
p7]c           @   s   d  Z  d d l Z d d l Z d d l m Z d d l m Z d d l m	 Z	 d d l
 m Z d e f d     YZ d	 e f d
     YZ d e f d     YZ d S(   s>   

Created on Thu Jul 04 23:44:33 2013

Author: Josef Perktold
iN(   t   assert_allclose(   t   arma_generate_sample(   t   TArma(   t   Armat   CheckTArmaMixinc           B   s/   e  Z d    Z e j j d    Z d   Z RS(   c         C   s   d d d d d d g } xF t  |  D]8 \ } } t t |  j |  |  j | d d d	 d
 q% Wt |  j j   |  j d d d	 d
 d  S(   Nt   paramst   bset   tvaluest   pvaluest   bsejhjt   bsejact   atolg-C6?t   rtolgMbP?(   t	   enumerateR    t   getattrt   rest
   res1_tablet   conf_intt   res1_conf_int(   t   selft   attrst   rowt   attr(    (    sF   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tarma.pyt   test_params   s
    %c         C   sL   |  j  j   t j t |  j  j   } |  j  j |  |  j  j |  d  S(   N(   R   t   summaryt   npt   eyet   lenR   t   t_testt   f_test(   R   t   rmat(    (    sF   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tarma.pyt
   test_smoke   s    c         C   sm   t  |  j d |  j d d d d |  j d t j t j |  j d   } t  | |  j d d d d d  S(   Ni    R   g-C6?R   gMbP?i   (   R    t   res_lst	   ls_paramsR   t   sqrtt   diagt   ls_bse(   R   R   (    (    sF   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tarma.pyt   test_fit_ls#   s    #(   t   __name__t
   __module__R   t   pytestt   markt   smokeR   R%   (    (    (    sF   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tarma.pyR      s   	t	   TestTArmac           B   s   e  Z e d     Z RS(   c         C   s  d } d d d g } d d g } d   } t  j j d  t | | | d d d	 | d
 d } t |  } d> } | j d |  |  _ | j d | d t  j |  j d d d f d d d t	  |  _
 t  j d d d d d g d d d d d g d d d d  d! g d" d# d" d" d" g d$ d% d& d' d( g d) d* d+ d, d- g g  |  _ t  j d. d/ g d0 d1 g d2 d3 g d4 d5 g d6 d7 g g  |  _ t  j d8 d9 d: g  |  _ t  j d; d< d= g  |  _ d  S(?   Ni  i   g      g?gffffff?c         S   s   t  j j d d |  S(   Ni   t   size(   R   t   randomt
   standard_t(   t   n(    (    sF   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tarma.pyt   <lambda>5   t    io" t   sigmat   distrvst   burnini   t   ordert   start_paramsi    i   t   methodt   nmt   dispg!yb?g-ᖰg4Qj?g,Adp@gkTt!?gb?gˁ??gWz?goy%?g,:?gS"@gg͏TgZ+54@gSC@g:rx1@g        gDۜ?g@}0?gV"?gYğ?gɉ#;?gi}Ū?g}Χ?gd?g9n?g)	h\?gVhk?gF>fR?g:U/?gz/3Ŀg4؀?g89?gvf?g< @gC'Z@g?|b?gLIO?g	d~?gjpǂgs*t?gEx W?grD?g+?(   i   i   (   R   R-   t   seedR   R   t   fitR    t   fit_mlet   r_t   FalseR   t   arrayR   R   R!   R$   (   t   clst   nobst   art   mat   distt   xt   modR5   (    (    sF   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tarma.pyt   setup_class/   s6    					(   R&   R'   t   classmethodRG   (    (    (    sF   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tarma.pyR+   ,   s   t   TestArmac           B   s   e  Z e d     Z RS(   c      
   C   s  d } d d d g } d d g } d   } t  j j d  t | | | d d d	 | d
 d } t |  } d6 } | j d |  |  _ | j d | d t  j |  j d d f d d d t	  |  _
 t  j d d d d g d d d d g d d d d g d d d d g d  d! d" d# g d$ d% d& d' g g  |  _ t  j d( d) g d* d+ g d, d- g d. d/ g g  |  _ t  j d0 d1 d2 g  |  _ t  j d3 d4 d5 g  |  _ d  S(7   Ni  i   g      g?gffffff?c         S   s   t  j j d d |  S(   Ni   R,   (   R   R-   R.   (   R/   (    (    sF   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tarma.pyR0   \   R1   io" R2   R3   R4   i   R5   R6   i    R7   R8   R9   g}_"?g=X>Âgt?g}ʣ?gV
`N?gJAu{?g\?gL~,?g
@gT*gID*2@gG{;?@g        g%#?gX/?gF;0 ?g	Ca?g܃k?g5$S.?g+n?gFF?g]UA??g5m?gTi͇?g0O!ȿg?g҈Wa?g9&e?gu >C?g`ז	x?g	d~?gjpǂgs*t?gEx W?grD?g+?(   i   i   (   R   R-   R:   R   R   R;   R    R<   R=   R>   R   R?   R   R   R!   R$   (   R@   RA   RB   RC   RD   RE   RF   R5   (    (    sF   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tarma.pyRG   V   s4    				(   R&   R'   RH   RG   (    (    (    sF   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tarma.pyRI   S   s   (   t   __doc__R(   t   numpyR   t   numpy.testingR    t   statsmodels.tsa.arima_processR   t   statsmodels.miscmodels.tmodelR   t   statsmodels.tsa.arma_mleR   t   objectR   R+   RI   (    (    (    sF   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tarma.pyt   <module>   s   '