
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 e	   Z 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$ d% d& d' d( d) d* d+ d, d- d. d/ d0 d1 d2 d3 d4 d5 d6 d7 d8 d9 d: d; d< d= d> d? d@ dA dB g< e _ e j dC dD dE dF dG dH dI dJ dK dL dM dN dO dP dQ dR dS dT dU dV dW dX dY dZ d[ d\ d] d^ d_ d` da db dc dd de df dg dh di dj dk dl dm dn do dp dq dr ds dt du dv dw dx dy dz d{ d| d} d~ g<  e _ e j d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d dp d d d d d d d d d d d d d d d d d d d d d d d d d d d g<  e _ e j d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d d ds d d d d d d d d d d d d g<  e _ e j d d d d d d d d d d d d d d d d ddddddddd	d
dddddddddddddddddddddd d!d"d#d$d%d&d'd(d)d*d+d,g<  e _ d-e f d.    YZ d/e f d0    YZ d1e f d2    YZ d S(3  s>   

Created on Sun Jun 30 20:25:22 2013

Author: Josef Perktold
iN(   t   assert_allclose(   t   add_constant(   t   Holder(   t   TLinearModels   Apr.1982s   Apr.1983s   Apr.1984s   Apr.1985s   Apr.1986s   Aug.1982s   Aug.1983s   Aug.1984s   Aug.1985s   Aug.1986s   Dec.1982s   Dec.1983s   Dec.1984s   Dec.1985s   Dec.1986s   Feb.1284s   Feb.1982s   Feb.1983s   Feb.1985s   Feb.1986s   Jan.1982s   Jan.1983s   Jan.1984s   Jan.1985s   Jan.1986s   Jul.1982t   July1983t   July1984t   July1985t   July1986t   June1982t   June1983t   June1984t   June1985t   June1986s   Mar.1982s   Mar.1983s   Mar.1984s   Mar.1985s   Mar.1986t   May1982t   May1983t   May1984t   May1985t   May1986s   Nov.1982s   Nov.1983s   Nov.1984s   Nov.1985s   Nov.1986s   Oct.1982s   Oct.1983s   Oct.1984s   Oct.1985s   Oct.1986s	   Sept.1982s	   Sept.1983s	   Sept.1984s	   Sept.1985s	   Sept.1986gFxgr鷯gq=
ףpg	c?gH.!gZڊg\mgc]F?gʡEg(\µ?g~jth?gvOjM?g0*gbX9ȶg1?gO@aӻ?g333333?gJY?g5;Nё?g:pΈg333333?g%ugX9vgݓZgX5;N?gjMStg%uggs?g<R!gH}mgw-!l?g=
ףp=?gx$(~gSt$?g48EGgc]F?g@?g|Pk?g	^)ˠga2U0*gH?g 	gL7A`?gQg	c¿g9vzg+?gͪՖ?gDlg6[ ?g?g o_y?geX?gb=ygZӼgfaִ?gRI&¶g0'g_L?gKY8ŽgQg<,Ԛ歿g:pΈgK=U?gjMSgh|?5gvq-g%u?gQ~?gQ?gZӼ?g~jt?g:pΈҞ?gea?gq?gS㥛İ?g~jthgp=
ף?g&gnt?g/$?gp_QgΈ?gX9vgL7A`吿gI+gUN@?gǺfgcZBgvq-?gtF_g7d?gS!uq{go_gUN@?gò?gy&1|gׁsFg[B>٬?ggj+?gZӼㄿg'饿gUN@?g2U0*?gMJ?g-C6*?g"u?g+e?g5;NёgZd;O?g{Gz?gBig rh?g
h"lxzg-?g_Qڋ?g?ܵ|g2%䃮g(\ſglxz,C?gw?ggsg
ףp=
?g+e☿guV?gm{ggj+?gͪՖg_LegSt$?g oŏ?glV}?gAf?g_vO?gΈg,eXgȘ?gy&1l?gN@?gHPsgW2ı?g@߾gy)gj+ݓg6<Rg?g/ng^I+?g?g_vOvg	^)ˀ?g@ǘ?gK=U?g-C6Z?gy&1?g/n?g'Wʲ?gT㥛 ?glxz,Cgǘ?g(\gޓZӬ?g?g}гY?gD?g~jtgHPgfj+?gH?g(y?g8d`g	g?gPsg?߾i   i   i$   i   i)   i   i   i   i8   i3   i.   i   i   i   i%   i   i*   i    i   i   i9   i4   i/   i   i   i   i&   i   i+   i!   i   i   i:   i5   i0   i   i   i   i'   i   i,   i"   i   i	   i;   i6   i1   i   i   i   i(   i   i-   i#   i   i
   i<   i7   i2   i   t   CheckTLinearModelMixinc           B   sA   e  Z d    Z d   Z d   Z d   Z e j j d    Z	 RS(   c         C   sf  |  j  } |  j } t | j d  | j j d d t | j d  | j j d  d   d f d d d d t | j d  | j j d  d   d f d d d d t | j	 d  | j j d  d   d	 f d d
 d d t | j d | j
 d d t | j d | j d d d d t j | j j j    } t | j d | d d t | j | j d d d  S(   Nit   atolgiUMu>i   t   rtolg~jth?gh㈵>i   i   g;On?g-C6
?g{Gz?i(   t   res1t   res2R    t   paramst   loc_fitt   coefficientst   bset   tablet   tvaluest   pvaluest   doft   dofset   npt   sqrtt	   scale_fitt   fitted_valuest   meant   llft   logLik(   t   selfR   R   t	   scale_est(    (    sG   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tmodel.pyt
   test_basicI   s    		 666#c         C   sK   |  j  } t | j | j d d d d t | j | j d d d d d  S(   NR   g333333?R   gMb`?g?gMbp?(   R   R    t   bsejacR   (   R'   R   (    (    sG   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tmodel.pyt   test_bse[   s    	c         C   sd   |  j  } |  j } | j   } | j j | } t | | j j d d t | | j j d d d  S(   NR   gMb0?R   g>(	   R   R   t   predictt   modelt   endogR    R   R#   t	   residuals(   R'   R   R   t   fittedvaluest   resid(    (    sG   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tmodel.pyt   test_fitteda   s    		c         C   s   |  j  } |  j } t | j | j d d t | j | j d d t | j j | j j d d t | j j | j j d d d  S(   NR   g-C6?R   g-C6
?g|=(   R   t   resfR    R   R   R-   R.   t   exog(   R'   R   R3   (    (    sG   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tmodel.pyt   test_formulam   s    		c         C   sv   |  j  } |  j } t j t | j   } | j   | j |  | j |  | j   | j |  | j |  d  S(   N(	   R   R3   R    t   eyet   lenR   t   summaryt   t_testt   f_test(   R'   R   R3   t   contr(    (    sG   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tmodel.pyt
   test_smokew   s    		

(
   t   __name__t
   __module__R)   R+   R2   R5   t   pytestt   markt   smokeR<   (    (    (    sG   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tmodel.pyR   G   s
   				
t
   TestTModelc           B   s   e  Z e d     Z RS(   c         C   s   t  j } t t  j  } t | |  } | j d d d t  } t j d d i t  j d 6t  j d 6} | j d d d t  } d d	 l m	 } | |  _
 | |  _ | |  _ d  S(
   Nt   methodt   bfgst   disps   price ~ CRSPt   datat   pricet   CRSPi   (   t   res_t_dfest(   t   mmt
   m_mariettaR   RH   R   t   fitt   Falset   from_formulat   results_tmodelRI   R   R   R3   (   t   clsR.   R4   t   modt   rest   modfR3   R   (    (    sG   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tmodel.pyt   setup_class   s    			(   R=   R>   t   classmethodRT   (    (    (    sG   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tmodel.pyRB      s   t   TestTModelFixedc           B   s,   e  Z e d     Z e j j d    Z RS(   c         C   s   t  j } t t  j  } t | | d d } | j d d d t  } t j d d i t  j d 6t  j d	 6d d } | j d d d t  } | |  _ | |  _	 d  S(
   Nt   fix_dfi   RC   RD   RE   s   price ~ CRSPRF   RG   RH   (
   RJ   RK   R   RH   R   RL   RM   RN   R   R3   (   RP   R.   R4   RQ   RR   RS   R3   (    (    sG   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tmodel.pyRT      s    			c         C   sv   |  j  } |  j } t j t | j   } | j   | j |  | j |  | j   | j |  | j |  d  S(   N(	   R   R3   R    R6   R7   R   R8   R9   R:   (   R'   R   R3   R;   (    (    sG   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tmodel.pyR<      s    		

(   R=   R>   RU   RT   R?   R@   RA   R<   (    (    (    sG   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tmodel.pyRV      s   (   t   __doc__R?   t   numpyR    t   numpy.testingR    t   statsmodels.tools.toolsR   t   statsmodels.tools.testingR   t   statsmodels.miscmodels.tmodelR   RJ   t
   date_labelt   arrayRK   RH   t   am_cant   datet   objectR   RB   RV   (    (    (    sG   lib/python2.7/site-packages/statsmodels/miscmodels/tests/test_tmodel.pyt   <module>   sn   	666@