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Created on Fri Sep 30 15:20:45 2011

@author: josef
é    )ÚlrangeN)Ústats)Ú
StatTestMC)Úacorr_ljungbox©Úadfulleréô  ç        c                 C   s   |t j | ¡ S ©N)ÚnpÚrandomÚrandn)ÚnobsÚloc© r   úI/tmp/pip-unpacked-wheel-2v6byqio/statsmodels/sandbox/tools/try_mctools.pyÚnormalnoisesim   s    r   c                 C   s   t | dd\}}tj||f S )Né   )Zlags)r   r   Zr_)ÚxÚsÚpr   r   r   Úlb   s    r   iˆ  r   )Zstatindicesé   é   é   zlag 1zlag 2zlag 3r   )ÚvarnamesÚtitlez

g{®Gáz„?gš™™™™™™?gš™™™™™©?gš™™™™™¹?g333333ï?c                 C   s   |t j | ¡  ¡ S r
   )r   r   r   Zcumsum)r   Zdriftr   r   r   Úrandwalksim(   s    r   c                 C   s   t | ddd dS )Nr   Ún)Z
regressionZautolagr   )r   r   r   r   Úadf20,   s    r   éd   i'  gpÜepAÿÀg%,x"Àg'ÉUÖ©ÀZadfzacorr_ljungbox - MC versus chi2)r   r	   )r   r	   )*Ú__doc__Zstatsmodels.compat.pythonr   Znumpyr   Zscipyr   Z!statsmodels.sandbox.tools.mctoolsr   Zstatsmodels.stats.diagnosticr   Zstatsmodels.tsa.stattoolsr   r   r   Zmc1ÚrunÚprintZsummary_quantilesZchi2ZppfÚfracZ
atleast_2dÚTÚcritZsummary_cdfZcdfr   r   r   r   Zmc2ÚarrayZ	quantilesZdoplotZmatplotlib.pyplotZpyplotZpltZ	plot_histZpdfr   Úshowr   r   r   r   Ú<module>   sR   
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