
    M/Ph                     x   d Z ddl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  e	            Zg de_         ej        g d          e_         ej        g d	          e_         ej        g d
          e_         ej        g d          e_         G d d          Z G d de          Z G d d          ZdS )z>

Created on Sun Jun 30 20:25:22 2013

Author: Josef Perktold
    N)assert_allclose)add_constant)Holder)TLinearModel)<zApr.1982zApr.1983zApr.1984zApr.1985zApr.1986zAug.1982zAug.1983zAug.1984zAug.1985zAug.1986zDec.1982zDec.1983zDec.1984zDec.1985zDec.1986zFeb.1284zFeb.1982zFeb.1983zFeb.1985zFeb.1986zJan.1982zJan.1983zJan.1984zJan.1985zJan.1986zJul.1982July1983July1984July1985July1986June1982June1983June1984June1985June1986zMar.1982zMar.1983zMar.1984zMar.1985zMar.1986May1982May1983May1984May1985May1986zNov.1982zNov.1983zNov.1984zNov.1985zNov.1986zOct.1982zOct.1983zOct.1984zOct.1985zOct.1986z	Sept.1982z	Sept.1983z	Sept.1984z	Sept.1985z	Sept.1986)<gFxgr鷯gq=
ףpg	c?gH.!gZڊg\mgc]F?gʡEg(\µ?~jth?gvOjM?g0*gbX9ȶg1?gO@aӻ?g333333?gJY?g5;Nё?g:pΈg333333?g%ugX9vgݓZgX5;N?gjMStg%uggs?g<R!gH}mgw-!l?g=
ףp=?gx$(~gSt$?g48EGgc]F?g@?g|Pk?g	^)ˠga2U0*gH?g 	gL7A`?gQg	c¿9vzg+?gͪՖ?Dlg6[ ?g?g o_y?geX?gb=ygZӼgfaִ?gRI&¶g0'g_L?gKY8Ž)<gQg<,Ԛ歿g:pΈK=U?gjMSgh|?5gvq-g%u?gQ~?gQ?gZӼ?g~jt?g:pΈҞ?gea?gq?gS㥛İ?g~jthgp=
ף?g&gnt?/$?p_QgΈ?gX9vgL7A`吿gI+gUN@?gǺfgcZBgvq-?gtF_g7d?r   gS!uq{go_gUN@?gò?r   gy&1|ׁsFg[B>٬?ggj+?r   gZӼㄿg'饿gUN@?g2U0*?gMJ?g-C6*?g"u?g+e?g5;NёgZd;O?g{Gz?gBig rh?g
h"lxzg-?g_Qڋ?g?ܵ|)<g2%䃮g(\ſglxz,C?gw?ggsg
ףp=
?g+e☿guV?gm{ggj+?gͪՖg_LegSt$?g oŏ?glV}?gAf?g_vO?gΈg,eXr   gȘ?gy&1l?gN@?gHPsgW2ı?g@߾gy)gj+ݓg6<Rg?g/ng^I+?g?g_vOvg	^)ˀ?g@ǘ?gK=U?g-C6Z?gy&1?g/n?g'Wʲ?gT㥛 ?glxz,Cgǘ?g(\gޓZӬ?g?r   g}гY?gD?g~jtgHPgfj+?r   gH?g(y?g8d`g	g?gPsg?߾)<      $      )            8   3   .            %      *             9   4   /            &      +   !         :   5   0            '      ,   "      	   ;   6   1            (      -   #      
   <   7   2      c                   V    e Zd Zd Zd Zd Zd Zd Zej	        j
        d             ZdS )CheckTLinearModelMixinc                    | j         }| j        }t          |j        d d         |j        j        d           t          |j        d d         |j        j        d d df         dd           t          |j        d d         |j        j        d d df         dd           t          |j	        d d         |j        j        d d d	f         d
d           t          |j        d         |j
        d           t          |j        d         |j        dd           t          j        |j        j                                                  }t          |j        d         |d           t          |j        |j        d           d S )NgiUMu>atolr   r   gh㈵>rtolr]   r+   r7   g;On?-C6
?r_   g{Gz?)res1res2r   paramsloc_fitcoefficientsbsetabletvaluespvaluesdofdofsenpsqrt	scale_fitfitted_valuesmeanllflogLik)selfrc   rd   	scale_ests       h/var/www/html/test/jupyter/venv/lib/python3.11/site-packages/statsmodels/miscmodels/tests/test_tmodel.py
test_basicz!CheckTLinearModelMixin.test_basicH   sk   yyCRC($,*C$OOOO"t|'9!!!Q$'?eRVWWWWSbS)4<+=aaad+C%VZ[[[[SbS)4<+=aaad+C%VZ[[[[ 	B====djt$GGGGGDN8==??@@	B>>>>$+D999999    c                     | j         }t          |j        |j        dd           t          |j        |j        dd           d S )Ng333333?gMb`?r^   g?gMbp?)rc   r   bsejacrh   )ru   rc   s     rw   test_bsezCheckTLinearModelMixin.test_bseZ   sE    yTXDuEEEETXCeDDDDDDry   c                     | j         }| j        }|                                }|j        j        |z
  }t          ||j        j        d           t          ||j        j        d           d S )NgMb0?ra   g>r\   )	rc   rd   predictmodelendogr   rf   rq   	residuals)ru   rc   rd   fittedvaluesresids        rw   test_fittedz"CheckTLinearModelMixin.test_fitted`   sf    yy||~~
 </dl&@wOOOOt|5DAAAAAAry   c                 *   | j         }| j        }t          |j        |j        d           t          |j        |j        d           t          |j        j        |j        j        d           t          |j        j        |j        j        d           d S )Ng-C6?r\   r`   ra   g|=)rc   resfr   re   rh   r   r   exog)ru   rc   r   s      rw   test_formulaz#CheckTLinearModelMixin.test_formulal   s    yyT[====$(6666
($**:GGGG
uEEEEEEry   c                     | j         }t          | dd          }|j        j        j        \  }}|j        ||z
  |z
  k    sJ |j        |dz
  k    sJ t          |j                  ||z   k    sJ d S )Nk_extrar   r   )	rc   getattrr   r   shapedf_residdf_modellenre   )ru   resr   nobsk_varss        rw   test_dfzCheckTLinearModelMixin.test_dfv   s    i$	1--y~+f|tf}w66666|vz))))3:&7"2222222ry   c                 f   | j         }| j        }t          j        t	          |j                            }|                                 |                    |           |                    |           |                                 |                    |           |                    |           d S N	rc   r   rn   eyer   re   summaryt_testf_testru   rc   r   contrs       rw   
test_smokez!CheckTLinearModelMixin.test_smoke~       yys4;''(( 	EEEEry   N)__name__
__module____qualname__rx   r|   r   r   r   pytestmarksmoker    ry   rw   rY   rY   F   s        : : :$E E EB B BF F F3 3 3 [    ry   rY   c                   $    e Zd Zed             ZdS )
TestTModelc                 j   t           j        }t          t           j                  }t	          ||          }|                    dd          }t	          j        dt           j        t           j        d          }|                    dd          }ddlm} || _	        || _
        || _        d	| _        d S )
NbfgsFmethoddispprice ~ CRSPpriceCRSP)datar   )res_t_dfestr+   )mm
m_mariettar   r   r   fitfrom_formularesults_tmodelr   rd   rc   r   r   )clsr   r   modr   modfr   rd   s           rw   setup_classzTestTModel.setup_class   s    BG$$5$''ggV%g00(.0mBG%L%LN N NxxvEx22777777ry   N)r   r   r   classmethodr   r   ry   rw   r   r      s-          [  ry   r   c                   N    e Zd Zed             Zej        j        d             ZdS )TestTModelFixedc                 V   t           j        }t          t           j                  }t	          ||d          }|                    dd          }t	          j        dt           j        t           j        dd          }|                    dd          }|| _        || _        d	| _	        d S )
Nr7   )fix_dfr   Fr   r   r   )r   r   r   )
r   r   r   r   r   r   r   rc   r   r   )r   r   r   r   r   r   r   s          rw   r   zTestTModelFixed.setup_class   s    BG$$5$q111ggV%g00(.0mBG%L%L'(* * * xxvEx22 ry   c                 f   | j         }| j        }t          j        t	          |j                            }|                                 |                    |           |                    |           |                                 |                    |           |                    |           d S r   r   r   s       rw   r   zTestTModelFixed.test_smoke   r   ry   N)	r   r   r   r   r   r   r   r   r   r   ry   rw   r   r      sN          [  [    ry   r   )__doc__r   numpyrn   numpy.testingr   statsmodels.tools.toolsr   statsmodels.tools.testingr   statsmodels.miscmodels.tmodelr   r   
date_labelarrayr   r   am_candaterY   r   r   r   ry   rw   <module>r      s         ) ) ) ) ) ) 0 0 0 0 0 0 , , , , , , 6 6 6 6 6 6 VXX    	 	 	 	 	 "( 	 	 	 	 	 BH 	 	 	 	 		 "(     E E E E E E E EP    '   $                   ry   