ó
áp7]c           @   s^  d  Z  d d l Z d d l Z d d l Z d d l m Z d d l m	 Z	 d Z
 d Z d Z d Z d	 Z d
 Z d Z e j j e j j e ƒ ƒ Z e j j e d d ƒ Z e j e d d ƒZ e j j e d d ƒ Z e j e d d 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 S(   s%  
Test for BDS test for IID time series

References
----------

Kanzler, Ludwig. 1998.
BDS: MATLAB Module to Calculate Brock, Dechert & Scheinkman Test for
Independence.
Statistical Software Components. Boston College Department of Economics.
http://ideas.repec.org/c/boc/bocode/t871803.html.

iÿÿÿÿN(   t   bds(   t   assert_almost_equali   i   i   i   i   i   i   t   resultss   bds_data.csvt   headers   bds_results.csvt   CheckBDSc           B   s    e  Z d  Z d „  Z d „  Z RS(   sF   
    Test BDS

    Test values from Kanzler's MATLAB program bds.
    c         C   s   t  |  j d |  j t ƒ d  S(   Ni    (   R   t   rest	   bds_statst	   DECIMAL_8(   t   self(    (    s=   lib/python2.7/site-packages/statsmodels/tsa/tests/test_bds.pyt	   test_stat+   s    c         C   s   t  |  j d |  j t ƒ d  S(   Ni   (   R   R   t   pvaluesR   (   R   (    (    s=   lib/python2.7/site-packages/statsmodels/tsa/tests/test_bds.pyt   test_pvalue.   s    (   t   __name__t
   __module__t   __doc__R	   R   (    (    (    s=   lib/python2.7/site-packages/statsmodels/tsa/tests/test_bds.pyR   %   s   	t   TestBDSSequencec           B   s   e  Z d  Z e d „  ƒ Z RS(   s%   
    BDS Test on np.arange(1,26)
    c         C   s…   t  t  d d k |  _  t j |  j  d d ƒ |  _ t j |  j  d d ƒ |  _ t d t d j ƒ  |  _ t |  j d ƒ |  _ d  S(   Ni    i   i   i   i   (	   R   t   npt   arrayR   R
   t   datat   notnullR    R   (   t   cls(    (    s=   lib/python2.7/site-packages/statsmodels/tsa/tests/test_bds.pyt   setup_class6   s
    (   R   R   R   t   classmethodR   (    (    (    s=   lib/python2.7/site-packages/statsmodels/tsa/tests/test_bds.pyR   2   s   t   TestBDSNormalc           B   s   e  Z d  Z e d „  ƒ Z RS(   s/   
    BDS Test on np.random.normal(size=25)
    c         C   s…   t  t  d d k |  _  t j |  j  d d ƒ |  _ t j |  j  d d ƒ |  _ t d t d j ƒ  |  _ t |  j d ƒ |  _ d  S(   Ni    i   i   i   i   (	   R   R   R   R   R
   R   R   R    R   (   R   (    (    s=   lib/python2.7/site-packages/statsmodels/tsa/tests/test_bds.pyR   D   s
    (   R   R   R   R   R   (    (    (    s=   lib/python2.7/site-packages/statsmodels/tsa/tests/test_bds.pyR   @   s   t   TestBDSCombinedc           B   s   e  Z d  Z e d „  ƒ Z RS(   sR   
    BDS Test on np.r_[np.random.normal(size=25), np.random.uniform(size=25)]
    c         C   s…   t  t  d d k |  _  t j |  j  d d ƒ |  _ t j |  j  d d ƒ |  _ t d t d j ƒ  |  _ t |  j d ƒ |  _ d  S(   Ni    i   i   i   i   (	   R   R   R   R   R
   R   R   R    R   (   R   (    (    s=   lib/python2.7/site-packages/statsmodels/tsa/tests/test_bds.pyR   R   s
    (   R   R   R   R   R   (    (    (    s=   lib/python2.7/site-packages/statsmodels/tsa/tests/test_bds.pyR   N   s   t   TestBDSGDPC1c           B   s   e  Z d  Z e d „  ƒ Z RS(   s   
    BDS Test on GDPC1: 1947Q1 - 2013Q1

    References
    ----------
    http://research.stlouisfed.org/fred2/series/GDPC1
    c         C   s…   t  t  d d k |  _  t j |  j  d d ƒ |  _ t j |  j  d d ƒ |  _ t d t d j ƒ  |  _ t |  j d ƒ |  _ d  S(   Ni    i   i   i   i   i   (	   R   R   R   R   R
   R   R   R    R   (   R   (    (    s=   lib/python2.7/site-packages/statsmodels/tsa/tests/test_bds.pyR   d   s
    (   R   R   R   R   R   (    (    (    s=   lib/python2.7/site-packages/statsmodels/tsa/tests/test_bds.pyR   \   s   (#   R   t   ost   numpyR   t   pandast   pdt   statsmodels.tsa.stattoolsR    t   numpy.testingR   R   t	   DECIMAL_6t	   DECIMAL_5t	   DECIMAL_4t	   DECIMAL_3t	   DECIMAL_2t	   DECIMAL_1t   patht   dirnamet   abspatht   __file__t   curdirt   joint	   data_filet   read_csvt   NoneR   t   res_fileR   t   objectR   R   R   R   R   (    (    (    s=   lib/python2.7/site-packages/statsmodels/tsa/tests/test_bds.pyt   <module>   s,   