
    M/Ph                     X    d Z ddlZddlmZmZ ddlmZ ddlm	Z	 ddl
mc mZ d Zd ZdS )zTests for sandwich robust covariance estimation

see also in regression for cov_hac compared to Gretl and
sandbox.panel test_random_panel for comparing cov_cluster, cov_hac_panel and
cov_white

Created on Sat Dec 17 08:39:16 2011

Author: Josef Perktold
    N)assert_almost_equalassert_allclose)OLS)add_constantc                  `   dd l } | j                            | j                            t                              }| j                            |d          }t          j        |          }|d d df         }|d d df                             t                    }|d d df                             t                    }t          |d d df                   }t          ||                                          }t          j        |||          \  }	}
}ddg}dd	g}d
dg}ddg}t          j        |
          }t          j        |          }t          j        |	          }t!          ||j        d           t!          ||d           t!          ||d           t!          ||d           d S )Nr   ztest_data.txt      )group2gZӼ?gx&?gcZB>?ggj+?go_?g7d?gS!uq?   )decimal)ospathabspathdirname__file__joinnp
genfromtxtastypeintr   r   fitswcov_cluster_2groupsse_covr   HC0_se)r   cur_dirfpathpetendoggrouptimeexogrescov01covgcovtbse_petwbse_pet0bse_pet1	bse_pet01bse_0bse_1bse_01s                      e/var/www/html/test/jupyter/venv/lib/python3.11/site-packages/statsmodels/stats/tests/test_sandwich.pytest_cov_cluster_2groupsr0      s   
 IIIgoobgooh7788GGLL/22E
-

C2JE1IS!!Eqqq!t9C  DAAAqD	""D
eT




 
 C.sE$GGGE4 HHH IIdOOEIdOOEYuF
 #*a8888x3333x3333	1555555    c                  "   ddl m}  |                                 j        }dt	          j        t	          j        |d         j                            z  }dt	          j        t	          j        |d         j                            z  }t          t          j	        ||d         d d         j        f                   }t          ||                                          }g dg d	g d
g}g dg dg dg}t          j        |dd          }t          j        |          }	t          j        |dd          }
t          j        |
          }t          ||           t          |
|           t          t	          j        t	          j        |                    |	           t          t	          j        t	          j        |                    |           t          j        |d          }t          j        |dd          }t          ||           d S )Nr   )	macrodatai  realgdprealinvrealintr   )gX-ƀ?gƲZԿgpv>	)gŲZԿg<BQ?gN;9?)gvv>	ghO;9?g'g?)gRp7+?cCԿgIq)r7   gN?gx9?)gIqglx9?gK?r   T)nlagsuse_correctionF)r9   )statsmodels.datasetsr3   load_pandasdatar   difflogvaluesr   c_r   r   r   cov_hac_simpler   r   sqrtdiag)r3   d2g_gdpg_invexoggres_olsgcov1_rcov2_rcov1se1cov2se2cov3cov4s                 r/   test_hac_simplerQ   9   s   ......				 	 	%B"'"&I!566777E"'"&I!566777EubmCRC&8&??@AAE5%  $$&&H 	NMMLLLLLLF 	LKKKKKKKKF XQtDDDD
)D//CXQuEEED
)D//CD&!!!D&!!!BGBGFOO,,c222BGBGFOO,,c222 Xe<<<DXQuEEEDD$r1   )__doc__numpyr   numpy.testingr   r   #statsmodels.regression.linear_modelr   statsmodels.tools.toolsr   %statsmodels.stats.sandwich_covariancestatssandwich_covariancer   r0   rQ    r1   r/   <module>r[      s   	 	     > > > > > > > > 3 3 3 3 3 3 0 0 0 0 0 0 2 2 2 2 2 2 2 2 2#6 #6 #6L)  )  )  )  ) r1   