
p7]c           @   s|   d  d l  Z d  d l Z e j j e j j e   Z d e f d     YZ	 d e f d     YZ
 d e f d     YZ d S(   iNt   ARLagResultsc           B   s   e  Z d  Z d d  Z RS(   s   
    Results are from R vars::VARselect for sunspot data.

    Comands run were

    var_select <- VARselect(SUNACTIVITY, lag.max=16, type=c("const"))
    t   constc      @   C   s   | d k r d d d d d d d d	 d
 d d d d d d d d d d d d d d d d d d d d d d  d! d" d# d$ d% d& d' d( d) d* d+ d, d- d. d/ d0 d1 d2 d3 d4 d5 d6 d7 d8 d9 d: d; d< d= d> d? d@ dA g@ } t  j |  j dB dC dD dE |  _ n  d  S(F   NR   g3;?@gjXYI@gd>X@gp8@g#c(@ga@g479@gsԹq@gqk@gԀ@g޼@g&&]}q@gÎ@g#@g@g,ɔq@ghc'㛕@gNR@g=i@g6q@g	Cy@gT㎧@gjF@g}ؔcq@gf59V@gUo@g瓍@gTp@g&*@g.YX@gon3@gVo@gG@g*[xC"@g?e^o@gkg	n@g!ZͲ@gGҽ\.@g'ˇ-@gQ	Hn@gY@@gops:@g@g^|n@g,.ϟ@gokF@gxY=Ӫ@g];\n@g%p)
@g?(R@g
@g03Ln@gZ@gO/W[@g\&E@g*#a0o@g٥ @gFzlb@gen@gRUo@g%mQ@g1D_g@gu@g.c+o@i   it   ordert   F(   t   npt   asarrayt   reshapet   ic(   t   selft   typeR   (    (    sG   lib/python2.7/site-packages/statsmodels/tsa/tests/results/results_ar.pyt   __init__   s0    																						(   t   __name__t
   __module__t   __doc__R
   (    (    (    sG   lib/python2.7/site-packages/statsmodels/tsa/tests/results/results_ar.pyR       s   t   ARResultsOLSc           B   s   e  Z d  Z e d  Z RS(   sy   
    Results of fitting an AR(9) model to the sunspot data.

    Results were taken from Stata using the var command.
   c      
   C   s  d |  _  | rd d d d d d d d	 d
 d g
 |  _ d d d d d d d d d d g
 |  _ d d d d d d d d d d g
 |  _ d  |  _ d! |  _ d" |  _ t j j	 t
 d#  } t j |  } | d  d$  d% f } | d$ d   d& f } ~ | |  _ | |  _ | dP |  _ | d)  |  _ t j | dQ | dR  f  |  _ |  j |  _ t j | d, | f  |  _ t j | | d-  f  |  _ | |  _ t j | d, | d.  f  |  _ t j | d, | d/  f  |  _ n| sd0 d1 d2 d3 d4 d5 d6 d7 d8 g	 |  _ d9 d: d; d< d= d> d? d@ dA g	 |  _ dB dC dD dE dF dG dH dI dJ g	 |  _ dK |  _ dL |  _ dM |  _ dN |  _ t j j	 t
 dO  } t j |  } | d  d$  d% f } | d$ d   d& f } ~ | |  _ | |  _ | dS |  _ | d)  |  _ t j | dT | dU  f  |  _ |  j |  _ t j | d, | f  |  _ t j | | d-  f  |  _ | |  _ t j | d, | d.  f  |  _ t j | d, | d/  f  |  _ n  d  S(V   Ng     r@gn
@gHm?gޖNB`ٿg\B)QſgG,?gX&J9gzhkt?ggj֩?g(/Cgs29?gKN@gＰ?gb+X
c?g%?g7'_"?g1
?gmw	?g%)Bѐ?g78%D?gȍ?gvN@g$M.?g,Ŷ?gMu?g$jj?go?g*Pd?g6O[?g?gj"?g3A.@g\}rm@g)<Ns   AROLSConstantPredict.csvi,  i    i   id   i	   i   i   ie   ii   i   i   g="?gĦXAٿg$:n=Ŀg_ZF?g3#gϐ6?g{b?g-wlUgM:?gXx6}?g ?gyhY?g|eoE?gO]cS?gj!B?gT<?gOԭ?g^I)?gno?gQ7?gsϴ?g$ܠ?g?gI`s?g`H?gG?gŀ6	?gm .@gl_l@g*{]g*AuM n@s   AROLSNoConstantPredict.csvi[   i   i\   i[   i   i\   (   t   avobst   paramst	   bse_statat	   bse_gretlt   rmset   fpet   llft   ost   patht   joint   cur_dirR   t   loadtxtt   FVOLSnneg1start0t   FVOLSnneg1start9t   FVOLSnneg1start100t   FVOLSn200start0t   hstackt   FVOLSn200start200t   FVOLSn200startneg109t   FVOLSn100start325t   FVOLSn301start9t   FVOLSdefaultt   FVOLSn4start312t   FVOLSn15start312t   sigma(   R   t   constantt   filenamet   predictresultst   fvt   pv(    (    sG   lib/python2.7/site-packages/statsmodels/tsa/tests/results/results_ar.pyR
   2   s    												 	 #						 	 (   R   R   R   t   TrueR
   (    (    (    sG   lib/python2.7/site-packages/statsmodels/tsa/tests/results/results_ar.pyR   ,   s   t   ARResultsMLEc           B   s   e  Z d  Z e d  Z RS(   st   
    Results of fitting an AR(9) model to the sunspot data using exact MLE.

    Results were taken from gretl.
    c         C   s{  d |  _  | rwt j j t d  } t j j t d  } t j | d d } | d  d   d f } t j | d d d d } | d  |  _ | d	 d !|  _	 | d
 d !|  _
 | d  |  _ | d |  _ | d |  _ | d	 d !|  _ | d  |  _ | d d !|  _ | d d !|  _ | d  d   d f |  _ | d  d   d f |  _ | d  d   d f |  _ | d  d   d f |  _ n  d  S(   Ni,  s   ARMLEConstantPredict.csvs#   results_ar_forecast_mle_dynamic.csvt	   delimitert   ,i   t   skip_headeri5  i	   id   i   i   i4  i6  i.  i   i9  i   i   i    i   (   R   R   R   R   R   R   R   t
   genfromtxtt   FVMLEdefaultt   FVMLEstart9end308t   FVMLEstart100end308t   FVMLEstart0end200t   FVMLEstart200end334t   FVMLEstart308end334t   FVMLEstart9end309t   FVMLEstart0end301t   FVMLEstart4end312t   FVMLEstart2end7t   fcdynt   fcdyn2t   fcdyn3t   fcdyn4(   R   R(   R)   t	   filename2R*   R,   t	   dynamicpv(    (    sG   lib/python2.7/site-packages/statsmodels/tsa/tests/results/results_ar.pyR
      s.    		(   R   R   R   R-   R
   (    (    (    sG   lib/python2.7/site-packages/statsmodels/tsa/tests/results/results_ar.pyR.      s   (   t   numpyR   R   R   t   dirnamet   abspatht   __file__R   t   objectR    R   R.   (    (    (    sG   lib/python2.7/site-packages/statsmodels/tsa/tests/results/results_ar.pyt   <module>   s
   %