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    Kvf                      @   sF   d Z ddlZddlmZmZ ddlmZ ddlm	  m
Z dd ZdS )zYTest for autolag of adfuller

Created on Wed May 30 21:39:46 2012
Author: Josef Perktold
    N)assert_almost_equalassert_equal)	macrodatac               	   C   s  t  j} t| d j}tddddgD ]\}}t| d j}t|}tj	|d d|ddd}|d	 }t
t|jd
 t|j d d D ]p\}}|| }	t
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|jd qtj	|dd |d}
t|d d |
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t|d	 jd d S )NZrealgdpncctZcttZaicT)maxlagautolag
regressionstoreZ
regresults      ii      )r   r	   r
      )decimal   r   )r   Zload_pandasdatanplogvalues	enumerateZdifftsastZadfullerr   lenZautolag_resultssorteditemsmodelZexogZusedlagr   )Zd2xZk_trendtrZxdZadf3Zst2iresZlagZadf2 r"   K/tmp/pip-unpacked-wheel-2v6byqio/statsmodels/tsa/tests/test_adfuller_lag.pytest_adf_autolag   s@    

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  "2 
  
  r$   )__doc__Znumpyr   Znumpy.testingr   r   Zstatsmodels.datasetsr   Zstatsmodels.tsa.stattoolsZtsaZ	stattoolsr   r$   r"   r"   r"   r#   <module>   s
   