ó
âp7]c           @  sõ   d  d l  m Z d  d l m Z m Z m Z d  d l Z d  d l m	 Z	 e j
 Z e 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 ƒ Z d e f d „  ƒ  YZ d „  Z d „  Z d d  „ Z d d d! „ Z d S("   iÿÿÿÿ(   t   print_function(   t   lzipt   StringIOt   rangeN(   t   SimpleTablet
   empty_cellt    t   colseps     t   row_pret   row_postt   table_dec_abovet   =t   table_dec_belowt   header_dec_belowt   -t
   header_fmts   %st   stub_fmtt   title_alignt   ct   header_alignt   rt   data_alignst   stubs_alignt   lt   fmtt   txtt
   VARSummaryc           B  s%  e  Z e d  d d d d g 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 ƒ Z e e d  d g d d d d d d d d) ƒZ e e d  d d d d  g d d) d d! d
 d d d d d) ƒZ d" „  Z d# „  Z d) d) d$ „ Z	 d% „  Z
 d& „  Z d' „  Z d( „  Z RS(*   t	   data_fmtss   %#15.6Fs   %#15.3Fs   %#14.3FR   R   R   s     R   R	   R
   R   R   R   R   R   s   %sR   R   R   R   R   R   R   R   R   R   t	   colwidthsi   t    s   %#12.6gs   %#10.4gs   %#5.4gs       c         C  s   | |  _  |  j ƒ  |  _ d  S(   N(   t   modelt   maket   summary(   t   selft	   estimator(    (    s?   lib/python2.7/site-packages/statsmodels/tsa/vector_ar/output.pyt   __init__C   s    	c         C  s   |  j  S(   N(   R    (   R!   (    (    s?   lib/python2.7/site-packages/statsmodels/tsa/vector_ar/output.pyt   __repr__G   s    c         C  so   t  ƒ  } | j |  j ƒ  d ƒ | j |  j ƒ  d ƒ | j |  j ƒ  d ƒ | j |  j ƒ  d ƒ | j ƒ  S(   s&   
        Summary of VAR model
        s   
(   R   t   writet   _header_tablet   _stats_tablet   _coef_tablet   _resid_infot   getvalue(   R!   t   endog_namest
   exog_namest   buf(    (    s?   lib/python2.7/site-packages/statsmodels/tsa/vector_ar/output.pyR   J   s    	c   	      C  s—   d d  l  } |  j } | j ƒ  } d } | j g d g | j d | ƒ g | j d | ƒ g g } d  } d } t | | | d
 | d |  j ƒ} t | ƒ S(   Niÿÿÿÿs   Summary of Regression Resultst   OLSs   %a, %d, %b, %Ys   %H:%M:%Ss   Model:s   Method:s   Date:s   Time:t   titlet   txt_fmt(   s   Model:s   Method:s   Date:s   Time:(	   t   timeR   t	   localtimet   _model_typet   strftimet   NoneR   t	   part1_fmtt   str(	   R!   R1   R   t   tt
   part1titlet	   part1datat   part1headert
   part1stubst   part1(    (    s?   lib/python2.7/site-packages/statsmodels/tsa/vector_ar/output.pyR&   W   s     		   c   	      C  s¼   |  j  } d
 } d } | j g | j g | j g | j g g } | j g | j g | j g | j g g } d  } t
 | | | d	 |  j ƒ} t
 | | | d	 |  j ƒ} | j | ƒ t | ƒ S(   Ns   No. of Equations:s   Nobs:s   Log likelihood:s   AIC:s   BIC:s   HQIC:s   FPE:s   Det(Omega_mle):R0   (   s   No. of Equations:s   Nobs:s   Log likelihood:s   AIC:(   s   BIC:s   HQIC:s   FPE:s   Det(Omega_mle):(   R   t   neqst   nobst   llft   aict   bict   hqict   fpet   detomegaR5   R   t	   part2_fmtt   extend_rightR7   (	   R!   R   t   part2Lstubst   part2Rstubst
   part2Ldatat
   part2Rdatat   part2Lheadert   part2Lt   part2R(    (    s?   lib/python2.7/site-packages/statsmodels/tsa/vector_ar/output.pyR'   q   s$    	      **c      	   C  s4  |  j  } | j } |  j  j } t | j j j ƒ  | j j j ƒ  | j j j ƒ  | j	 j j ƒ  ƒ } d
 } t
 ƒ  } | | j | j } x¡ t | ƒ D]“ } d | j | }	 | j |	 d ƒ t | | | | | d !| | d d  d	 |  j ƒ}
 | j t |
 ƒ d ƒ | | d k  r“ | j d ƒ q“ q“ W| j ƒ  S(   Nt   coefficients
   std. errors   t-statt   probs   Results for equation %ss   
i   R/   R0   (   RO   s
   std. errors   t-statRP   (   R   R>   R,   R   t   paramst   Tt   ravelt   stderrt   tvaluest   pvaluesR   t   k_art   k_trendR   t   namesR%   R   R5   t   default_fmtR7   R*   (   R!   R   t   kt   Xnamest   datat   headerR-   t   dimt   it   sectiont   table(    (    s?   lib/python2.7/site-packages/statsmodels/tsa/vector_ar/output.pyR(   ‹   s&    			c         C  sS   t  ƒ  } |  j j } | j d d ƒ | j t |  j j | | ƒ d ƒ | j ƒ  S(   Ns   Correlation matrix of residualss   
(   R   R   RY   R%   t   pprint_matrixt
   resid_corrR*   (   R!   R-   RY   (    (    s?   lib/python2.7/site-packages/statsmodels/tsa/vector_ar/output.pyR)   ¨   s
    	#N(   t   __name__t
   __module__t   dictRZ   R5   R6   RF   R#   R$   R   R&   R'   R(   R)   (    (    (    s?   lib/python2.7/site-packages/statsmodels/tsa/vector_ar/output.pyR      sL   									c         C  s   d } d } t  |  | | ƒ S(   Ns"   Normality skew/kurtosis Chi^2-tests3   H_0: data generated by normally-distributed process(   t   hypothesis_test_table(   t   resultsR/   t   null_hyp(    (    s?   lib/python2.7/site-packages/statsmodels/tsa/vector_ar/output.pyt   normality_summary²   s    c         C  sê   t  t d d d d d g ƒ} t ƒ  } t |  d |  d |  d t |  d ƒ g g d	 d
 d d g d g d d  d | ƒ} | j | d ƒ | j t | ƒ d ƒ | j | d ƒ | j d |  d ƒ | j d |  d d ƒ | j ƒ  S(   NR   s   %#15.6Fs   %#15.3Fs   %st	   statistict
   crit_valuet   pvaluet   dfs   Test statistics   Critical Values   p-valueR   R/   R0   s   
s   Conclusion: %s H_0t
   conclusions    at %.2f%% significance levelt   signifid   (   Rg   t   _default_table_fmtR   R   R7   R5   R%   R*   (   Ri   R/   Rj   R   R-   Rb   (    (    s?   lib/python2.7/site-packages/statsmodels/tsa/vector_ar/output.pyRh   ¸   s    		
	c         C  s|  t  ƒ  } t | ƒ t | ƒ } } | d  k ri d } g  | D]% } t t t | ƒ ƒ d | ƒ ^ q; } n | f | } t g  | D] }	 t t |	 ƒ ƒ ^ q€ ƒ d }
 t d |
 ƒ } x1 t | ƒ D]# \ } } | t | | | ƒ 7} qÁ W| j | d ƒ xv t | ƒ D]h \ } } d | j |
 ƒ } x5 t	 | ƒ D]' } | t |  | | f | | ƒ 7} q2W| j | d ƒ qW| j
 ƒ  S(   Ni
   i   R   s   
s   %s(   R   t   lenR5   t   maxR7   t   _pfixedt	   enumerateR%   t   ljustR   R*   (   t   valuest   rlabelst   clabelst	   col_spaceR-   RR   t   Kt	   min_spaceR   t   xt	   row_spacet   headt   jt   hR`   t   rlabt   line(    (    s?   lib/python2.7/site-packages/statsmodels/tsa/vector_ar/output.pyRc   Ï   s"    	5/%c         C  sT   t  |  t ƒ r; | r$ | |  ƒ } n
 d |  } | j | ƒ Sd |  |  j | ƒ Sd  S(   Ns   %#8.6Fs   %s(   t
   isinstancet   floatt   rjust(   t   st   spacet   nanRept   float_formatt	   formatted(    (    s?   lib/python2.7/site-packages/statsmodels/tsa/vector_ar/output.pyRu   î   s    
(   t
   __future__R    t   statsmodels.compat.pythonR   R   R   t   numpyt   npt   statsmodels.iolibR   t   arrayt   matRg   Rr   t   objectR   Rk   Rh   R5   Rc   Ru   (    (    (    s?   lib/python2.7/site-packages/statsmodels/tsa/vector_ar/output.pyt   <module>   s0   		—		