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Tests for prediction of state space models

Author: Chad Fulton
License: Simplified-BSD
i    (   t   divisiont   absolute_importt   print_functionN(   t   sarimax(   t   assert_equalc       	   C` s=  t  j d d d d d d ƒ }  t j j d ƒ t  j t j j d d	 ƒ d
 |  d  ƒ} t j | d d ƒ} | j	 | j
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 ƒ } | j ƒ  } t | j | j d d ƒ t t | ƒ | j ƒ t | j j |  d d !j ƒ | j ƒ  } t | j d |  d ƒ t j | d d d d d t ƒ} | j	 | j
 ƒ } | j ƒ  } t | j | j d d ƒ t t | ƒ | j ƒ t | j j |  d d !j ƒ | j ƒ  } t | j d |  d ƒ d  S(   Nt   starts
   1950-01-01t   periodsi   t   freqt   Dièò t   sizei
   t   indexiÿÿÿÿt   orderi   i    t   simple_differencingi   t   seasonal_orderi   (   i   i    i    (   i   i   i    (   i   i   i    (   i    i   i    i   i   i   (   t   pdt
   date_ranget   npt   randomt   seedt   Seriest   normalR   t   SARIMAXt   filtert   start_paramst   predictR   t   lent   nobsR
   t   valuest   forecastt   Truet   shape(   R
   t   endogt   modt   rest   predt   fcast(    (    sO   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_prediction.pyt   test_predict_dates   s6    (	(   t   __doc__t
   __future__R    R   R   t   numpyR   t   pandasR   t   statsmodels.tsa.statespaceR   t   numpy.testingR   R$   (    (    (    sO   lib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_prediction.pyt   <module>   s   