
    M/Ph}              	          d Z ddlm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 d d
Zd Z eee          Ze                    d ed                      ee                    g d ej        g d          j        g dd                      ed           g dZ ej        g d                               ej        e          j                  Z ee                    g deeg dd                      ee                    eg d          d                    d dZd Z e eej                            d                                eee          Ze                    dddg           g dZ ej         g d          dddf         Z ee                    dgeedgd                      ee!                    dg                      ee                    edg                     dZ"e"rRddl#m$Z% e&                    dg ej        dg          j'                    e%j(        d            e%j)                     dS dS )!z5
Created on Fri Sep 30 15:20:45 2011

@author: josef
    )lrangeN)stats)
StatTestMC)acorr_ljungboxadfuller          c                 F    |t           j                            |           z   S N)nprandomrandn)nobslocs     e/var/www/html/test/jupyter/venv/lib/python3.11/site-packages/statsmodels/sandbox/tools/try_mctools.pynormalnoisesimr      s    	%%%&    c                 R    t          | d          \  }}t          j        ||f         S )N   )lags)r   r   r_)xsps      r   lbr      s(    

#
#
#CAa5A;r   i  r   )statindices)         )r   r    r   )zlag 1zlag 2zlag 3r   )varnamestitlez

){Gz?g?皙?皙?g333333?r   c                 j    |t           j                            |           z                                   S r   )r   r   r   cumsum)r   drifts     r   randwalksimr)   '   s'    ")//$'''//111r   c                 (    t          | ddd           S )Nr   n)
regressionautolagr   )r   s    r   adf20r.   +   s    AqS$7777r   d   i'  )r#   r$   r%   )gpepAg%,x"g'U֩adfr    zacorr_ljungbox - MC versus chi2)r	   r
   )*__doc__statsmodels.compat.pythonr   numpyr   scipyr   !statsmodels.sandbox.tools.mctoolsr   statsmodels.stats.diagnosticr   statsmodels.tsa.stattoolsr   r   r   mc1runprintsummary_quantileschi2ppffrac
atleast_2dTcritsummary_cdfcdfr)   r.   r   r   mc2array	quantilesdoplotmatplotlib.pyplotpyplotplt	plot_histpdfr"   show r   r   <module>rO      si   
 - , , , , ,           8 8 8 8 8 8 7 7 7 7 7 7 . . . . . .' ' ' '  
 j$$ &&)) $ $ $ cGGGZUZ%8%8%<%@%@%@"2  4 4 5 5 5 f&&&uz'''}r}T22455 coogggtT:::,  . . / / / cggdGGGQ      2 2 2 28 8 8 eeBIOOC  !! " " "je$$ Aa5 ! ! !rxOOOPPQRQRQRSWQWX cooqc4 %w!  # # $ $ $ cmmQC    cggdQC   	 ######MM1#jej!oo)***CI/000CHJJJJJ	 r   