Module Import alias identifier Import alias ClassDef bases NameLoad body Expr Str FunctionDef arguments args NameParam NameParam defaults Str body If CompareEq NameLoad Str body Assign NameStore ListLoad Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Assign AttributeStore NameLoad attr Call AttributeLoad Call AttributeLoad NameLoad attr NameLoad attr Num Num keyword Str decorator_list decorator_list ClassDef bases NameLoad body Expr Str FunctionDef arguments args NameParam NameParam defaults NameLoad body Assign AttributeStore NameLoad attr Num If NameLoad body Assign AttributeStore NameLoad attr ListLoad Num Num Num Num Num Num Num Num Num Num Assign AttributeStore NameLoad attr ListLoad Num Num Num Num Num Num Num Num Num Num Assign AttributeStore NameLoad attr ListLoad Num Num Num Num Num Num Num Num Num Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr Num Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr Call AttributeLoad AttributeLoad NameLoad attr attr Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad Str Assign NameStore Call AttributeLoad NameLoad attr NameLoad Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Num Index Num Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Num Index Num Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Num Index Num Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Num Index Num Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Num Index Num Delete NameDel Assign AttributeStore NameLoad attr NameLoad Assign AttributeStore NameLoad attr NameLoad Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice BinOpSub Num Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice Num Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr TupleLoad SubscriptLoad NameLoad Slice BinOpSub Num Num SubscriptLoad NameLoad Slice BinOpSub Num Num Assign AttributeStore NameLoad attr AttributeLoad NameLoad attr Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr TupleLoad SubscriptLoad NameLoad Index Num NameLoad Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr TupleLoad NameLoad SubscriptLoad NameLoad Slice Num Assign AttributeStore NameLoad attr NameLoad Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr TupleLoad SubscriptLoad NameLoad Index Num SubscriptLoad NameLoad Slice Num Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr TupleLoad SubscriptLoad NameLoad Index Num SubscriptLoad NameLoad Slice Num orelse If UnaryOpNot NameLoad body Assign AttributeStore NameLoad attr ListLoad Num Num Num Num Num Num Num Num Num Assign AttributeStore NameLoad attr ListLoad Num Num Num Num Num Num Num Num Num Assign AttributeStore NameLoad attr ListLoad Num Num Num Num Num Num Num Num Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr Num Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr Call AttributeLoad AttributeLoad NameLoad attr attr Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad Str Assign NameStore Call AttributeLoad NameLoad attr NameLoad Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Num Index Num Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Num Index Num Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Num Index Num Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Num Index Num Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Num Index Num Delete NameDel Assign AttributeStore NameLoad attr NameLoad Assign AttributeStore NameLoad attr NameLoad Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice BinOpSub Num Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice Num Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr TupleLoad SubscriptLoad NameLoad Slice BinOpSub Num Num SubscriptLoad NameLoad Slice BinOpSub Num Num Assign AttributeStore NameLoad attr AttributeLoad NameLoad attr Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr TupleLoad SubscriptLoad NameLoad Index Num NameLoad Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr TupleLoad NameLoad SubscriptLoad NameLoad Slice Num Assign AttributeStore NameLoad attr NameLoad Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr TupleLoad SubscriptLoad NameLoad Index Num SubscriptLoad NameLoad Slice Num Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr TupleLoad SubscriptLoad NameLoad Index Num SubscriptLoad NameLoad Slice Num decorator_list decorator_list ClassDef bases NameLoad body Expr Str FunctionDef arguments args NameParam NameParam defaults NameLoad body Assign AttributeStore NameLoad attr Num If NameLoad body Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr Call AttributeLoad AttributeLoad NameLoad attr attr Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad Str Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr Call AttributeLoad AttributeLoad NameLoad attr attr Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad Str Assign NameStore Call AttributeLoad NameLoad attr NameLoad keyword Str Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Index Num Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Index Num Assign NameStore Call AttributeLoad NameLoad attr NameLoad keyword Str keyword Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice Num Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice Num Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice Num Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice Num Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad Slice Num Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad ExtSlice Slice Index Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad ExtSlice Slice Index Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad ExtSlice Slice Index Num Assign AttributeStore NameLoad attr SubscriptLoad NameLoad ExtSlice Slice Index Num orelse Pass decorator_list decorator_list
N/A N/A numpy np N/A os ARLagResults N/A object N/A N/A 
    Results are from R vars::VARselect for sunspot data.

    Comands run were

    var_select <- VARselect(SUNACTIVITY, lag.max=16, type=c("const"))
     __init__ N/A N/A self type N/A const N/A N/A N/A type const N/A N/A ic N/A 6.31175182482 6.32181300736 6.33687245696 551.009492543 5.64761500934 5.66270678316 5.68529595756 283.61444421 5.63419964077 5.65432200586 5.68444090506 279.835333966 5.63941579777 5.66456875412 5.70221737813 281.299267442 5.64610247543 5.67628602306 5.72146437186 283.187210933 5.62841687312 5.66363101202 5.71633908562 278.223839285 5.58420418514 5.6244489153 5.68468671371 266.191975555 5.54116324403 5.58643856547 5.65420608868 254.979353737 5.48315536701 5.53346127972 5.60875852773 240.611088469 5.4899398956 5.54527639958 5.62810337238 242.251199397 5.49671389537 5.55708099062 5.64743768823 243.900349905 5.50353931159 5.56893699811 5.66682342052 245.573823562 5.51036514998 5.58079342777 5.68620957498 247.259396991 5.51374091214 5.5891997812 5.70214565322 248.099655694 5.51562747133 5.59611693166 5.71659252847 248.572915485 5.51593562752 5.60145567912 5.72946100074 248.654927915 N/A N/A self ic N/A N/A N/A N/A np asarray ic reshape 4 -1 order F N/A N/A ARResultsOLS N/A object N/A N/A 
    Results of fitting an AR(9) model to the sunspot data.

    Results were taken from Stata using the var command.
    __init__ N/A N/A self constant N/A True N/A N/A N/A self avobs 300.0 N/A constant N/A N/A N/A self params N/A 6.74305359173 1.16494219711 -0.405357422593 -0.166539342466 0.14980629416 -0.094624170648 0.00491001240749 0.0504665930841 -0.0863534919082 0.253491031948 N/A N/A self bse_stata N/A 2.413485601 0.0560359041 0.0874490762 0.0900894414 0.0899348339 0.0900100797 0.0898385666 0.0896997939 0.0869773089 0.0559505756 N/A N/A self bse_gretl N/A 2.45474 0.0569939 0.088944 0.0916295 0.0914723 0.0915488 0.0913744 0.0912332 0.0884642 0.0569071 N/A N/A self rmse 15.1279294937 N/A N/A self fpe 236.482725793 N/A N/A self llf -1235.55912842 N/A filename N/A N/A N/A os path join N/A N/A N/A os path dirname N/A N/A N/A os path abspath __file__ AROLSConstantPredict.csv N/A predictresults N/A N/A np loadtxt filename N/A fv N/A predictresults N/A N/A 300 N/A 0 N/A pv N/A predictresults N/A N/A 300 N/A 1 N/A pv_lb N/A predictresults N/A N/A 300 N/A 2 N/A pv_ub N/A predictresults N/A N/A 300 N/A 3 N/A pv_se N/A predictresults N/A N/A 300 N/A 4 N/A predictresults N/A N/A self FVOLSnneg1start0 fv N/A N/A self FVOLSnneg1start9 fv N/A N/A self FVOLSnneg1start100 N/A fv N/A N/A 100 9 N/A N/A self FVOLSn200start0 N/A fv N/A 192 N/A N/A self FVOLSn200start200 N/A N/A np hstack N/A N/A fv N/A N/A 200 9 N/A pv N/A N/A 101 9 N/A N/A self FVOLSn200startneg109 N/A self FVOLSn200start200 N/A N/A self FVOLSn100start325 N/A N/A np hstack N/A N/A fv N/A -1 pv N/A N/A self FVOLSn301start9 N/A N/A np hstack N/A fv N/A pv N/A 2 N/A N/A self FVOLSdefault fv N/A N/A self FVOLSn4start312 N/A N/A np hstack N/A N/A fv N/A -1 N/A pv N/A 8 N/A N/A self FVOLSn15start312 N/A N/A np hstack N/A N/A fv N/A -1 N/A pv N/A 19 N/A N/A N/A constant N/A N/A N/A self params N/A 1.19582389903 -0.405918182196 -0.158137968848 0.166200799252 -0.0857020025462 0.0187629894869 0.0613021191071 -0.0846150770005 0.279950846533 N/A N/A self bse_stata N/A 0.055645055 0.088579237 0.0912031179 0.0909032462 0.0911161784 0.0908611473 0.0907743174 0.0880993504 0.0558560278 N/A N/A self bse_gretl N/A 0.056499 0.0899386 0.0926027 0.0922983 0.0925145 0.0922555 0.0921674 0.0894513 0.0567132 N/A N/A self rmse 15.2971261868 N/A N/A self sigma 226.982007487 N/A N/A self llf -1239.41217279 N/A N/A self fpe 241.022131661 N/A filename N/A N/A N/A os path join N/A N/A N/A os path dirname N/A N/A N/A os path abspath __file__ AROLSNoConstantPredict.csv N/A predictresults N/A N/A np loadtxt filename N/A fv N/A predictresults N/A N/A 300 N/A 0 N/A pv N/A predictresults N/A N/A 300 N/A 1 N/A pv_lb N/A predictresults N/A N/A 300 N/A 2 N/A pv_ub N/A predictresults N/A N/A 300 N/A 3 N/A pv_se N/A predictresults N/A N/A 300 N/A 4 N/A predictresults N/A N/A self FVOLSnneg1start0 fv N/A N/A self FVOLSnneg1start9 fv N/A N/A self FVOLSnneg1start100 N/A fv N/A N/A 100 9 N/A N/A self FVOLSn200start0 N/A fv N/A 192 N/A N/A self FVOLSn200start200 N/A N/A np hstack N/A N/A fv N/A N/A 200 9 N/A pv N/A N/A 101 9 N/A N/A self FVOLSn200startneg109 N/A self FVOLSn200start200 N/A N/A self FVOLSn100start325 N/A N/A np hstack N/A N/A fv N/A -1 pv N/A N/A self FVOLSn301start9 N/A N/A np hstack N/A fv N/A pv N/A 2 N/A N/A self FVOLSdefault fv N/A N/A self FVOLSn4start312 N/A N/A np hstack N/A N/A fv N/A -1 N/A pv N/A 8 N/A N/A self FVOLSn15start312 N/A N/A np hstack N/A N/A fv N/A -1 N/A pv N/A 19 N/A N/A ARResultsMLE N/A object N/A N/A 
    Results of fitting an AR(9) model to the sunspot data using exact MLE.

    Results were taken from gretl.
     __init__ N/A N/A self constant N/A True N/A N/A N/A self avobs 300 N/A constant N/A N/A filename N/A N/A N/A os path join N/A N/A N/A os path dirname N/A N/A N/A os path abspath __file__ ARMLEConstantPredict.csv N/A filename2 N/A N/A N/A os path join N/A N/A N/A os path dirname N/A N/A N/A os path abspath __file__ results_ar_forecast_mle_dynamic.csv N/A predictresults N/A N/A np loadtxt filename delimiter , N/A year N/A predictresults N/A N/A N/A 0 N/A pv N/A predictresults N/A N/A N/A 1 N/A dynamicpv N/A N/A np genfromtxt filename2 delimiter , skip_header 1 N/A N/A self FVMLEdefault N/A pv N/A 309 N/A N/A self FVMLEstart9end308 N/A pv N/A 9 309 N/A N/A self FVMLEstart100end308 N/A pv N/A 100 309 N/A N/A self FVMLEstart0end200 N/A pv N/A 201 N/A N/A self FVMLEstart200end334 N/A pv N/A 200 N/A N/A self FVMLEstart308end334 N/A pv N/A 308 N/A N/A self FVMLEstart9end309 N/A pv N/A 9 310 N/A N/A self FVMLEstart0end301 N/A pv N/A 302 N/A N/A self FVMLEstart4end312 N/A pv N/A 4 313 N/A N/A self FVMLEstart2end7 N/A pv N/A 2 8 N/A N/A self fcdyn N/A dynamicpv N/A N/A N/A 0 N/A N/A self fcdyn2 N/A dynamicpv N/A N/A N/A 1 N/A N/A self fcdyn3 N/A dynamicpv N/A N/A N/A 2 N/A N/A self fcdyn4 N/A dynamicpv N/A N/A N/A 3 N/A N/A N/A N/A