Module ImportFrom alias ImportFrom alias alias alias alias alias alias alias alias alias alias alias ImportFrom alias Import alias identifier ImportFrom alias alias alias alias alias alias ImportFrom alias ImportFrom alias alias ImportFrom alias alias alias Import alias Assign NameStore Num Assign NameStore Num Assign NameStore Num Assign NameStore Num Assign NameStore Num Assign NameStore Num Assign NameStore Num ClassDef bases NameLoad body Expr Str Assign NameStore ListLoad Str Str Str Assign NameStore Call AttributeLoad NameLoad attr Assign NameStore SubscriptLoad AttributeLoad NameLoad attr Index Str Assign NameStore SubscriptLoad AttributeLoad NameLoad attr Index Str FunctionDef arguments args NameParam defaults body Expr Call NameLoad SubscriptLoad AttributeLoad NameLoad attr Index Num AttributeLoad NameLoad attr NameLoad decorator_list FunctionDef arguments args NameParam defaults body Expr Call NameLoad SubscriptLoad AttributeLoad NameLoad attr Index Num AttributeLoad NameLoad attr NameLoad decorator_list FunctionDef arguments args NameParam defaults body Assign NameStore ListComp SubscriptLoad SubscriptLoad AttributeLoad NameLoad attr Index Num Index NameLoad comprehension NameStore AttributeLoad NameLoad attr Expr Call NameLoad NameLoad AttributeLoad NameLoad attr NameLoad decorator_list decorator_list ClassDef bases NameLoad body Expr Str FunctionDef arguments args NameParam defaults body Assign AttributeStore NameLoad attr Call NameLoad AttributeLoad NameLoad attr keyword Str keyword NameLoad keyword Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr ListLoad Num Num Num decorator_list decorator_list ClassDef bases NameLoad body Expr Str FunctionDef arguments args NameParam defaults body Assign AttributeStore NameLoad attr Call NameLoad AttributeLoad NameLoad attr keyword Str keyword NameLoad keyword Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr ListLoad Num Num Num decorator_list decorator_list ClassDef bases NameLoad body Expr Str FunctionDef arguments args NameParam defaults body Assign AttributeStore NameLoad attr Call NameLoad AttributeLoad NameLoad attr keyword Str keyword NameLoad keyword Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr ListLoad Num Num Num decorator_list decorator_list ClassDef bases NameLoad body FunctionDef arguments args NameParam defaults body Assign AttributeStore NameLoad attr Call NameLoad AttributeLoad NameLoad attr keyword Str keyword NameLoad keyword Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr ListLoad Num Num Num decorator_list decorator_list ClassDef bases NameLoad body FunctionDef arguments args NameParam defaults body Assign AttributeStore NameLoad attr Call NameLoad AttributeLoad NameLoad attr keyword Str keyword NameLoad keyword Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr ListLoad Num Num Num decorator_list decorator_list ClassDef bases NameLoad body FunctionDef arguments args NameParam defaults body Assign AttributeStore NameLoad attr Call NameLoad AttributeLoad NameLoad attr keyword Str keyword NameLoad keyword Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr ListLoad Num Num Num decorator_list decorator_list ClassDef bases NameLoad body Expr Str Assign NameStore Call AttributeLoad NameLoad attr Assign NameStore SubscriptLoad AttributeLoad NameLoad attr Index Str Assign NameStore BinOpAdd Call AttributeLoad AttributeLoad NameLoad attr attr Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad Str Assign NameStore Call NameLoad Call NameLoad NameLoad Str keyword Str keyword NameLoad keyword NameLoad decorator_list ClassDef bases NameLoad body Expr Str FunctionDef arguments args NameParam defaults body Assign AttributeStore NameLoad attr SubscriptLoad AttributeLoad NameLoad attr Index Str Assign AttributeStore NameLoad attr SubscriptLoad AttributeLoad NameLoad attr Index Str Assign AttributeStore NameLoad attr Call NameLoad AttributeLoad NameLoad attr keyword Num keyword NameLoad keyword Num Assign AttributeStore NameLoad attr Call AttributeLoad SubscriptLoad AttributeLoad NameLoad attr Index ListLoad Str Str attr TupleLoad NameLoad Num decorator_list FunctionDef arguments args NameParam defaults body Expr Call NameLoad SubscriptLoad SubscriptLoad AttributeLoad NameLoad attr Index Num Slice Num Num AttributeLoad NameLoad attr NameLoad decorator_list FunctionDef arguments args NameParam defaults body Assign NameStore BinOpSub SubscriptLoad AttributeLoad NameLoad attr Index Num SubscriptLoad Call AttributeLoad SubscriptLoad AttributeLoad NameLoad attr Index Num attr Num ExtSlice Slice Index NameLoad Expr Call NameLoad SubscriptLoad NameLoad Slice Num Num AttributeLoad NameLoad attr NameLoad decorator_list FunctionDef arguments args NameParam defaults body Expr Call NameLoad SubscriptLoad SubscriptLoad AttributeLoad NameLoad attr Index Num Slice Num AttributeLoad NameLoad attr NameLoad decorator_list decorator_list ClassDef bases NameLoad body Expr Str FunctionDef arguments args NameParam defaults body Assign AttributeStore NameLoad attr SubscriptLoad AttributeLoad NameLoad attr Index Str Assign AttributeStore NameLoad attr SubscriptLoad AttributeLoad NameLoad attr Index Str Assign AttributeStore NameLoad attr Call NameLoad AttributeLoad NameLoad attr keyword Num keyword NameLoad keyword NameLoad decorator_list FunctionDef arguments args NameParam defaults body Expr Call NameLoad SubscriptLoad SubscriptLoad AttributeLoad NameLoad attr Index Num Slice Num AttributeLoad NameLoad attr NameLoad decorator_list FunctionDef arguments args NameParam defaults body Expr Call NameLoad SubscriptLoad AttributeLoad NameLoad attr Index Num AttributeLoad NameLoad attr NameLoad decorator_list decorator_list ClassDef bases NameLoad body FunctionDef arguments args NameParam defaults body Assign AttributeStore NameLoad attr SubscriptLoad AttributeLoad NameLoad attr Index Str Assign AttributeStore NameLoad attr SubscriptLoad AttributeLoad NameLoad attr Index Str decorator_list FunctionDef arguments args NameParam defaults body Assign TupleStore NameStore NameStore Call NameLoad AttributeLoad NameLoad attr keyword Num keyword Num keyword Str Expr Call NameLoad SubscriptLoad NameLoad Slice Num AttributeLoad NameLoad attr NameLoad Assign NameStore BinOpSub NameLoad SubscriptLoad Call AttributeLoad NameLoad attr Num ExtSlice Slice Index NameLoad Assign NameStore BinOpMult ListLoad ListLoad Num Num Num Expr Call NameLoad SubscriptLoad NameLoad Slice Num Num NameLoad NameLoad Expr Call NameLoad SubscriptLoad NameLoad Index Num ListLoad Num Num Expr Call NameLoad SubscriptLoad NameLoad Index Num ListLoad Num Num Expr Call NameLoad SubscriptLoad NameLoad Index Num Num decorator_list FunctionDef arguments args NameParam defaults body Assign NameStore Call NameLoad AttributeLoad NameLoad attr keyword Num keyword Str Expr Call NameLoad SubscriptLoad NameLoad Slice Num AttributeLoad NameLoad attr NameLoad decorator_list FunctionDef arguments args NameParam defaults body Assign NameStore Call NameLoad AttributeLoad NameLoad attr keyword Num keyword Str Assign NameStore Call NameLoad AttributeLoad NameLoad attr keyword Num keyword Str Expr Call NameLoad NameLoad NameLoad NameLoad Assign NameStore Call NameLoad AttributeLoad NameLoad attr keyword Num keyword Str Assign NameStore Call NameLoad AttributeLoad NameLoad attr keyword Num keyword Str Expr Call NameLoad NameLoad NameLoad NameLoad decorator_list decorator_list ClassDef bases NameLoad body Expr Str Assign NameStore ListLoad Str Str Str Assign NameStore Call AttributeLoad NameLoad attr Assign NameStore SubscriptLoad AttributeLoad NameLoad attr Index Str Assign NameStore SubscriptLoad AttributeLoad NameLoad attr Index Str FunctionDef arguments args NameParam defaults body Expr Call NameLoad AttributeLoad NameLoad attr AttributeLoad NameLoad attr NameLoad decorator_list decorator_list ClassDef bases NameLoad body Expr Str FunctionDef arguments args NameParam defaults body Assign AttributeStore NameLoad attr SubscriptLoad Call NameLoad AttributeLoad NameLoad attr AttributeLoad NameLoad attr keyword Str Index Num Assign AttributeStore NameLoad attr Num decorator_list decorator_list ClassDef bases NameLoad body FunctionDef arguments args NameParam defaults body Assign NameStore AttributeLoad Call AttributeLoad NameLoad attr attr Assign NameStore SubscriptLoad NameLoad Index ListLoad Str Str Assign NameStore Call AttributeLoad NameLoad attr TupleLoad NameLoad Num Assign NameStore Call AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr NameLoad keyword Num Assign NameStore ListLoad Num Num Num Num Assign NameStore Call NameLoad SubscriptLoad NameLoad ExtSlice Slice Slice Num Num Num keyword NameLoad Expr Call NameLoad NameLoad SubscriptLoad SubscriptLoad SubscriptLoad NameLoad Index Num Index Num Index Str keyword Num Expr Call NameLoad SubscriptLoad SubscriptLoad SubscriptLoad NameLoad Index Num Index Num Index Str SubscriptLoad SubscriptLoad SubscriptLoad NameLoad Index Num Index Num Index Str keyword Num decorator_list FunctionDef arguments args NameParam defaults body Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr Num Num Expr Call NameLoad NameLoad Num keyword NameLoad Expr Call NameLoad NameLoad NameLoad NameLoad Num keyword NameLoad decorator_list decorator_list ClassDef bases NameLoad body Assign NameStore Call AttributeLoad NameLoad attr Assign NameStore SubscriptLoad AttributeLoad NameLoad attr Index Str decorator_list ClassDef bases NameLoad body Expr Str FunctionDef arguments args NameParam defaults body Expr Call NameLoad AttributeLoad NameLoad attr Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr Num Num Expr Call NameLoad NameLoad NameLoad NameLoad decorator_list FunctionDef arguments args NameParam defaults body Expr Call NameLoad AttributeLoad NameLoad attr Str Expr Call NameLoad AttributeLoad NameLoad attr Str Expr Call NameLoad AttributeLoad NameLoad attr Str Expr Call NameLoad AttributeLoad NameLoad attr Str Expr Call NameLoad NameLoad NameLoad AttributeLoad NameLoad attr Str decorator_list FunctionDef arguments args NameParam defaults body Assign TupleStore NameStore NameStore NameStore NameStore Call NameLoad AttributeLoad NameLoad attr Str Num Expr Call NameLoad NameLoad Num NameLoad Assign TupleStore NameStore NameStore NameStore NameStore Call NameLoad AttributeLoad NameLoad attr Str Num Expr Call NameLoad NameLoad Num NameLoad decorator_list FunctionDef arguments args NameParam defaults body Assign TupleStore NameStore NameStore NameStore NameStore Call NameLoad AttributeLoad NameLoad attr Str Num Expr Call NameLoad NameLoad Num Assign TupleStore NameStore NameStore NameStore NameStore Call NameLoad AttributeLoad NameLoad attr Str Num Expr Call NameLoad NameLoad Num decorator_list FunctionDef arguments args NameParam defaults body Assign TupleStore NameStore NameStore NameStore NameStore Call NameLoad AttributeLoad NameLoad attr Str Num NameLoad Expr Call NameLoad AttributeLoad NameLoad attr Call NameLoad AttributeLoad NameLoad attr Expr Call NameLoad AttributeLoad NameLoad attr Num decorator_list FunctionDef arguments args NameParam defaults body Assign TupleStore NameStore NameStore NameStore NameStore Call NameLoad AttributeLoad NameLoad attr Str Expr Call NameLoad NameLoad Call NameLoad Call AttributeLoad NameLoad attr BinOpMult Num Call AttributeLoad NameLoad attr BinOpDiv Call NameLoad AttributeLoad NameLoad attr Num BinOpDiv Num Num decorator_list decorator_list FunctionDef arguments args defaults body Assign NameStore Call NameLoad Call NameLoad Num Num Expr Call NameLoad Call NameLoad NameLoad Call NameLoad AttributeLoad NameLoad attr decorator_list FunctionDef arguments args defaults body Assign NameStore AttributeLoad Call AttributeLoad NameLoad attr attr Assign AttributeStore NameLoad attr Call NameLoad Call NameLoad Str Str Delete SubscriptDel NameLoad Index Str Assign NameStore Call NameLoad NameLoad Expr Call NameLoad NameLoad Call NameLoad AttributeLoad NameLoad attr Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr TupleLoad Num Num Expr Call NameLoad NameLoad NameLoad NameLoad decorator_list FunctionDef arguments args defaults body Expr Call AttributeLoad AttributeLoad NameLoad attr attr Num Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr keyword Num For NameStore ListLoad NameLoad NameLoad body For NameStore ListLoad NameLoad NameLoad body Assign NameStore Call NameLoad NameLoad keyword NameLoad keyword NameLoad keyword NameLoad Assign NameStore Call NameLoad NameLoad keyword NameLoad keyword NameLoad keyword NameLoad Expr Call NameLoad NameLoad NameLoad keyword Num decorator_list FunctionDef arguments args defaults body ImportFrom alias Import alias identifier Assign NameStore Call AttributeLoad NameLoad attr ListLoad Num Num Assign NameStore Call AttributeLoad NameLoad attr ListLoad Num Num Assign NameStore SubscriptLoad AttributeLoad NameLoad attr Index TupleLoad Num UnaryOpUSub NameLoad Assign NameStore SubscriptLoad AttributeLoad NameLoad attr Index TupleLoad Num NameLoad Assign NameStore Num Expr Call AttributeLoad AttributeLoad NameLoad attr attr Num Assign NameStore Call NameLoad NameLoad NameLoad NameLoad Assign NameStore Call NameLoad NameLoad keyword ListLoad Str Str keyword Str Assign NameStore Call AttributeLoad NameLoad attr ListLoad ListLoad AttributeLoad NameLoad attr Num Num ListLoad Num Num Num ListLoad Num Num Num ListLoad Num Num Num ListLoad Num Num Num Assign NameStore Call AttributeLoad NameLoad attr ListLoad ListLoad AttributeLoad NameLoad attr Num Num ListLoad Num Num Num ListLoad Num Num Num ListLoad Num Num Num ListLoad Num Num Num Assign NameStore Call NameLoad NameLoad keyword Call NameLoad Num keyword Call NameLoad Num Assign NameStore Call NameLoad NameLoad keyword Call NameLoad Num keyword Call NameLoad Num Expr Call NameLoad AttributeLoad AttributeLoad NameLoad attr attr AttributeLoad NameLoad attr Num Expr Call NameLoad AttributeLoad AttributeLoad NameLoad attr attr AttributeLoad NameLoad attr Num Expr Call NameLoad AttributeLoad NameLoad attr TupleLoad Num Num Expr Call NameLoad AttributeLoad NameLoad attr TupleLoad Num Num Expr Call NameLoad Call AttributeLoad AttributeLoad AttributeLoad NameLoad attr attr attr AttributeLoad NameLoad attr Expr Call NameLoad Call AttributeLoad AttributeLoad AttributeLoad NameLoad attr attr attr AttributeLoad NameLoad attr Expr Call NameLoad Call AttributeLoad AttributeLoad AttributeLoad NameLoad attr attr attr AttributeLoad NameLoad attr Expr Call NameLoad Call AttributeLoad AttributeLoad AttributeLoad NameLoad attr attr attr AttributeLoad NameLoad attr Assign NameStore Call NameLoad NameLoad keyword Str keyword Str Expr Call NameLoad AttributeLoad AttributeLoad NameLoad attr attr AttributeLoad NameLoad attr Num Expr Call NameLoad Call AttributeLoad AttributeLoad AttributeLoad NameLoad attr attr attr AttributeLoad NameLoad attr Expr Call NameLoad Call AttributeLoad AttributeLoad AttributeLoad NameLoad attr attr attr AttributeLoad NameLoad attr Expr Call NameLoad AttributeLoad NameLoad attr TupleLoad Num Num decorator_list AttributeLoad NameLoad attr FunctionDef arguments args defaults body Assign NameStore Call AttributeLoad NameLoad attr ListLoad Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Num Import alias With Call AttributeLoad NameLoad attr body Expr Call AttributeLoad NameLoad attr Str Assign NameStore Call NameLoad NameLoad decorator_list FunctionDef arguments args defaults body Assign NameStore Call NameLoad SubscriptLoad AttributeLoad Call AttributeLoad NameLoad attr attr Index ListLoad Str keyword NameLoad Expr Call NameLoad AttributeLoad NameLoad attr Num decorator_list If CompareEq NameLoad Str body Import alias Import alias identifier Expr Call AttributeLoad AttributeLoad NameLoad attr attr
N/A statsmodels.compat.python lrange statsmodels.tsa.stattools adfuller acf pacf_ols pacf_yw pacf grangercausalitytests coint acovf kpss ResultsStore arma_order_select_ic statsmodels.tsa.base.datetools dates_from_range N/A numpy np numpy.testing assert_almost_equal assert_equal assert_warns assert_raises dec assert_ numpy genfromtxt statsmodels.datasets macrodata sunspots pandas Series Index DataFrame N/A os N/A DECIMAL_8 8 N/A DECIMAL_6 6 N/A DECIMAL_5 5 N/A DECIMAL_4 4 N/A DECIMAL_3 3 N/A DECIMAL_2 2 N/A DECIMAL_1 1 CheckADF N/A object N/A N/A 
    Test Augmented Dickey-Fuller

    Test values taken from Stata.
     N/A levels N/A 1% 5% 10% N/A data N/A N/A macrodata load N/A x N/A N/A data data N/A realgdp N/A y N/A N/A data data N/A infl test_teststat N/A N/A self N/A N/A N/A N/A assert_almost_equal N/A N/A self res1 N/A 0 N/A self teststat DECIMAL_5 N/A test_pvalue N/A N/A self N/A N/A N/A N/A assert_almost_equal N/A N/A self res1 N/A 1 N/A self pvalue DECIMAL_5 N/A test_critvalues N/A N/A self N/A N/A N/A critvalues N/A N/A N/A N/A self res1 N/A 4 N/A lev N/A lev N/A self levels N/A N/A assert_almost_equal critvalues N/A self critvalues DECIMAL_2 N/A N/A TestADFConstant N/A CheckADF N/A N/A 
    Dickey-Fuller test for unit root
     __init__ N/A N/A self N/A N/A N/A N/A self res1 N/A adfuller N/A self x regression c autolag None maxlag 4 N/A N/A self teststat 0.97505319 N/A N/A self pvalue 0.99399563 N/A N/A self critvalues N/A -3.476 -2.883 -2.573 N/A N/A TestADFConstantTrend N/A CheckADF N/A N/A __init__ N/A N/A self N/A N/A N/A N/A self res1 N/A adfuller N/A self x regression ct autolag None maxlag 4 N/A N/A self teststat -1.8566374 N/A N/A self pvalue 0.67682968 N/A N/A self critvalues N/A -4.007 -3.437 -3.137 N/A N/A TestADFNoConstant N/A CheckADF N/A N/A __init__ N/A N/A self N/A N/A N/A N/A self res1 N/A adfuller N/A self x regression nc autolag None maxlag 4 N/A N/A self teststat 3.5227498 N/A N/A self pvalue 0.99999 N/A N/A self critvalues N/A -2.587 -1.95 -1.617 N/A N/A TestADFConstant2 N/A CheckADF N/A __init__ N/A N/A self N/A N/A N/A N/A self res1 N/A adfuller N/A self y regression c autolag None maxlag 1 N/A N/A self teststat -4.3346988 N/A N/A self pvalue 0.00038661 N/A N/A self critvalues N/A -3.476 -2.883 -2.573 N/A N/A TestADFConstantTrend2 N/A CheckADF N/A __init__ N/A N/A self N/A N/A N/A N/A self res1 N/A adfuller N/A self y regression ct autolag None maxlag 1 N/A N/A self teststat -4.425093 N/A N/A self pvalue 0.00199633 N/A N/A self critvalues N/A -4.006 -3.437 -3.137 N/A N/A TestADFNoConstant2 N/A CheckADF N/A __init__ N/A N/A self N/A N/A N/A N/A self res1 N/A adfuller N/A self y regression nc autolag None maxlag 1 N/A N/A self teststat -2.4511596 N/A N/A self pvalue 0.013747 N/A N/A self critvalues N/A -2.587 -1.95 -1.617 N/A N/A CheckCorrGram N/A object N/A N/A 
    Set up for ACF, PACF tests.
     N/A data N/A N/A macrodata load N/A x N/A N/A data data N/A realgdp N/A filename N/A N/A N/A N/A os path dirname N/A N/A N/A os path abspath __file__ /results/results_corrgram.csv N/A results N/A genfromtxt N/A open filename rb delimiter , names True dtype float N/A TestACF N/A CheckCorrGram N/A N/A 
    Test Autocorrelation Function
     __init__ N/A N/A self N/A N/A N/A N/A self acf N/A N/A self results N/A acvar N/A N/A self qstat N/A N/A self results N/A Q1 N/A N/A self res1 N/A acf N/A self x nlags 40 qstat True alpha 0.05 N/A N/A self confint_res N/A N/A N/A N/A self results N/A N/A acvar_lb acvar_ub view N/A float 2 N/A test_acf N/A N/A self N/A N/A N/A N/A assert_almost_equal N/A N/A N/A self res1 N/A 0 N/A 1 41 N/A self acf DECIMAL_8 N/A test_confint N/A N/A self N/A N/A N/A centered N/A N/A N/A self res1 N/A 1 N/A N/A N/A N/A N/A self res1 N/A 1 mean 1 N/A N/A N/A None N/A N/A assert_almost_equal N/A centered N/A 1 41 N/A self confint_res DECIMAL_8 N/A test_qstat N/A N/A self N/A N/A N/A N/A assert_almost_equal N/A N/A N/A self res1 N/A 2 N/A 40 N/A self qstat DECIMAL_3 N/A N/A TestACF_FFT N/A CheckCorrGram N/A N/A 
    Test Autocorrelation Function using FFT
     __init__ N/A N/A self N/A N/A N/A N/A self acf N/A N/A self results N/A acvarfft N/A N/A self qstat N/A N/A self results N/A Q1 N/A N/A self res1 N/A acf N/A self x nlags 40 qstat True fft True N/A test_acf N/A N/A self N/A N/A N/A N/A assert_almost_equal N/A N/A N/A self res1 N/A 0 N/A 1 N/A self acf DECIMAL_8 N/A test_qstat N/A N/A self N/A N/A N/A N/A assert_almost_equal N/A N/A self res1 N/A 1 N/A self qstat DECIMAL_3 N/A N/A TestPACF N/A CheckCorrGram N/A __init__ N/A N/A self N/A N/A N/A N/A self pacfols N/A N/A self results N/A PACOLS N/A N/A self pacfyw N/A N/A self results N/A PACYW N/A test_ols N/A N/A self N/A N/A N/A N/A pacfols confint N/A pacf N/A self x nlags 40 alpha 0.05 method ols N/A N/A assert_almost_equal N/A pacfols N/A 1 N/A self pacfols DECIMAL_6 N/A centered N/A confint N/A N/A N/A confint mean 1 N/A N/A N/A None N/A res N/A N/A N/A -0.1375625 0.1375625 40 N/A N/A assert_almost_equal N/A centered N/A 1 41 res DECIMAL_6 N/A N/A assert_equal N/A centered N/A 0 N/A 0.0 0.0 N/A N/A assert_equal N/A confint N/A 0 N/A 1 1 N/A N/A assert_equal N/A pacfols N/A 0 1 N/A test_yw N/A N/A self N/A N/A N/A pacfyw N/A pacf_yw N/A self x nlags 40 method mle N/A N/A assert_almost_equal N/A pacfyw N/A 1 N/A self pacfyw DECIMAL_8 N/A test_ld N/A N/A self N/A N/A N/A pacfyw N/A pacf_yw N/A self x nlags 40 method mle N/A pacfld N/A pacf N/A self x nlags 40 method ldb N/A N/A assert_almost_equal pacfyw pacfld DECIMAL_8 N/A pacfyw N/A pacf N/A self x nlags 40 method yw N/A pacfld N/A pacf N/A self x nlags 40 method ldu N/A N/A assert_almost_equal pacfyw pacfld DECIMAL_8 N/A N/A CheckCoint N/A object N/A N/A 
    Test Cointegration Test Results for 2-variable system

    Test values taken from Stata
     N/A levels N/A 1% 5% 10% N/A data N/A N/A macrodata load N/A y1 N/A N/A data data N/A realcons N/A y2 N/A N/A data data N/A realgdp test_tstat N/A N/A self N/A N/A N/A N/A assert_almost_equal N/A self coint_t N/A self teststat DECIMAL_4 N/A N/A TestCoint_t N/A CheckCoint N/A N/A 
    Get AR(1) parameter on residuals
     __init__ N/A N/A self N/A N/A N/A N/A self coint_t N/A N/A coint N/A self y1 N/A self y2 regression c N/A 0 N/A N/A self teststat -1.8208817 N/A N/A TestGrangerCausality N/A object N/A test_grangercausality N/A N/A self N/A N/A N/A mdata N/A N/A N/A macrodata load data N/A mdata N/A mdata N/A N/A realgdp realcons N/A data N/A N/A mdata view N/A float 2 N/A data N/A N/A np diff N/A N/A np log data axis 0 N/A r_result N/A 0.243097 0.7844328 195 2 N/A gr N/A grangercausalitytests N/A data N/A N/A N/A 1 -1 2 verbose False N/A N/A assert_almost_equal r_result N/A N/A N/A gr N/A 2 N/A 0 N/A ssr_ftest decimal 7 N/A N/A assert_almost_equal N/A N/A N/A gr N/A 2 N/A 0 N/A params_ftest N/A N/A N/A gr N/A 2 N/A 0 N/A ssr_ftest decimal 7 N/A test_granger_fails_on_nobs_check N/A N/A self N/A N/A N/A X N/A N/A N/A np random rand 10 2 N/A N/A grangercausalitytests X 2 verbose False N/A N/A assert_raises ValueError grangercausalitytests X 3 verbose False N/A N/A SetupKPSS N/A object N/A N/A data N/A N/A macrodata load N/A x N/A N/A data data N/A realgdp N/A TestKPSS N/A SetupKPSS N/A N/A 
    R-code
    ------
    library(tseries)
    kpss.stat(x, "Level")
    kpss.stat(x, "Trend")

    In this context, x is the vector containing the
    macrodata['realgdp'] series.
     test_fail_nonvector_input N/A N/A self N/A N/A N/A N/A kpss N/A self x N/A x N/A N/A N/A np random rand 20 2 N/A N/A assert_raises ValueError kpss x N/A test_fail_unclear_hypothesis N/A N/A self N/A N/A N/A N/A kpss N/A self x c N/A N/A kpss N/A self x C N/A N/A kpss N/A self x ct N/A N/A kpss N/A self x CT N/A N/A assert_raises ValueError kpss N/A self x unclear hypothesis N/A test_teststat N/A N/A self N/A N/A N/A N/A kpss_stat pval lags crits N/A kpss N/A self x c 3 N/A N/A assert_almost_equal kpss_stat 5.0169 DECIMAL_3 N/A N/A kpss_stat pval lags crits N/A kpss N/A self x ct 3 N/A N/A assert_almost_equal kpss_stat 1.1828 DECIMAL_3 N/A test_pval N/A N/A self N/A N/A N/A N/A kpss_stat pval lags crits N/A kpss N/A self x c 3 N/A N/A assert_equal pval 0.01 N/A N/A kpss_stat pval lags crits N/A kpss N/A self x ct 3 N/A N/A assert_equal pval 0.01 N/A test_store N/A N/A self N/A N/A N/A N/A kpss_stat pval crit store N/A kpss N/A self x c 3 True N/A N/A assert_equal N/A store nobs N/A len N/A self x N/A N/A assert_equal N/A store lags 3 N/A test_lags N/A N/A self N/A N/A N/A N/A kpss_stat pval lags crits N/A kpss N/A self x c N/A N/A assert_equal lags N/A int N/A N/A np ceil N/A 12.0 N/A N/A np power N/A N/A len N/A self x 100.0 N/A 1 4.0 N/A N/A test_pandasacovf N/A N/A N/A N/A N/A s N/A Series N/A lrange 1 11 N/A N/A assert_almost_equal N/A acovf s N/A acovf N/A s values N/A test_acovf2d N/A N/A N/A N/A N/A dta N/A N/A N/A sunspots load_pandas data N/A N/A dta index N/A Index N/A dates_from_range 1700 2008 N/A N/A dta N/A YEAR N/A res N/A acovf dta N/A N/A assert_equal res N/A acovf N/A dta values N/A X N/A N/A N/A np random random N/A 10 2 N/A N/A assert_raises ValueError acovf X N/A test_acovf_fft_vs_convolution N/A N/A N/A N/A N/A N/A N/A N/A np random seed 1 N/A q N/A N/A N/A np random normal size 100 N/A demean N/A True False N/A N/A unbiased N/A True False N/A N/A F1 N/A acovf q demean demean unbiased unbiased fft True N/A F2 N/A acovf q demean demean unbiased unbiased fft False N/A N/A assert_almost_equal F1 F2 decimal 7 N/A test_arma_order_select_ic N/A N/A N/A N/A statsmodels.tsa.arima_process arma_generate_sample N/A statsmodels.api sm N/A arparams N/A N/A np array N/A 0.75 -0.25 N/A maparams N/A N/A np array N/A 0.65 0.35 N/A arparams N/A N/A np r_ N/A N/A 1 N/A arparams N/A maparam N/A N/A np r_ N/A N/A 1 maparams N/A nobs 250 N/A N/A N/A N/A np random seed 2014 N/A y N/A arma_generate_sample arparams maparams nobs N/A res N/A arma_order_select_ic y ic N/A aic bic trend nc N/A aic_x N/A N/A np array N/A N/A N/A np nan 552.7342255 484.29687843 N/A 562.10924262 485.5197969 480.32858497 N/A 507.04581344 482.91065829 481.91926034 N/A 484.03995962 482.14868032 483.86378955 N/A 481.8849479 483.8377379 485.83756612 N/A bic_x N/A N/A np array N/A N/A N/A np nan 559.77714733 494.86126118 N/A 569.15216446 496.08417966 494.41442864 N/A 517.61019619 496.99650196 499.52656493 N/A 498.12580329 499.75598491 504.99255506 N/A 499.49225249 504.96650341 510.48779255 N/A aic N/A DataFrame aic_x index N/A lrange 5 columns N/A lrange 3 N/A bic N/A DataFrame bic_x index N/A lrange 5 columns N/A lrange 3 N/A N/A assert_almost_equal N/A N/A res aic values N/A aic values 5 N/A N/A assert_almost_equal N/A N/A res bic values N/A bic values 5 N/A N/A assert_equal N/A res aic_min_order N/A 1 2 N/A N/A assert_equal N/A res bic_min_order N/A 1 2 N/A N/A assert_ N/A N/A N/A N/A res aic index equals N/A aic index N/A N/A assert_ N/A N/A N/A N/A res aic columns equals N/A aic columns N/A N/A assert_ N/A N/A N/A N/A res bic index equals N/A bic index N/A N/A assert_ N/A N/A N/A N/A res bic columns equals N/A bic columns N/A res N/A arma_order_select_ic y ic aic trend nc N/A N/A assert_almost_equal N/A N/A res aic values N/A aic values 5 N/A N/A assert_ N/A N/A N/A N/A res aic index equals N/A aic index N/A N/A assert_ N/A N/A N/A N/A res aic columns equals N/A aic columns N/A N/A assert_equal N/A res aic_min_order N/A 1 2 N/A N/A dec slow test_arma_order_select_ic_failure N/A N/A N/A N/A N/A y N/A N/A np array N/A 0.860743778172 0.853165490679 0.871046537744 0.60692382069 0.692259419673 0.733361772489 0.0366132926148 0.1569306724 0.127774035124 -0.275314462945 -0.241981396317 -0.239033179512 -0.260002413259 -0.212829200155 -0.159437683244 0.251693015643 0.176230570915 0.126781333688 0.897558290868 0.826670687954 N/A warnings N/A N/A N/A warnings catch_warnings N/A N/A N/A N/A warnings simplefilter ignore N/A res N/A arma_order_select_ic y N/A test_acf_fft_dataframe N/A N/A N/A N/A N/A result N/A acf N/A N/A N/A N/A sunspots load_pandas data N/A N/A SUNACTIVITY fft True N/A N/A assert_equal N/A result ndim 1 N/A N/A N/A __name__ __main__ N/A N/A nose N/A numpy np N/A N/A N/A N/A np testing run_module_suite