Module ImportFrom alias ImportFrom alias ImportFrom alias ImportFrom alias Import alias identifier Expr Call NameLoad Str Assign NameStore Call AttributeLoad NameLoad attr Str Assign NameStore Call NameLoad NameLoad Assign NameStore Call NameLoad NameLoad Expr Call NameLoad Str Assign NameStore Call AttributeLoad NameLoad attr ListLoad Num Num Num Num Assign NameStore Num Assign NameStore Num Expr Call NameLoad Str NameLoad Expr Call NameLoad Str NameLoad Expr Call NameLoad Str NameLoad Expr Call NameLoad Str Assign NameStore Call AttributeLoad NameLoad attr ListLoad Num Num Num Num Assign NameStore Num Assign NameStore Num Assign NameStore ListLoad AugAssignAdd NameStore ListLoad Str NameLoad NameLoad NameLoad AugAssignAdd NameStore ListLoad Str NameLoad NameLoad NameLoad Assign NameStore Call NameLoad Expr Call NameLoad Str Expr Call AttributeLoad NameLoad attr keyword TupleLoad Num Num keyword Str Assign NameStore Call NameLoad Expr Call NameLoad Str AttributeLoad NameLoad attr Expr Call NameLoad Str BinOpPow AttributeLoad NameLoad attr Num Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr AttributeLoad NameLoad attr AugAssignAdd NameStore ListLoad Str AttributeLoad NameLoad attr BinOpPow AttributeLoad NameLoad attr Num AttributeLoad NameLoad attr Expr Call NameLoad Str BinOpSub NameLoad NameLoad Assign NameStore Call NameLoad Expr Call NameLoad Str Expr Call AttributeLoad NameLoad attr keyword TupleLoad Num Num keyword Str keyword Str Assign NameStore Call NameLoad Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr AttributeLoad NameLoad attr Expr Call NameLoad Str AttributeLoad NameLoad attr Expr Call NameLoad Str BinOpPow AttributeLoad NameLoad attr Num AugAssignAdd NameStore ListLoad Str AttributeLoad NameLoad attr BinOpPow AttributeLoad NameLoad attr Num AttributeLoad NameLoad attr Expr Call NameLoad Str BinOpSub NameLoad NameLoad Expr Call NameLoad Str Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr Num Assign NameStore Call NameLoad Assign NameStore Call AttributeLoad NameLoad attr Assign NameStore Call NameLoad Expr Call NameLoad Str AttributeLoad NameLoad attr AugAssignAdd NameStore ListLoad Str SubscriptLoad AttributeLoad NameLoad attr Slice Num SubscriptLoad AttributeLoad NameLoad attr Index Num AttributeLoad NameLoad attr Expr Call NameLoad Str BinOpSub NameLoad NameLoad Expr Call NameLoad Str Assign NameStore Call NameLoad Assign NameStore Call AttributeLoad NameLoad attr keyword TupleLoad Num Num Num keyword Str Assign NameStore Call NameLoad Expr Call NameLoad SubscriptLoad NameLoad Index Num AugAssignAdd NameStore ListLoad Str SubscriptLoad NameLoad Index Num Expr Call NameLoad Str BinOpSub NameLoad NameLoad Expr Call NameLoad Str Assign NameStore Call NameLoad Assign NameStore Call AttributeLoad NameLoad attr keyword TupleLoad Num Num Num keyword Str Assign NameStore Call NameLoad Expr Call NameLoad NameLoad AugAssignAdd NameStore ListLoad Str SubscriptLoad NameLoad Index Num Expr Call NameLoad Str BinOpSub NameLoad NameLoad For NameStore NameLoad body Expr Call NameLoad NameLoad
N/A __future__ print_function time time statsmodels.tsa.arma_mle Arma statsmodels.tsa.api ARMA N/A numpy np N/A N/A print Battle of the dueling ARMAs N/A y_arma22 N/A N/A np loadtxt C:\Josef\eclipsegworkspace\statsmodels-josef-experimental-gsoc\scikits\statsmodels\tsa\y_arma22.txt N/A arma1 N/A Arma y_arma22 N/A arma2 N/A ARMA y_arma22 N/A N/A print The actual results from gretl exact mle are N/A params_mle N/A N/A np array N/A 0.82699 -0.333986 0.0362419 -0.792825 N/A sigma_mle 1.094011 N/A llf_mle -1510.233 N/A N/A print params:  params_mle N/A N/A print sigma:  sigma_mle N/A N/A print llf:  llf_mle N/A N/A print The actual results from gretl css are N/A params_css N/A N/A np array N/A 0.82481 -0.337077 0.0407222 -0.789792 N/A sigma_css 1.095688 N/A llf_css -1507.301 N/A results N/A N/A results N/A gretl exact mle params_mle sigma_mle llf_mle N/A results N/A gretl css params_css sigma_css llf_css N/A t0 N/A time N/A N/A print Exact MLE - Kalman filter version using l_bfgs_b N/A N/A N/A arma2 fit order N/A 2 2 trend nc N/A t1 N/A time N/A N/A print params:  N/A arma2 params N/A N/A print sigma:  N/A N/A arma2 sigma2 0.5 N/A N/A arma2 llf N/A N/A arma2 loglike N/A N/A arma2 _invtransparams N/A arma2 params N/A results N/A exact mle kalmanf N/A arma2 params N/A N/A arma2 sigma2 0.5 N/A arma2 llf N/A N/A print time used: N/A t1 t0 N/A t1 N/A time N/A N/A print CSS MLE - ARMA Class N/A N/A N/A arma2 fit order N/A 2 2 trend nc method css N/A t2 N/A time N/A N/A arma2 llf N/A N/A arma2 loglike_css N/A N/A arma2 _invtransparams N/A arma2 params N/A N/A print params:  N/A arma2 params N/A N/A print sigma:  N/A N/A arma2 sigma2 0.5 N/A results N/A css kalmanf N/A arma2 params N/A N/A arma2 sigma2 0.5 N/A arma2 llf N/A N/A print time used: N/A t2 t1 N/A N/A print Arma.fit_mle results N/A N/A arma1 nar 2 N/A N/A arma1 nma 2 N/A t2 N/A time N/A ret N/A N/A arma1 fit_mle N/A t3 N/A time N/A N/A print params, first 4, sigma, last 1  N/A ret params N/A results N/A Arma.fit_mle  N/A N/A ret params N/A 4 N/A N/A ret params N/A -1 N/A ret llf N/A N/A print time used: N/A t3 t2 N/A N/A print Arma.fit method = "ls" N/A t3 N/A time N/A ret2 N/A N/A arma1 fit order N/A 2 0 2 method ls N/A t4 N/A time N/A N/A print N/A ret2 N/A 0 N/A results N/A Arma.fit ls N/A ret2 N/A 0 N/A N/A print time used: N/A t4 t3 N/A N/A print Arma.fit method = "CLS" N/A t4 N/A time N/A ret3 N/A N/A arma1 fit order N/A 2 0 2 method None N/A t5 N/A time N/A N/A print ret3 N/A results N/A Arma.fit other N/A ret3 N/A 0 N/A N/A print time used: N/A t5 t4 N/A i results N/A N/A N/A print i