
    M/PhG                         d Z ddlZ G d d          Z G d d          Z G d d          Z G d	 d
          Z G d d          ZdS )z
Results from Matlab and R
    Nc                       e Zd ZdZd ZdS )DescStatResaF  

    The results were generated from Bruce Hansen's
    MATLAb package:

    Bruce E. Hansen
    Department of Economics
    Social Science Building
    University of Wisconsin
    Madison, WI 53706-1393
    bhansen@ssc.wisc.edu
    http://www.ssc.wisc.edu/~bhansen/

    The R results are from Mai Zhou's emplik package
    c                    d| _         d| _        t          j        g dgdgdgdgdgdgd	gd
gdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgd gd!gd"gd#gd$gd%gd&gd'gd(gd)gd*gd+gd,gd-gd.gd/gd0gd1gd2gd3gd4g                                          | _        d5| _        d6| _        t          j        g d7gd8gd9gd:gd;gd<gd=gd>gd?gd@gdAgdBgdCgdDgdEgdFgdGgdHgdIgdJgdKgd;gdLgdMgdNgdOgdPgdQgdRgdSgdTgdUgdVgdWgdXgdYgdZgd[gd\gd=gd]gd^gd_gd`gdagdbgdcgddgdegdfg                                          | _        dg| _	        t          j        g dhgdigdjgdkgdlgdmgdngdogdpgdqgdrgdsgdtgdugdvgdwgdxgdygdzgd{gd|gd}gd~gdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdg                                          | _
        d| _        t          j        g dgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdg                                          | _        d| _        d| _        t          j        g dgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdgdBgdgdgdgdgdgdgdgdg                                          | _        d| _        d S (   N)gH+@gA(h-@)g,Ԛ?g[[%?g״Zy,*?gS.ғ?g+P6?gHncN?gq؅?g?g}}X-?g))Ee?g7Yzp?g䏚],?gVBV;?g+p?g?݂I?g7͔?g
9d?gCrf?gN<9?g؇P  ?g6?g~¡u?gf?gM&vX?gDBi?gS?g`?ga:kΰ?gCE(?gFI?g?gl?g~	GV?glc&0!?gbR'̤?gR)?gQ?g{`?g`2}?gO}Օ?gi?g D,(-?gY8Q?gE?gr?gv?g"]z?g?gJND?g(l?g?sD?gO5AqS?)g(r?gS8?)gR@g}ͱ@gKqUw?g(?g_lW胕?g~P)?g8Z?gS P?gmߣz?g~31]?gVס?gpq?g`ũ֒?gƢdp?g}͑?g?Z?gh?gIp?g#^?gRy9쾓?gȯb?gc[?gQ?Û?gۂ?g&WMa?gVW9?gV,?g G?g^sa?gzQ?gd9	?g+.M?gc?gRd^?gESw?gf?gEж?gYn͓?gJ̳?g!?g,cC7?gsK!q?g׹i3N?g-
(z?g^K=?g0L
F%?g=4?g9
3?g稣j?gH¾D?)gߔh?gVnX	?gfq{8?gdܚi?gƌe?gBw?gءq{?gi?gs%LbZ?g(ÆT?g#gkB?g-rWȿC?giCƙ?gZ+?gɚ?gsN|1?gaIzNY?gjIhG?gO/ߗ?g?g*0gt?gN^?gE?g?gCO?glۜ?gUB?g'Zfm?gt?ghr쨃?gH5?gYsM?gs`䳓?g]?g؅+?g*#V?gl&~?gJOdҖ?gMN?gX?gH%.?g jӿj?g56i?gqC-?g2
,?g͈O)#?g26p?g˸s?g^Uɕ?g+?gBg'?g_TЌ,?)g捓@gP,?g#jG?g	?g	k?ga+e?gt(%?gt?g-B4-?gyUg?g`ʐ?gZKi?gt|8c?gl%?g|y?g܀#?gimۛ?gs//?g㪲?gc3?gޭ,Yf?gZ}?gFW?gvk?g+O8?g{_?g48E?gȑț?gbԵ>?gt(CUL?g|x #?gU؏?gu["?gJDAc?g@Pn?geS.?gpG7?g9?gTC?g	/?g,?2?g67',?g7͏?g+ّ?g?Qy9?g|eުP?g_=[?gooD?goˑ?gR{/?g'bdɜ?g`5!?)g\w?gTqs?)g-?g14?gN?g|G	1?gX+?g0_^}?gN{JΉ=?gByGs?goI~?g×"?gKu/3l?g:K?g<1PN?g=u?g0|?go'_?g64D?gFu:?gBW"P?g^iN^?g4s?g. L?gBѪt?gXm_u?gZc!:?g`2CP?gW"?g@,9?g)?gʋL?gSt?g69|҉?giƢ?g1˞?gh o?gPR)v?g5W?gAv?g|zlˀ?g.?g!u;ʃ?g$I?g'?gl?gWдh?g6ُ?gfa֔?gV{L?g#?gz?)g!@gQ?)ci_meantest_mean_14nparraysqueezetest_mean_weights
test_var_3ci_vartest_var_weightsmv_test_meanmv_test_mean_wts	test_skewtest_skew_wtstest_kurt_0	test_corrtest_corr_weightstest_joint_skew_kurtselfs    l/var/www/html/test/jupyter/venv/lib/python3.11/site-packages/statsmodels/emplike/tests/results/el_results.py__init__zDescStatRes.__init__   ss   -.!# 1+9J< 1+9,6<1+9,6<1+9 -7<1+9 -7<	1+9
 -6;1+9 -7<1+9 -7<1+9 -7<1+9 -7<1+9 -7<1+9 -7<1+9 -7<1+9 -7<1+9 -7<1+9 -7<1+9  -7<!1+9" -6;#1+9$ -6;%1+9& -7<'1+9( -6;)1+9* -7<+1+9, -7<-1+9. -7</1+90 -6;11+92 -7<31+94 -7<51+96 -7<71+98 -7<91+9: -7<;1+9< -7<=1+9> -7<?1+9@ -7<A1+9B -7<C1+9D -7<E1+9F -6;G1+9H -7<I1+9J -7<K1+9L -7<M1+9N -7<O1+9P -7<Q1+9R -7<S1+9T -7<U1+9V -7<W1+9X -7<Y1+9Z -7<[1+9\ -7<]1+9^ -7<_1+9` -7<a1+9b -7<c1+9 1": 1":b ;B'))c 	d -* " 1*68* 1*6+3*1*6+3*1*6 ,4*1*6 ,4*	1*6
 ,4*1*6 ,4*1*6 ,4*1*6 ,4*1*6 ,3)1*6 ,4*1*6 ,3)1*6 ,4*1*6 ,4*1*6 ,4*1*6 ,4*1*6  ,4*!1*6" ,4*#1*6$ ,4*%1*6& ,4*'1*6( ,4*)1*6* ,4*+1*6, ,4*-1*6. ,4*/1*60 ,4*11*62 ,4*31*64 ,4*51*66 ,4*71*68 ,4*91*6: ,4*;1*6< ,4*=1*6> ,4*?1*6@ ,4*A1*6B ,4*C1*6D ,3)E1*6F ,4*G1*6H ,3)I1*6J ,4*K1*6L ,4*M1*6N ,4*O1*6P ,4*Q1*6R ,4*S1*6T ,4*U1*6V ,4*W1*6X ,2(Y1*6Z ,3)[1*6\ ,4*]1*6^ ,4*_1*6` ,4*a1*6b ,4*c1*6 1!7 1!7b 8?wyyc 	d 1 " 1*8:, 1*8+5,1*8+5,1*8 ,6,1*8 ,6,	1*8
 ,6,1*8 ,5+1*8 ,6,1*8 ,6,1*8 ,6,1*8 ,6,1*8 ,5+1*8 ,6,1*8 ,6,1*8 ,6,1*8 ,6,1*8  ,6,!1*8" ,6,#1*8$ ,6,%1*8& ,6,'1*8( ,6,)1*8* ,6,+1*8, ,6,-1*8. ,6,/1*80 ,6,11*82 ,6,31*84 ,5+51*86 ,6,71*88 ,6,91*8: ,6,;1*8< ,6,=1*8> ,5+?1*8@ ,6,A1*8B ,6,C1*8D ,6,E1*8F ,6,G1*8H ,6,I1*8J ,6,K1*8L ,6,M1*8N ,6,O1*8P ,6,Q1*8R ,6,S1*8T ,6,U1*8V ,6,W1*8X ,6,Y1*8Z ,6,[1*8\ ,6,]1*8^ ,6,_1*8` ,6,a1*8b ,6,c1*8 1!9 1!9b :Ac 	d -X 1'2z 1'2(/y1'2(/y1'2 )1z1'2 )1z	1'2
 )1z1'2 )1z1'2 )1z1'2 )1z1'2 )1z1'2 )1z1'2 )1z1'2 )0y1'2 )1z1'2 )1z1'2 )1z1'2  )1z!1'2" )1z#1'2$ )1z%1'2& )1z'1'2( )1z)1'2* )0y+1'2, )1z-1'2. )1z/1'20 )1z11'22 )1z31'24 )1z51'26 )1z71'28 )1z91'2: )0y;1'2< )1z=1'2> )1z?1'2@ )1zA1'2B )0yC1'2D )1zE1'2F )1zG1'2H )1zI1'2J )1zK1'2L )1zM1'2N )0yO1'2P )1zQ1'2R )0yS1'2T )1zU1'2V )1zW1'2X )1zY1'2Z )1z[1'2\ )1z]1'2^ )1z_1'2` )1za1'2b )0yc1'2 13 13b 4;799c 	d /,!# 1+7H: 1+7,4:1+7,4:1+7 -491+7 -5:	1+7
 -5:1+7 -5:1+7 -5:1+7 -5:1+7 -491+7 -491+7 -5:1+7 -5:1+7 -5:1+7 -5:1+7 -5:1+7  -5:!1+7" -5:#1+7$ -5:%1+7& -49'1+7( -5:)1+7* -5:+1+7, -5:-1+7. -5:/1+70 -5:11+72 -5:31+74 -5:51+76 -5:71+78 -5:91+7: -5:;1+7< -5:=1+7> -5:?1+7@ -5:A1+7B -5:C1+7D -5:E1+7F -5:G1+7H -5:I1+7J -5:K1+7L -5:M1+7N -5:O1+7P -5:Q1+7R -49S1+7T -5:U1+7V -5:W1+7X -5:Y1+7Z -49[1+7\ -49]1+7^ -5:_1+7` -49a1+7b -5:c1+7 1"8 1"8b 9@		c 	d %8!!!    N__name__
__module____qualname____doc__r    r   r   r   r      s2          C8 C8 C8 C8 C8r   r   c                       e Zd ZdZd ZdS )RegressionResultsz#
    Results for EL Regression
    c                 <   d| _         ddt          j        g d          f| _        ddt          j        g d          f| _        dd	t          j        g d
          f| _        ddt          j        g d          f| _        d| _        d| _        d| _	        d| _
        d S )NMatlabgw1!?g҉Sͬ?)g^WB&?gv 8@?gVL?gc?0l?g=?,?gL_(?gB%?g\iDԬ?g/e	 ?gB>Ӱ?gYޏ?g5̹?gIc8N?g=)?g]?g
iΨ?g7*e?gӷL?g/?g>74?g 'ʔų?g5%Y?gc?)g}	^?g~p>uR?gea?g{fIZ?gƧ?gst%?gJ?g<jL?g7ܘ?g{%9`W?g͓k
dv?g&4?gbEa?g=~oӟ?gU+?gF^_?gP(	?g?gp?gjP?g[%Xμ?g_'ei?g>z}?)gEu?g?#K?g;?gI>͡?g>4aɨ?gKUڪ?gf/N?g8FG?gt?gDP5z5@?g㊋r?gFaE|?gP:`?gIVѧ?gҌEɨ?g,'?g{eު?gz]zk?g|.PR?g,"J?gQMI?g?5^IL@ge1?)g ps?g+,?gL?g_?gdwW?gXY?go'?g?gZ~*O ?gdXG?g=tZ?g̘5ή?gYk(Ѯ?g'?g9??gK?g͎T߱?gϻ0(?gĲCR?gB!J?g3`?)gv˓bJg8)gͲTV?g)?)ghj=?gs'Hz@)g,Xؿg	kag|?)sourcer   r	   
test_beta0
test_beta1
test_beta2
test_beta3test_ci_beta0test_ci_beta1test_ci_beta2test_ci_beta3r   s    r   r   zRegressionResults.__init__"  s    #Wbh 8 8 8 / /  $Wbh 8+ 8+ 8+ /, /, - #GRX 7, 7, 7, .- .- . $Wbh 8, 8, 8, /- /- . FFEHr   Nr   r!   r   r   r#   r#     s2         !I !I !I !I !Ir   r#   c                       e Zd ZdZd ZdS )ANOVAResultsz
    Results for ANOVA
    c                 x    d| _         ddt          j        dg          t          j        g d          f| _        d S )Nr%   g,AF?gq?gG,*#@)<g}[T?g/>:u?gȗP?g"u?gd?g<k]h?gCY?gX0_^?gX+?gNFa?gɐc?ggej?gϷKu?g+PO?ghqƐ?gp?gSt?g|HF?g:?g`?g-\o?g?gI?ga?g4yT?gy?gmR]?g(?gB=?gDo֐?g(vU?g]].;?g%]3f?g@Α?gH.!?g:<c_?g?g'L?g1^j?gm4?gE,baL?g[;Q?g* 3h?g+`?g`?g$D?g8?gW#2?g0?g.s`9?gE&H?gG?g%:,?gus=A?gI*S̑?g!T?gSYvQ?gkɏ?g R8ߑ?gu?)r&   r   r	   compute_ANOVAr   s    r   r   zANOVAResults.__init__J  sT    %vrx
/C/CRX 
OM 
OM 
OM 
FN 
FN 
Or   Nr   r!   r   r   r0   r0   F  s2         O O O O Or   r0   c                       e Zd ZdZd ZdS )AFTReszP
    Results for the AFT model from package emplik in R written by Mai Zhou
    c                 f    t          j        ddg          | _        d| _        d| _        d| _        d S )Ngd7@g<r͠)g?gjt#?)g+3?g\?)g[Ӽ'@g[5]f?)r   r	   test_paramsr'   r(   
test_jointr   s    r   r   zAFTRes.__init__]  s2    8Z$=>>.-0r   Nr   r!   r   r   r4   r4   Y  s-         1 1 1 1 1r   r4   c                       e Zd ZdZd ZdS )OriginResultsa  
    These results are from Bruce Hansen's Matlab package.
    To replicate the results, the exogenous variables were scaled
    down by 10**-2 and the results were then rescaled.

    These tests must also test likelihood functions because the
    llr when conducting hypothesis tests is the MLE while
    restricting the intercept to 0. Matlab's generic package always
    uses the unrestricted MLE.
    c                     t          j        ddg          | _        d| _        d| _        d| j        | j        z
  z  | _        d| _        d S )Nr   g4|\l?gH5,ߚguTךg,ߚ)r   r	   r6   test_llftest_llf_hattest_llf_hypothtest_llf_confr   s    r   r   zOriginResults.__init__o  sL    8Q	N33$'!4=1B#BC)r   Nr   r!   r   r   r9   r9   d  s-        	 	* * * * *r   r9   )r    numpyr   r   r#   r0   r4   r9   r!   r   r   <module>rA      s	       T8 T8 T8 T8 T8 T8 T8 T8n%I %I %I %I %I %I %I %IPO O O O O O O O&1 1 1 1 1 1 1 1* * * * * * * * * *r   