
    M/Phx$                         d dl Z d dlZe j                            e j                            e                    Z G d d          Z G d d          Z	 G d d          Z
dS )    Nc                       e Zd ZdZ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                 |    |dk    r5g d}t          j        |                              ddd          | _        d S d S )Nr   )@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)npasarrayreshapeic)selftyper   s      h/var/www/html/test/jupyter/venv/lib/python3.11/site-packages/statsmodels/tsa/tests/results/results_ar.py__init__zARLagResults.__init__   sM    7??% % %B. jnn,,Q#,>>DGGG1 ?    N)r   __name__
__module____qualname____doc__r    r   r   r   r      s2         ? ? ? ? ? ?r   r   c                       e Zd ZdZ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                 >   d| _         |rg d| _        g d| _        g d| _        d| _        d| _        d| _        t          j        	                    t          d          }t          j        |          }|d d	d
f         }|d	d df         }~|| _        || _        |dd          | _        |d d         | _        t          j        |dd          |d d         f          | _        | j        | _        t          j        |d         |f          | _        t          j        ||d d         f          | _        || _        t          j        |d         |d d         f          | _        t          j        |d         |d d         f          | _        d S |sg d| _        g d| _        g d| _        d| _        d| _        d| _        d| _        t          j        	                    t          d          }t          j        |          }|d d	d
f         }|d	d df         }~|| _        || _        |dd          | _        |d d         | _        t          j        |dd          |d d         f          | _        | j        | _        t          j        |d         |f          | _        t          j        ||d d         f          | _        || _        t          j        |d         |d d         f          | _        t          j        |d         |d d         f          | _        d S d S )Ng     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params	bse_stata	bse_gretlrmsefpellfospathjoincur_dirr   loadtxtFVOLSnneg1start0FVOLSnneg1start9FVOLSnneg1start100FVOLSn200start0hstackFVOLSn200start200FVOLSn200startneg109FVOLSn100start325FVOLSn301start9FVOLSdefaultFVOLSn4start312FVOLSn15start312sigma)r   constantfilenamepredictresultsfvpvs         r   r   zARResultsOLS.__init__3   sL   
 u	A! ! !DK  DN& & &DN )DI(DH)DH w||G-GHHHZ11Na(Ba(B %'D!$&D!&(jD##%dsd8D %'Y566
BvvJ/G%H%HD"(,(>D%%'Y2|%<%<D"#%9b"RaR&\#:#:D  "D#%9bfb!f-=#>#>D $&Ir"vr#2#w.?$@$@D!!! 4	A" " "DK  DN  DN *DI*DJ(DH
 )DHw||G-IJJHZ11Na(Ba(B %'D!$&D!&(jD##%dsd8D %'Y566
BvvJ/G%H%HD"(,(>D%%'Y2|%<%<D"#%9b"RaR&\#:#:D  "D#%9bfb!f-=#>#>D $&Ir"vr#2#w.?$@$@D!!!i4	A 4	Ar   NTr   r   r   r   r   r   -   s>         
wA wA wA wA wA wAr   r   c                       e Zd ZdZ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                    d| _         |r_t          j                            t          d          }t          j                            t          d          }t          j        |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f         | _        |d d df         | _        |d d df         | _        |d d df         | _        d S d S )Nr   zARMLEConstantPredict.csvz#results_ar_forecast_mle_dynamic.csv,)	delimiterr   )rI   skip_headeri5  	   d         i4  i6  i.  r   i9  r#   r$   r      )r&   r-   r.   r/   r0   r   r1   
genfromtxtFVMLEdefaultFVMLEstart9end308FVMLEstart100end308FVMLEstart0end200FVMLEstart200end334FVMLEstart308end334FVMLEstart9end309FVMLEstart0end301FVMLEstart4end312FVMLEstart2end7fcdynfcdyn2fcdyn3fcdyn4)r   r?   r@   	filename2rA   rC   	dynamicpvs          r   r   zARResultsMLE.__init__   sz   
 &	 w||G-GHHHW%JL LIZC@@@N1%Bi3ANNNI !#4C4D%'#YD"')#c'{D$%'XD"')#$$xD$')#$$xD$%'#YD"%'XD"%'#YD"#%ac7D "111a4DJ#AAAqD/DK#AAAqD/DK#AAAqD/DKKK Dr   NrD   r   r   r   r   rF   rF      s2         
( ( ( ( ( (r   rF   )r-   numpyr   r.   dirnameabspath__file__r0   r   r   rF   r   r   r   <module>re      s    				    
'//"'//(33
4
4"? "? "? "? "? "? "? "?J}A }A }A }A }A }A }A }A@. . . . . . . . . .r   