
    M/Ph                        d dl Zd dlmZ d dlmZ ddZddZed	k    r	 g d
Z	g dZ
dZdZerdD ]Zd dlZ ej                    Z ede          \  ZZZ ed            ed            ee            edede            ed ej                    ez
              ed            eee            ed            ee            ed            eee                    d                      dS dS dS )    N)arma_generate_sample)Arma
           ?c           	      ,   |g d}|g d}g }g }t          |           D ])}t          |||dz   |          | d         }||                                z  }t          |          }	|	                    d          \  }
}}}}|                    |
           |	                    |
          }t          j        t          j	        ||          |z            }|=|                    |t          j        t          j
        |                    z             |                    t          j        t          j        |
          z              +t          j        |dd         |dd         f         t          j        |          t          j        |          fS )zrun Monte Carlo for ARMA(2,2)

    DGP parameters currently hard coded
    also sample size `nsample`

    was not a self contained function, used instances from outer scope
      now corrected

    N      ?ggr
   g333333?g?r   )   r      )ranger   meanr   fitappend	geterrorsnpsqrtdotdiagnan
zeros_liker_array)niternsamplearmasigresultsresults_bse_y2arest2rhohat2acov_x2ainfodictmesgiererr2asige2as                    c/var/www/html/test/jupyter/venv/lib/python3.11/site-packages/statsmodels/sandbox/mcevaluate/arma.pymcarma22r-      s    
z	zGK5\\ A A!"Rc::G899E
bggiib17E1B1B.'8T3x     **e,,W455 v0@0@(A(AABBBBrvh(?(??@@@@5ABBABB "(7"3"3RXk5J5JJJ    c                    |t          j        | j        d                   }t          j        |                               d          }t          d|                                           | |          } t          d           t          t          j        | |z
  dz                      d                               t          d           t          | |z
                      d                     t          d           t          t          j        | |z
  d                     t          d           t          t          j        | |z
  |z  d	z  d                     t          d
           t          t          j        t          j	        | |z
            d                     t          d           t          | |k                        d                     d S )Nr   z!fractions of iterations with nansRMSEr   r   z	mean biaszmedian biaszmedian bias percentd   zmedian absolute errorzpositive error fraction)
r   zerosshapeisnananyprintr   r   medianabs)resrtnanrowss      r,   
mc_summaryr<   ,   s   	zXcil##hsmm""G	
-w||~~>>>
wh-C	&MMM	"'CFQ;$$Q''
(
()))	+	3r6--

	-	")SVQ

   	
   	")SVRKOA
&
&'''	
!"""	")BF3r6NN1
%
%&&&	
#$$$	38//!

r.   __main__r	   r      T)g?r   r
   r1   )r   r   z
Results for Monte Carlotruez	nsample =zsigma = zelapsed time for Monte Carloz
MC of rho versus truez
MC of bse versus zeroz
MC of bse versus std)r   r   NNr   )N)numpyr   statsmodels.tsa.arima_processr   statsmodels.tsa.arma_mler   r-   r<   __name__r   r   r   run_mcr   timet0r:   res_rhores_bser6   std r.   r,   <module>rK      s       > > > > > > ) ) ) ) ) )
"K "K "K "KH   ( z.` 
		B			BG F 0! 	0 	0CKKKB#+8#3#?#?#? BE-...E&MMME"IIIE+w
C888E0)$)++b.AAA
 E+,,,Jw###E+,,,JwE*+++JwA////e ~0 0	0 	0r.   