | | Ž d  S(   NR.   (   Rl   R‡   R0   R&   (   R,   Rw   R/   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   «  s    c         C` s   |  j  j j d k s t ‚ d  S(   Ni   (   R%   Rx   Ry   R3   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRz   °  s    (   R`   Ra   Rc   R0   Rz   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR‡   ©  s   t   TestDFMc           B` s  e  Z e d  „  ƒ Z e d „  ƒ Z e d d „ ƒ Z d „  Z d „  Z d „  Z d „  Z	 d „  Z
 d	 „  Z d
 „  Z d „  Z d „  Z d „  Z d „  Z d „  Z e j j d „  ƒ Z e j j d „  ƒ Z d „  Z d „  Z d „  Z e j j d „  ƒ Z d „  Z RS(   c         K` sÜ   t  | d d d d | } t j d d g d d g d d	 g g ƒ | d
 <t j t j d d d g ƒ ƒ | d <t j d d g d d g g ƒ | d <t j d ƒ | d <t j d d g d d g g ƒ | d <| j d ƒ | S(   NR   i   Rn   gJn X<@Àg?µÑkyV1@g…9jNœÀg=lù³û?g‡ÊùA!jÀgæýmR_@R   g&Î@oá¯?g]Ó¬„Nÿ?g“Bî\÷/M@R   g}^Žª(Ó?gÇ{zNÕ?glr”rè¿g*Q›ÝÿŒô?R   R   g333333ó?g      Ð¿gš™™™™™ñ?R   g    €„.A(   R   R    R)   R*   R(   R+   (   R,   t   obsR/   t   mod(    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   create_modelµ  s    	c         K` s™   |  j  | |  } | j g  d t ƒ| j j } t j | j | j f ƒ } xF t	 | j ƒ D]5 } | j
 | | j j d ƒ t j | j ƒ | | <q\ W| S(   Nt
   return_ssmi   (   R‹   Rq   R&   R$   t   _statespaceR    Rs   Ro   R   t   ranget   seekR‚   R)   t   collapse_obs(   R,   R‰   R/   RŠ   t   _sst   outt   t(    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   collapseÆ  s    t   mixedc         O` s  t  j j ƒ  j } t j d d d d d d ƒ | _ | d d d	 g } t j | ƒ j	 ƒ  j
 d
 d } | d k r¹ t j | j
 d  d … d  d  … f <t j | j
 d d … d  d  … f <nâ | d k r t j | j
 d d … d f <t j | j
 d d … d f <n› | d k r›t j | j
 d d … d f <t j | j
 d d … d
 f <t j | j
 d d … d f <t j | j
 d d … d f <t j | j
 d d … d f <n  |  j | |  } | j |  _ |  j j |  j j |  j j } t j j d ƒ t j j d | ƒ }	 t j j d |  j j ƒ }
 t |  j _ |  j j ƒ  |  _ |  j j ƒ  |  _ |  j j d |	 d |
 ƒ t |  j _ |  j j ƒ  |  _ |  j j ƒ  |  _ |  j j d |	 d |
 ƒ | j  d d  ƒ t" | d d d d | } t j# d  d! g d" d# g d$ d% g g ƒ | d& d  d' … d  d … f <t j$ t j# d( d) d* g ƒ ƒ | d+ <t j# d, d- g d. d/ g g ƒ | d0 d  d … d  d … f <t j% d ƒ | d0 d d  … d  d … f <t j% d ƒ | d1 d  d … d  d … f <t j# d2 d3 g d3 d4 g g ƒ | d5 <| j& d6 ƒ | j |  _' | j j ƒ  |  _( d  S(7   Nt   starts
   1959-01-01t   ends	   2009-7-01R   R   t   realgdpt   realconst   realinvi   i  t   alli2   iw   i‚   t   partiali    R•   i   iF   i'   iZ   i   iÒ  t   sizeRj   Rk   R2   R   i   Rn   gJn X<@Àg?µÑkyV1@g…9jNœÀg=lù³û?g‡ÊùA!jÀgæýmR_@R   i   g&Î@oá¯?g]Ó¬„Nÿ?g“Bî\÷/M@R   g}^Žª(Ó?gÇ{zNÕ?glr”rè¿g*Q›ÝÿŒô?R   R   g333333ó?g      Ð¿gš™™™™™ñ?R   g    €„.A()   R   t	   macrodatat   load_pandasR   R   R   R   R    R!   t   difft   ilocR|   R‹   R$   R%   Rm   Rn   Ro   t   randomt   seedt   normalR   R&   R2   Rq   R4   Rr   Rt   t   simulateRe   R1   RY   t   popR6   R   R)   R*   R(   R+   t   augmented_modelt   augmented_results(   R,   t   whichRw   R/   t   dtat   levelsR‰   RŠ   Ru   t   dvt   isv(    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   Ò  s^     "% 	++((c         C` s   |  j  j s t ‚ |  j j s% t ‚ |  j  j d  k s= t ‚ |  j j d  k	 sU t ‚ t |  j  j j d d ƒ t |  j j j d d ƒ d  S(   Ni    i   i   (	   R1   R2   R3   R4   R5   R6   R
   R7   R8   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR:     s    c         C` s=   t  |  j j d d  d  … f |  j j d d  d  … f ƒ d  S(   Ni    (   R   R1   R7   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR;     s    c         C` s=   t  |  j j d d  d  … f |  j j d d  d  … f ƒ d  S(   Ni    (   R   R1   R<   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR=   %  s    c         C` sC   t  |  j j d d d  d  … f |  j j d d d  d  … f ƒ d  S(   Ni    (   R   R1   R>   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR?   +  s    c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   R@   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRA   1  s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   RB   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRC   7  s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   RD   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRE   =  s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   RF   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRG   C  s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   RH   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRI   I  s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   RJ   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRK   O  s    	c         C` s#   t  |  j j |  j j d d ƒd  S(   NRL   g-Cëâ6?(   R   R1   RM   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRN   U  s    	c         C` s×   t  |  j j |  j j ƒ t  |  j j d  d  … d  d  … d d … f |  j j d  d … d d  … d d … f d d ƒt  |  j j d  d  … d  d  … d d … f |  j j d  d … d d  … d d  … f d d	 ƒd  S(
   Ni    i   i   i   i   RL   g-Cëâ6?iÿÿÿÿgH¯¼šò×z>(   R   R1   RO   R4   R¨   RM   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRP   \  s    	++++c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   RQ   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRR   p  s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   RS   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRT   y  s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   RU   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRV   €  s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   R1   RW   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRX   †  s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   RY   RZ   Rt   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR[   Œ  s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   RY   R\   Rt   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR]   ”  s    	c         C` s   t  |  j j |  j j ƒ d  S(   N(   R   RY   R^   Rt   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR_   ›  s    	(   R`   Ra   Rc   R‹   R”   R0   R:   R;   R=   R?   RA   RC   RE   RG   RI   RK   RN   RP   Rf   Rg   Rh   RR   RT   RV   RX   R[   R]   R_   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRˆ   ´  s.   >																t   TestDFMClassicalSmoothingc           B` s    e  Z e d  „  ƒ Z d „  Z RS(   c         O` s#   t  t |  ƒ j d t | | Ž d  S(   Nt   smooth_method(   Rl   R®   R0   R   (   R,   Rw   R/   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   £  s    c         C` sC   t  |  j j t ƒ t  |  j j j t ƒ t  |  j j j t ƒ d  S(   N(   R
   R%   R¯   R   t   _kalman_smoothert   _smooth_method(   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyt   test_smooth_method¨  s
    (   R`   Ra   Rc   R0   R²   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR®   ¢  s   t   TestDFMUnivariateSmoothingc           B` s    e  Z e d  „  ƒ Z d „  Z RS(   c         O` s#   t  t |  ƒ j d t | | Ž d  S(   Nt   filter_method(   Rl   R³   R0   R   (   R,   Rw   R/   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   ±  s    c         C` sC   t  |  j j d ƒ t  |  j j j d ƒ t  |  j j j t ƒ d  S(   Ni    (   R
   R%   R¯   R°   R±   R   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR²   ¶  s    (   R`   Ra   Rc   R0   R²   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR³   °  s   t   TestDFMAlternativeSmoothingc           B` s    e  Z e d  „  ƒ Z d „  Z RS(   c         O` s    t  t |  ƒ j d t |  d  S(   NR¯   (   Rl   Rµ   R0   R   (   R,   Rw   R/   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   ¾  s    c         C` sC   t  |  j j t ƒ t  |  j j j t ƒ t  |  j j j t ƒ d  S(   N(   R
   R%   R¯   R   R°   R±   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR²   Ã  s
    (   R`   Ra   Rc   R0   R²   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRµ   ½  s   t   TestDFMMeasurementDisturbancec           B` s;   e  Z e d  „  ƒ Z d „  Z d „  Z d „  Z d „  Z RS(   c         O` s&   t  t |  ƒ j d t d d |  d  S(   NR¯   R©   t   none(   Rl   R¶   R0   R   (   R,   Rw   R/   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR0   Ì  s    c         C` s#   t  |  j j |  j j d d ƒd  S(   NRL   gH¯¼šò×z>(   R   R1   RU   R4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRV   Ñ  s    	c         C` s2   t  |  j |  j j j ƒ j |  j j d d ƒd  S(   NRL   gH¯¼šò×z>(   R   R”   R1   RQ   t   TR4   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyRR   Ö  s    c         C` s2   t  |  j |  j j j ƒ |  j j j d d ƒd  S(   NRL   gH¯¼šò×z>(   R   R”   RY   R\   R¸   Rt   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR]   Û  s    c         C` s#   t  |  j j |  j j d d ƒd  S(   NRL   gH¯¼šò×z>(   R   RY   R^   Rt   (   R9   (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR_   à  s    	(   R`   Ra   Rc   R0   RV   RR   R]   R_   (    (    (    sN   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_collapsed.pyR¶   Ë  s
   			(2   Rb   t
   __future__R    R   R   t   numpyR    t   pandasR   Rf   t   ost   statsmodelsR   t#   statsmodels.tsa.statespace.mlemodelR   t(   statsmodels.tsa.statespace.kalman_filterR   t*   statsmodels.tsa.statespace.kalman_smootherR   R   R   t(   statsmodels.tsa.statespace.tests.resultsR	   t   numpy.testingR
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