ó
áp7]c           @   sg   d  Z  d d l m Z d d l Z d d l m Z m Z d d l j	 j
 Z d d l m Z d   Z d S(   sg   Test for autolag of adfuller, unitroot_adf

Created on Wed May 30 21:39:46 2012
Author: Josef Perktold
i˙˙˙˙(   t	   iteritemsN(   t   assert_equalt   assert_almost_equal(   t	   macrodatac          C   s(  t  j   j }  x~t d d d d g  D]d\ } } t j |  d j  } t j |  } t j	 | d d  d d d	 | d
 t d t } | d } t t | j  d  x§ t t | j   d  D] \ } } | | }	 t | j j d d   | f | d d ! t | j j d | d d   f | |	 d !d  d  d   t | j d  qŔ Wt j	 | d d d d  d	 | }
 t | d  |
 d  d d q( Wd } t j	 | d d d d d	 | d
 t d t } t t | d j  d  t j	 | d d d d d	 | d
 t d t } t t | d j  d  d  S(   Nt   nct   ct   ctt   cttt   realgdpt   maxlagt   autolagt   aict
   regressiont   storet
   regresultsi˙˙˙˙i   i   i   iö˙˙˙iő˙˙˙i   t   decimali   i    i   i   i   (   R   t   load_pandast   datat	   enumeratet   npt   logt   valuest   difft   tsastt   adfullert   Nonet   TrueR   t   lent   autolag_resultst   sortedR    t   modelt   exogt   usedlagR   (   t   d2t   k_trendt   trt   xt   xdt   adf3t   st2t   lt   rest   lagt   adf2(    (    sF   lib/python2.7/site-packages/statsmodels/tsa/tests/test_adfuller_lag.pyt   test_adf_autolag   s,    %
&
*<!(   t   __doc__t   statsmodels.compat.pythonR    t   numpyR   t   numpy.testingR   R   t   statsmodels.tsa.stattoolst   tsat	   stattoolsR   t   statsmodels.datasetsR   R,   (    (    (    sF   lib/python2.7/site-packages/statsmodels/tsa/tests/test_adfuller_lag.pyt   <module>   s   