U
    KvfFp                  
   @   s   d Z ddlmZmZmZmZmZ ddlZddl	m
Z
mZmZmZ ddlZddlm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 dd
lmZmZmZmZ ddl m!  m"Z# ddl m$Z$m%Z% ej&j'Z(e(dd d Z)e(d Z*dd Z+dd Z,dd Z-dd Z.dd Z/ej0j1dd Z2dd Z3dd Z4dd Z5d d! Z6d"d# Z7d$d% Z8G d&d' d'Z9erfd(neZ:ee: d)ed*d+d,d-d.d/d0g
Z;d1d1d2d2d2d3d3d4d5d6g
Z<d7d8 e=e;e<D Z>ej0?d9e>d:d; Z@G d<d= d=ZAG d>d? d?ZBG d@dA dAZCdBdC ZDdS )Dz/tests for some time series analysis functions

    )PD_LT_2_2_0QUARTER_ENDYEAR_ENDassert_frame_equalassert_series_equalN)assert_array_almost_equalassert_array_equalassert_equalassert_raises)	to_offset)
regression)	macrodata)	stattools)savedrvs)mlacfmlccfmlpacfmlywar)vecvechi     @@c                  C   sL   t jtdddd} ttj | d t jtdddd} ttj | d d S )NF   )adjustedZfftZnlags   )	r   Zacfx100r   r   Zacf100ravelx1000Zacf1000)Zacf_x r   H/tmp/pip-unpacked-wheel-2v6byqio/statsmodels/tsa/tests/test_tsa_tools.pytest_acf)   s      r   c                  C   s   t jtdd  td d ddd d } ttj d d d d d | d t jtdd  td d ddd d } ttj d d d d d | d d S )N   F)r      r   )	r   Zccfr   r   r   Zccf100r   r   Zccf1000)Zccf_xr   r   r   test_ccf2   s    ($(r$   c                  C   sH   t jtddd} ttj | d t jtddd} ttj | d d S )Nr   mlemethod      )	r   Zpacf_ywr   r   r   pacf100r   r   pacf1000)Zpacfywr   r   r   test_pacf_yw9   s    r,   c                  C   s@   t td} ttj | d t td} ttj | d d S )Nr   r   )	r   Zpacf_olsr   r   r   r*   r   r   r+   )Zpacfolsr   r   r   test_pacf_olsA   s    r-   c                   C   sT   t tjdd  tjtdddd  d t tjdd  tjtdddd  d d S )Nr(   
   r%   r&   r   r   r   )r   r   Z	arcoef100r   yule_walkerr   Z
arcoef1000r   r   r   r   r   test_ywcoefI   s    r0   c                  C   s0   t dddddddddddg} t| d d S )Nr(   r#   r)   r      )nparrayr   r/   )xr   r   r   test_yule_walker_interV   s     r7   c              	   C   s\   t ddD ]L}ttj||d  d }t|}tt|t	|t
|s
tq
d S )Nr)   r.   r(   )rangetoolsZunvechr4   randomrandnZduplication_matrixarray_equalr   dotr   AssertionError)reset_randomstatekmZDkr   r   r   test_duplication_matrix^   s    
rB   c              	   C   sL   t ddD ]<}tj||}t|}tt|t|t	|s
t
q
d S )Nr)   r.   )r8   r4   r:   r;   r9   Zelimination_matrixr<   r   r=   r   r>   )r?   r@   rA   ZLkr   r   r   test_elimination_matrixe   s    
rC   c                 C   s@   t jdd}tdd}t t|jt |t|s<t	d S )Nr    r3   )
r4   r:   r;   r9   Zcommutation_matrixr<   r   Tr=   r>   )r?   rA   Kr   r   r   test_commutation_matrixl   s    rF   c                  C   s6   t ddgddgg} t t| ddddgs2td S )Nr(   r)   r3   r    )r4   r5   r<   r   r>   Zarrr   r   r   test_vecr   s    rH   c               	   C   sF   t dddgdddgddd	gg} t t| dddddd	gsBtd S )
Nr(   r)   r3   r             r   	   )r4   r5   r<   r   r>   rG   r   r   r   	test_vechw   s    "rM   c                  C   s8   t dddddddddg	} t t|  r4td S )	Ng     @g      Yg      $      ?              $@g      Y@r   )r4   r5   isnanr9   Z_ar_transparamsanyr>   rG   r   r   r   test_ar_transparams|   s    rS   c                   @   s   e Zd Zedd Zdd Zdd Zdd Zd	d
 Zdd Z	dd Z
dd Zdd Zdd Zdd Zdd Zdd Zdd Zdd Zdd  Zd!d" Zd#d$ Zd%d& Zd'd( Zd)d* Zd+d, Zd-d. Zd/d0 Zd1S )2
TestLagmatc                 C   s   t  }|jddddg | _t| jj}|d| _|d| _t	j
d t	j
d| _dd t| jj| jjD }|| j_| jj| _d S )	Nyearquarterrealgdpcpi90  d   c                 S   s,   g | ]$\}}t t|d  t t| qS z-Qstrint.0yrZqur   r   r   
<listcomp>   s   z*TestLagmat.setup_class.<locals>.<listcomp>)r   load_pandasdatamacro_dflistcolumnsindexrealgdp_loccpi_locr4   r:   seedr;   random_dataziprU   rV   rX   series)clsrd   colsrh   r   r   r   setup_class   s    zTestLagmat.setup_classc                 C   sx   | j j}|t}tj|d d df ddd}t|dd d df ||dd df f}t	|| j
d}t|| d S Nr)   r3   Bothtrimr#   re   valuesastypefloatr   lagmatr4   column_stackr9   add_lagri   r	   selfrd   nddatarz   resultslag_datar   r   r   test_add_lag_insert   s    
,zTestLagmat.test_add_lag_insertc                 C   sn   | j j}|t}tj|d d df ddd}t|dd d d f |f}tj	|| j
ddd}t|| d S Nr)   r3   rs   rt   Finsertrv   r}   r   r   r   test_add_lag_noinsert   s    
z TestLagmat.test_add_lag_noinsertc                 C   s   | j j}|t}tj|d d df ddd}t|dd d d f |f}tj	|| j
ddd}t|| tj	|| j
ddd}t|| d S Nr#   r3   rs   rt   Fr   T)re   rw   rx   ry   r   rz   r4   r{   r9   r|   rj   r	   r~   rd   r   rz   r   r   Z	lag_data2r   r   r   test_add_lag_noinsert_atend   s    

z&TestLagmat.test_add_lag_noinsert_atendc                 C   sv   | j j}|t}tj|d d df ddd}t|dd d df ||dd df f}t	|dd}t
|| d S rr   re   rw   rx   ry   r   rz   r4   r{   r9   r|   r	   r}   r   r   r   test_add_lag_ndarray   s    
,zTestLagmat.test_add_lag_ndarrayc                 C   sl   | j j}|t}tj|d d df ddd}t|dd d d f |f}tj	|dddd}t
|| d S r   r   r}   r   r   r   test_add_lag_noinsert_ndarray   s    
z(TestLagmat.test_add_lag_noinsert_ndarrayc                 C   s   | j j}|t}tj|d d df ddd}t|dd d d f |f}tj	|dddd}t
|| tj	|dddd}t
|| d S r   r   r   r   r   r   "test_add_lag_noinsertatend_ndarray   s    

z-TestLagmat.test_add_lag_noinsertatend_ndarrayc           	      C   s   | j }|jd }tj|dddd\}}t|d df}tdD ]}||||| |f< q@|d d d df }|d d dd f }t|| t|| d S )Nr   r3   nonesepru   originalr    r(   )rl   shaper   rz   r4   zerosr8   r	   )	r~   rd   nrz   ZleadsexpectediZexpected_leadsZexpected_lagsr   r   r   test_sep_return   s    

zTestLagmat.test_sep_returnc                 C   s   | j }tj|ddd}t|dd  |f}tj|ddd}t|| |d d d f }tj|ddd}t|dd  |f}tj|ddd}t|| d S )Nr3   rs   rt   Tlagsr   )rl   r   rz   r4   r{   r9   r|   r	   )r~   rd   rz   r   r   r   r   r   test_add_lag1d   s    
zTestLagmat.test_add_lag1dc                 C   sR   | j }tj|ddd}tj|dddd}t|| tj|dddd}t|| d S )Nr3   rs   rt   T)r   dropr   F)rl   r   rz   r9   r|   r	   )r~   rd   rz   r   r   r   r   test_add_lag1d_drop   s    
zTestLagmat.test_add_lag1d_dropc                 C   s   t jddtfgd}| j}||d< tj|dddd}tj|ddd	d
}t|| tj|dddd
}t|| tj|dd	d
}t|| d S )NrZ   variableZdtyper3   rs   inr   r   Tr   F	r4   r   ry   rl   r   rz   r9   r|   r	   r~   rd   r   rz   r   r   r   r   test_add_lag1d_struct   s    

z TestLagmat.test_add_lag1d_structc                 C   sP   t jddtfgd}| j}||d< tj|ddd}tj|ddd}t|| d S )	NrZ   r   r   r3   rs   rt   T)r   r   r   r   r   r   r   test_add_lag_1d_drop_struct   s    z&TestLagmat.test_add_lag_1d_drop_structc                 C   s|   | j j}|t}tj|d d df ddd}t|dd d df ||dd df f}tj	|| j
ddd}t|| d S )Nr)   r3   rs   rt   r#   T)r   rv   r}   r   r   r   test_add_lag_drop_insert  s    
,z#TestLagmat.test_add_lag_drop_insertc              	   C   sx   | j j}|t}tj|d d df ddd}t|dd tdddgf |f}t	j
|| jdddd	}t|| d S )
Nr)   r3   rs   rt   r   r(   FT)r   r   )re   rw   rx   ry   r   rz   r4   r{   r5   r9   r|   ri   r	   r}   r   r   r   test_add_lag_drop_noinsert  s    
&    z%TestLagmat.test_add_lag_drop_noinsertc                 C   s   | j }tj|dddd}tj|jdddd}t|| tj|dddd}tj|jdddd}t|| tj|dddd\}}tj|jdddd\}}t|| t|| d S )	Nr3   bothr   r   r   exforwardr   )re   r   rz   rw   r	   )r~   rd   r   Zboth_npr   Zlags_npleadZlead_npr   r   r   test_dataframe_without_pandas  s     

   

z(TestLagmat.test_dataframe_without_pandasc                    sl  | j }t|j}|jd }t|d df}|j|d |d df< tddD ]F  fdd|D }|| |j| |  d  d d  f< qL|j	}|d | }t
j|||d}|jdd  }tj| j dd	d
dd}t|| tj| j dd	ddd}	t|	|jd d dd f  tj| j dd	ddd\}	}
t|	|jd d dd f  t|
|jd d d df  d S )Nr   r3      r    r(   c                    s   g | ]}|d  t   qS .L.r]   r`   collagr   r   rb   1  s     z2TestLagmat.test_dataframe_both.<locals>.<listcomp>rg   rh   r   r   Tru   r   
use_pandasr   r   )re   rf   rg   r   r4   r   rw   r8   extendrh   pd	DataFrameilocr   rz   r   r~   rd   rg   r   rw   Znew_colsrh   r   r   r   r   r   r   r   test_dataframe_both*  sL    


(    
        
zTestLagmat.test_dataframe_bothc                 C   s.   t ttj| jddd t ttj| jjd d S )Ni,  Tr   r
   
ValueErrorr   rz   re   rw   r~   r   r   r   test_too_few_observationsG  s        z$TestLagmat.test_too_few_observationsc                 C   s4   t ttj| jdddd t ttj| jjddd d S )Nr3   unknownTru   r   rt   r   r   r   r   r   test_unknown_trimM  s    zTestLagmat.test_unknown_trimc                    s^  | j }t|j}|jd }t|d df}|j|d |d df< tddD ]F  fdd|D }|| |j| |  d  d d  f< qL|j	}|d | }t
j|||d}tj| j dd	d
dd}t|| tj| j dd	ddd}	t|	|jd d dd f  tj| j dd	ddd\}	}
t|	|jd d dd f  t|
|jd d d df  d S )Nr   r3   r   r    r(   c                    s   g | ]}|d  t   qS r   r   r   r   r   r   rb   e  s     z5TestLagmat.test_dataframe_forward.<locals>.<listcomp>r   r   r   Tr   r   r   )re   rf   rg   r   r4   r   rw   r8   r   rh   r   r   r   rz   r   r   r   r   r   r   test_dataframe_forward^  sJ    


(    
        
z!TestLagmat.test_dataframe_forwardc                 C   sd   t ttj| jdddd t ttj| jdddd t ttj| jdddd t ttj| jdddd d S )Nr3   r   Tr   Zbackward)r
   r   r   rz   re   rn   r   r   r   r   test_pandas_errorsy  s@    zTestLagmat.test_pandas_errorsc                 C   s  t j| jjddddgd}| j|d< tddD ] }| j||dtt| < q.|d	}t	j
| jd
dddd}t|| t	j
| jd
dddd}t||jd d dd f  t	j
| jd
dddd\}}t||jd d d df  t||jd d dd f  d S )NrX   cpi.L.1cpi.L.2cpi.L.3rh   rg   r(   r    cpi.L.rO   r3   r   r   Tr   r   r   )r   r   rn   rh   r8   shiftr]   r^   Zfillnar   rz   r   r   r~   r   r   r   r   r   r   r   r   test_series_forward  sB    


    
        
zTestLagmat.test_series_forwardc                 C   s  t j| jjddddgd}| j|d< tddD ] }| j||dtt| < q.|jd	d  }t	j
| jd	d
ddd}t|| t	j
| jd	d
ddd}t||jd d dd f  t	j
| jd	d
ddd\}}t||jd d d df  t||jd d dd f  d S )NrX   r   r   r   r   r(   r    r   r3   r   r   Tr   r   r   )r   r   rn   rh   r8   r   r]   r^   r   r   rz   r   r   r   r   r   test_series_both  sB    

    
        
zTestLagmat.test_series_bothc                 C   s^   t tdd}t d|_tj|ddd}|j	dks@t
t|jddd	d
gksZt
d S )N   r#   r)   r)   Tmaxlagr   )rZ   r    z0.L.1z1.L.1z0.L.2z1.L.2)r   r   r4   arangereshapeZ
RangeIndexrg   r   rz   r   r>   rf   )r~   dfresultr   r   r   test_range_index_columns  s
    z#TestLagmat.test_range_index_columnsc              	   C   sN   t tdd}ddg|_tjtdd t	j
|ddd	 W 5 Q R X d S )
Nr   r   r   0zColumns names must bematchr)   Tr   )r   r   r4   r   r   rg   pytestraisesr   r   rz   r~   r   r   r   r   test_duplicate_column_names  s    
z&TestLagmat.test_duplicate_column_namesN)__name__
__module____qualname__classmethodrq   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   rT      s2   

	
"rT   Az-MARZQSzQS-APRWzW-MONBDhr(   r    4   rI   rK      c                 C   s   g | ]\}}||fqS r   r   )r`   fer   r   r   rb     s     rb   freq_expectedc                 C   s0   | \}}t t|| t tt|| d S )N)r	   r9   Zfreq_to_periodr   )r   freqr   r   r   r   test_freq_to_period  s    r   c                   @   s@   e Zd Zedd Zdd Zdd Zdd Zd	d
 Zdd Z	dS )TestDetrendc                 C   s$   t d| _t ddd| _d S )Ng      @rP   rI   r)   )r4   r   data_1dr   data_2dro   r   r   r   rq     s    zTestDetrend.setup_classc                 C   sB   | j }ttj|ddt| ttj|dddddddg d S )Nr(   orderr   r1   r#   r)   )r   r   r9   detrendr4   
zeros_liker~   rd   r   r   r   test_detrend_1d  s      zTestDetrend.test_detrend_1dc                 C   s   | j }ttj|dddt| ttj|dddddgddgddgddgddgg ttj|ddddd	gdd	gdd	gdd	gdd	gg d S )
Nr(   r   r   Zaxisr!   r1   r)   r                ?)r   r   r9   r   r4   r   r   r   r   r   test_detrend_2d  s       zTestDetrend.test_detrend_2dc              	   C   s   t j| jdd}tj|dd}t|jt| t	|t j|jdd tj|dd}t|jt dddddg t	|t j|jdd d S )	None)namer(   r   r   r1   r#   r)   )
r   Seriesr   r9   r   r   rw   r4   r   r   )r~   rd   	detrendedr   r   r   test_detrend_series  s     zTestDetrend.test_detrend_seriesc                 C   s
  ddg}dd dD }t j| j||d}tj|ddd	}t|jt| t	|t j|j||d tj|ddd	}t|jd
d
gddgddgddgddgg t	|t j|j||d tj|ddd	}t|jddgddgddgddgddgg t	|t j|j||d d S )Nr   Ztwoc                 S   s   g | ]}|qS r   r   )r`   cr   r   r   rb     s     z6TestDetrend.test_detrend_dataframe.<locals>.<listcomp>Zabcder   r(   r   r   r!   r1   r)   r    r   r   )
r   r   r   r9   r   r   rw   r4   r   r   )r~   rg   rh   rd   r   r   r   r   test_detrend_dataframe  s6       z"TestDetrend.test_detrend_dataframec                 C   s   t ttjtd d S )N)r3   r3   r3   )r
   NotImplementedErrorr9   r   r4   onesr   r   r   r   test_detrend_dim_too_large:  s    z&TestDetrend.test_detrend_dim_too_largeN)
r   r   r   r   rq   r   r   r  r  r  r   r   r   r   r     s   
	r   c                   @   sP   e Zd Zedd Zdd Zdd Zdd Zd	d
 Zdd Z	dd Z
dd ZdS )TestAddTrendc                 C   sd   d| _ tt| j | _ttt| j d d d f d| _t| j | _td| j d | _	d S )Nr   r)   rN   r(   )
r   r4   r   ry   arr_1dZtilearr_2dr  r  tr   r   r   r   rq   ?  s
    &zTestAddTrend.setup_classc                 C   s   t | j}t|}t |}| j|d< t|| tj|dd}t |}|dd| j t|| t | j}tj|dd}t |}| j|d< | j	|d< t|| d S )NconstTprependr   cttrendr  )
r   r   r  r9   	add_trendr   r  r   r   r
  )r~   sappendedr   	prependedr   r   r   test_seriesG  s    








zTestAddTrend.test_seriesc                 C   s   t | j}t|}| }| j|d< t|| tj|dd}| }|dd| j t|| t | j}tj|dd}| }| j	|d< t|| t | j}tj|dd}| }| j|d< | j	|d< | j	d	 |d
< t|| d S )Nr  Tr  r   r
  r  r  cttr)   Ztrend_squared)
r   r   r	  r9   r  copyr  r   r   r
  )r~   r   r  r   r  r   r   r   test_dataframeZ  s*    







zTestAddTrend.test_dataframec                 C   s   t ttj| jddd t ttj| jddd t| j}t ttj|ddd t ttj|ddd tj| jdd}t|| jd d d f  tj| jddd}t	| j| j
fj}t|| tj| jddd}t	| j| jfj}t|| tj| jddd}t	| j| j| j
fj}t|| d S )	Nr  raise)r6   r  has_constantr  r  skip)r  r  add)r
   r   r9   r  r  r   r   r	   r4   vstackr
  rD   )r~   r   skippedZskipped_constr   addedr   r   r   test_duplicate_constt  sX              

z!TestAddTrend.test_duplicate_constc                 C   s6   t j| jddgd}tj|dd tj|ddd d S )Nr  r  )rg   r  r  Tr  r  )r   r   r	  r9   r  r   r   r   r   test_dataframe_duplicate  s    z%TestAddTrend.test_dataframe_duplicatec                 C   s  t | j| j| j| jd fj}tt| j|d d d df  ttj| jdd|d d ddgf  ttj| jdd|d d d df  ttj| jdd| t 	| jd d d f | jd d d f | jd d d f d | j
f}ttj| j
dd	|d d ddd
gf  ttj| j
ddd|d d ddd
gf  ttj| j
ddd|d d dddd
gf  ttj| j
ddd| d S )Nr)   r
  r  r   r  r3   r  Tr  r    r!  r(   )r4   r  r  r  r
  rD   r	   r9   r  Zhstackr	  )r~   baser   r   r   
test_array  s8     "&&  zTestAddTrend.test_arrayc                 C   s   t ttj| jdd d S )Nr   )r6   r  )r
   r   r9   r  r  r   r   r   r   test_unknown_trend  s       zTestAddTrend.test_unknown_trendc                 C   s`   t t| jd| j t| jd| jk	s.tt t| jd| j t| jd| jk	s\td S )Nr   )r	   r9   r  r  r>   r	  r   r   r   r   test_trend_n  s    zTestAddTrend.test_trend_nN)r   r   r   r   rq   r  r  r   r"  r$  r%  r&  r   r   r   r   r  >  s   
(r  c                   @   sF   e Zd Zedd ZedddZdd Zdd	 Zd
d Z	dd Z
dS )TestLagmat2DSc                 C   sh   t  }|jddddg | _tjd tjd| _dd t	| jj
| jjD }|| j_| jj| _d S )	NrU   rV   rW   rX   rY   rZ   c                 S   s,   g | ]$\}}t t|d  t t| qS r[   r\   r_   r   r   r   rb     s   z-TestLagmat2DS.setup_class.<locals>.<listcomp>)r   rc   rd   re   r4   r:   rk   r;   rl   rm   rU   rV   rh   rX   rn   )ro   rd   rh   r   r   r   rq     s    zTestLagmat2DS.setup_classfrontc                 C   s   | j \}}t|| |d | f}t|D ]v}t|d D ]d}||k rx| d d |f ||| | |d | | f< q<| d d |f ||d |d | | f< q<q,|dkr|d |  }|S )Nr(   r(  )r   r4   r   r8   )rd   r   ru   r
  r@   r   r   r   r   r   r   _prepare_expected  s    
&,zTestLagmat2DS._prepare_expectedc                 C   s   | j }|j}t|d}| |d}t|| t|d d d df d}| |d d d df d}t|| | jj}t|d}| |d d d f d}t|| d S )Nr)   r3   rI   )re   rw   r   	lagmat2dsr)  r   rn   )r~   rd   Znpdatarz   r   r   r   r   test_lagmat2ds_numpy  s    

z"TestLagmat2DS.test_lagmat2ds_numpyc                 C   s   | j }t|d}| |jd}t|| tj|jd d d df ddd}| |jd d d df d}|dd  }t|| | j}t|d}| |jd d d f d}t|| d S )Nr)   r3   r   rt   rI   )re   r   r*  r)  rw   r   r   rn   )r~   rd   rz   r   r   r   r   test_lagmat2ds_pandas  s    
"
z#TestLagmat2DS.test_lagmat2ds_pandasc                 C   s  | j }tj|ddd}| |jd}g }|D ]<}tdD ].}|dkrP|| q8||d t|  q8q,tj	||j
|d}t|| tj|jd d d df dddd	}| |jd d d df d}g }|jd d d df D ]>}td
D ]0}|dkr|| q||d t|  qqtj	||j
|d}|jdd  }t|| | j}tj|ddd}| |jd d d f d}g }|j}tdD ]2}|dkr|| n||d t|  qtj	||j
|d}t|| d S )Nr)   Tr   r3   r   r   r   r   )r   ru   r    rI   rJ   )re   r   r*  r)  rw   r8   appendr]   r   r   rh   r   r   rn   r   )r~   rd   rz   r   rp   r  r   r   r   r   test_lagmat2ds_use_pandas	  sL    
   


z'TestLagmat2DS.test_lagmat2ds_use_pandasc              	   C   s\   t d}tt t|d W 5 Q R X t d}tt t|d W 5 Q R X d S )Nr)   rI   )rZ   r)   r)   )r4   r5   r   r   r   r   r*  r   r   r   r   r   test_3d_error5  s    

zTestLagmat2DS.test_3d_errorN)r(  )r   r   r   r   rq   staticmethodr)  r+  r,  r.  r/  r   r   r   r   r'    s   
,r'  c               	   C   sb   t jdd} tjtdd tj| ddd}W 5 Q R X |d \}}|\}}}|j|j	k	s^t
d S )NrZ   r)   verboser   F)r   r1  r(   )r4   r:   Zrandr   ZwarnsFutureWarningr   ZgrangercausalitytestsZcentered_tssZuncentered_tssr>   )rd   outr   modelsZres2downZ
res2djointZrconstrr   r   r   test_grangercausality?  s    
r5  )E__doc__Zstatsmodels.compat.pandasr   r   r   r   r   Znumpyr4   Znumpy.testingr   r   r	   r
   Zpandasr   Zpandas.tseries.frequenciesr   r   Zstatsmodelsr   Zstatsmodels.datasetsr   Zstatsmodels.tsar   Zstatsmodels.tsa.tests.resultsr   Z)statsmodels.tsa.tests.results.datamlw_tlsr   r   r   r   Zstatsmodels.tsa.tsatoolsZtsaZtsatoolsr9   r   r   ZrvsdataZxar2Zxor   r   r   r$   r,   r-   r0   markZsmoker7   rB   rC   rF   rH   rM   rS   rT   ZANNUALZfreqsr   rm   r   Zparametrizer   r   r  r'  r5  r   r   r   r   <module>   sj   	
  Z
K t