ó áp7]c@sWddlZddlmZddlmZdddddd„Zdd„Ze d krSd d d gZ d d dgZ dZ e ZerSxÁddd gD]­ZddlZejƒZedddeƒ\ZZZdGHdGHeGHde defGHdejƒefGHdGHeeeƒdGHeeƒdGHeeejdƒƒqœWqSndS(iÿÿÿÿN(tarma_generate_sample(tArmai iègà?cCsu|d krdddg}n|d kr<dddg}ng}g}xöt|ƒD]è}t|||d|ƒ| }||jƒ8}t|ƒ} | jd ƒ\} } } } }|j| ƒ| j| ƒ}tj tj ||ƒ|ƒ}| d k r |j|tj tj | ƒƒƒqU|jtj tj | ƒƒqUWtj|d|dftj|ƒtj|ƒfS( sÇrun Monte Carlo for ARMA(2,2) DGP parameters currently hard coded also sample size `nsample` was not a self contained function, used instances from outer scope now corrected gð?gš™™™™™á¿gš™™™™™¹¿g333333Ó?gš™™™™™É?ièiiN(ii(tNonetrangeRtmeanRtfittappendt geterrorstnptsqrttdottdiagtnant zeros_liketr_tarray(tnitertnsampletartmatsigtresultst results_bset_ty2tarest2trhohat2atcov_x2atinfodicttmesgtierterr2atsige2a((sBlib/python2.7/site-packages/statsmodels/sandbox/mcevaluate/arma.pytmcarma22 s$     &!cCs|dkr%tj|jdƒ}ntj|ƒjdƒ}d|jƒfGH||}dGHtj||djdƒƒGHdGH||jdƒGHdGHtj||dƒGHdGHtj|||d dƒGHd GHtjtj ||ƒdƒGHd GH||kjdƒGHdS( Nis!fractions of iterations with nanstRMSEiis mean biass median biassmedian bias percentidsmedian absolute errorspositive error fraction( RRtzerostshapetisnantanyRR tmediantabs(trestrttnanrows((sBlib/python2.7/site-packages/statsmodels/sandbox/mcevaluate/arma.pyt mc_summary-s"  t__main__gð?gš™™™™™á¿gš™™™™™¹¿g333333Ó?gš™™™™™É?iÈgš™™™™™¹?RidRs Results for Monte Carlottrues nsample =ssigma = selapsed time for Monte Carlos MC of rho versus trues MC of bse versus zeros MC of bse versus stdi(tnumpyRtstatsmodels.tsa.arima_processRtstatsmodels.tsa.arma_mleRRR!R,t__name__RRRtTruetrun_mcRttimett0R*tres_rhotres_bsetstd(((sBlib/python2.7/site-packages/statsmodels/sandbox/mcevaluate/arma.pyts2 $  8