ó
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 Z
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 „  Z e e e ƒ Z e j d d e d ƒ ƒe j d d d g e j d d d g ƒ j d d d d g d d ƒGHd GHd d d d d g Z e j d d d g ƒ j e j e ƒ j ƒ Z e j d d d g e e d d d d g d d ƒGHe j e d d d g ƒ d GHd d d „ Z d „  Z e e j j d ƒ ƒ GHe e e ƒ Z e j d  d d! d g ƒd d d g Z e j d" d# d$ g ƒ d d … d f Z e j d! g e e d d% g d d% ƒGHe j  d! g ƒ GHe j e d! g ƒ GHd Z! e! r£d d l" j# Z$ e j% d g e j d g ƒ j& ƒ e$ j' d& ƒ e$ j( ƒ  n  d S('   s5   
Created on Fri Sep 30 15:20:45 2011

@author: josef
iÿÿÿÿ(   t   lrangeN(   t   stats(   t
   StatTestMC(   t   acorr_ljungboxt   unitroot_adfiô  g        c         C   s   | t  j j |  ƒ S(   N(   t   npt   randomt   randn(   t   nobst   loc(    (    sD   lib/python2.7/site-packages/statsmodels/sandbox/tools/try_mctools.pyt   normalnoisesim   s    c         C   s)   t  |  d d ƒ\ } } t j | | f S(   Nt   lagsi   (   R   R   t   r_(   t   xt   st   p(    (    sD   lib/python2.7/site-packages/statsmodels/sandbox/tools/try_mctools.pyt   lb   s    iˆ  t   statindicesi   i   i   i   t   varnamess   lag 1s   lag 2s   lag 3t   titleR   s   

g{®Gáz„?gš™™™™™™?gš™™™™™©?gš™™™™™¹?g333333ï?c         C   s   | t  j j |  ƒ j ƒ  S(   N(   R   R   R   t   cumsum(   R   t   drift(    (    sD   lib/python2.7/site-packages/statsmodels/sandbox/tools/try_mctools.pyt   randwalksim(   s    c         C   s   t  |  d d d d d  ƒS(   Ni   t
   trendorderi    t   autolag(   R   t   None(   R   (    (    sD   lib/python2.7/site-packages/statsmodels/sandbox/tools/try_mctools.pyt   adf20+   s    id   i'  i    gpÜepAÿÀg%,x"Àg'ÉUÖ©Àt   adfs   acorr_ljungbox - MC versus chi2()   t   __doc__t   statsmodels.compat.pythonR    t   numpyR   t   scipyR   t!   statsmodels.sandbox.tools.mctoolsR   t$   statsmodels.sandbox.stats.diagnosticR   R   R
   R   t   mc1t   runt   summary_quantilest   chi2t   ppft   fract
   atleast_2dt   Tt   critt   summary_cdft   cdfR   R   R   R   t   mc2t   arrayR   t	   quantilest   doplott   matplotlib.pyplott   pyplott   pltt	   plot_histt   pdfR   t   show(    (    (    sD   lib/python2.7/site-packages/statsmodels/sandbox/tools/try_mctools.pyt   <module>   sJ   	--	(	"