U
    Kvfx$                     @   sR   d dl Z d dlZe je jeZG dd dZG dd dZ	G dd dZ
dS )    Nc                   @   s   e Zd ZdZdddZdS )ARLagResultsz
    Results are from R vars::VARselect for sunspot data.

    Comands run were

    var_select <- VARselect(SUNACTIVITY, lag.max=16, type=c("const"))
    constc              @   C   s   |dkrdddddddd	d
dddddddddddddddddddddd d!d"d#d$d%d&d'd(d)d*d+d,d-d.d/d0d1d2d3d4d5d6d7d8d9d:d;d<d=d>d?d@dAg@}t |jdBdCdDdE| _d S )FNr   g3;?@gjXYI@gd>X@gp8@g#c(@ga@g479@gsԹq@gqk@gԀ@g޼@g&&]}q@gÎ@g#@g@g,ɔq@ghc'㛕@gNR@g=i@g6q@g	Cy@gT㎧@gjF@g}ؔcq@gf59V@gUo@g瓍@gTp@g&*@g.YX@gon3@gVo@gG@g*[xC"@g?e^o@gkg	n@g!ZͲ@gGҽ\.@g'ˇ-@gQ	Hn@gY@@gops:@g@g^|n@g,.ϟ@gokF@gxY=Ӫ@g];\n@g%p)
@g?(R@g
@g03Ln@gZ@gO/W[@g\&E@g*#a0o@g٥ @gFzlb@gen@gRUo@g%mQ@g1D_g@gu@g.c+o@   F)order)npZasarrayZreshapeic)selftyper	    r   L/tmp/pip-unpacked-wheel-2v6byqio/statsmodels/tsa/tests/results/results_ar.py__init__   s                                              zARLagResults.__init__N)r   __name__
__module____qualname____doc__r   r   r   r   r   r      s   r   c                   @   s   e Zd ZdZdddZdS )ARResultsOLSzy
    Results of fitting an AR(9) model to the sunspot data.

    Results were taken from Stata using the var command.
   Tc              
   C   s  d| _ |rddddddddd	d
dg
| _ddddddddddg
| _ddddddddddg
| _d | _d!| _d"| _tj	t
d#}t|}|d d$d%f }|d$d d&f }~|| _|| _|d'd  | _|d d( | _t|d)d  |d d* f| _| j| _t|d+ |f| _t||d d, f| _|| _t|d+ |d d- f| _t|d+ |d d. f| _nZ|sd/d0d1d2d3d4d5d6d7g	| _d8d9d:d;d<d=d>d?d@g	| _dAdBdCdDdEdFdGdHdIg	| _dJ| _dK| _dL| _dM| _tj	t
dN}t|}|d d$d%f }|d$d d&f }~|| _|| _|d'd  | _|d d( | _t|d)d  |d d* f| _| j| _t|d+ |f| _t||d d, f| _|| _t|d+ |d d- f| _t|d+ |d d. f| _d S )ONg     r@gn
@gHm?gޖNB`ٿg\B)QſgG,?gX&J9gzhkt?ggj֩?g(/Cgs29?gKN@gＰ?gb+X
c?g%?g7'_"?g1
?gmw	?g%)Bѐ?g78%D?gȍ?gvN@g$M.?g,Ŷ?gMu?g$jj?go?g*Pd?g6O[?g?gj"?g3A.@g\}rm@g)<NzAROLSConstantPredict.csv,  r      [         \   r            g="?gĦXAٿg$:n=Ŀg_ZF?g3#gϐ6?g{b?g-wlUgM:?gXx6}?g ?gyhY?g|eoE?gO]cS?gj!B?gT<?gOԭ?g^I)?gno?gQ7?gsϴ?g$ܠ?g?gI`s?g`H?gG?gŀ6	?gm .@gl_l@g*{]g*AuM n@zAROLSNoConstantPredict.csv)avobsparamsZ	bse_stataZ	bse_gretlZrmseZfpeZllfospathjoincur_dirr   loadtxtZFVOLSnneg1start0ZFVOLSnneg1start9ZFVOLSnneg1start100ZFVOLSn200start0ZhstackZFVOLSn200start200ZFVOLSn200startneg109ZFVOLSn100start325ZFVOLSn301start9ZFVOLSdefaultZFVOLSn4start312ZFVOLSn15start312sigma)r
   constantfilenamepredictresultsZfvpvr   r   r   r   3   s          
             
                  
 zARResultsOLS.__init__N)Tr   r   r   r   r   r   -   s   r   c                   @   s   e Zd ZdZdddZdS )ARResultsMLEzt
    Results of fitting an AR(9) model to the sunspot data using exact MLE.

    Results were taken from gretl.
    Tc                 C   s0  d| _ |r,tjtd}tjtd}tj|dd}|d d df }tj|ddd}|d d | _|d	d | _	|d
d | _
|d d | _|dd  | _|dd  | _|d	d | _|d d | _|dd | _|dd | _|d d df | _|d d df | _|d d df | _|d d df | _n d S )Nr   zARMLEConstantPredict.csvz#results_ar_forecast_mle_dynamic.csv,)	delimiterr   )r,   Zskip_headeri5  	   d         i4  i6  i.  r   i9  r   r   r      )r   r    r!   r"   r#   r   r$   Z
genfromtxtZFVMLEdefaultZFVMLEstart9end308ZFVMLEstart100end308ZFVMLEstart0end200ZFVMLEstart200end334ZFVMLEstart308end334ZFVMLEstart9end309ZFVMLEstart0end301ZFVMLEstart4end312ZFVMLEstart2end7ZfcdynZfcdyn2Zfcdyn3Zfcdyn4)r
   r&   r'   	filename2r(   r)   Z	dynamicpvr   r   r   r      s0    zARResultsMLE.__init__N)Tr   r   r   r   r   r*      s   r*   )r    Znumpyr   r!   dirnameabspath__file__r#   r   r   r*   r   r   r   r   <module>   s   % 