U
    Ãmœdx$  ã                   @   sR   d dl Z d dlZe j e j e¡¡ZG dd„ dƒZG dd„ dƒZ	G dd„ dƒZ
dS )é    Nc                   @   s   e Zd ZdZddd„ZdS )ÚARLagResultsz›
    Results are from R vars::VARselect for sunspot data.

    Comands run were

    var_select <- VARselect(SUNACTIVITY, lag.max=16, type=c("const"))
    Úconstc              @   C   s¨   |dkr¤dddddddd	d
dddddddddddddddddddddd d!d"d#d$d%d&d'd(d)d*d+d,d-d.d/d0d1d2d3d4d5d6d7d8d9d:d;d<d=d>d?d@dAg@}t  |¡jdBdCdDdE�| _d S )FNr   g3ÐÞ;?@gjXY‰I@gd>æõX@g„’Óp8�@gÜ#–c(—@gÏþa›œ¦@gÆ479¾½@g�™sÃÔ¹q@g�q¡k‰@gÔ€–ž@g�Þ¼@g&&‡]}q@gÑÏÃŽ@g¾“#¶„¨@g°í†Ï@g—,¨ÌÉ”q@ghc'ã›•@gN¿R„´@g=…iŽÇâ@g6äÐþ²q@g	Cy¶ƒ@g•ìTãŽ§@g�jFþ‡Ý@g}€Ø”cq@gÌf5Ÿ9V@gÿU‰o@gç“�ƒ½@g°¡õT£p@g°�‹²&*@gŠ.ïYƒX@goÐn3è�@gŒ¦ÝVßo@gªÖÐGÀî@g*[x¬C"@g?e^o@g kg	Žn@g!ZÒÍ²õ@gGÒ½ï\.@g'˜Ë‡-ƒ@g«’QÓ	Hn@gY@‘¢ü@gÜÄops:@gºœÄçù–@g^§šªÏ|n@g,.ÏŸ@gŸo¡k—F@gxY=ÂÓª@g];Ã\²n@g%¯p)�
@g?(ƒ»R@gþ
¹­¾@g03ëúLèn@gZ@gOü/W[@gí\&EÿÎ@gõ*#a0o@gµÙ¥ @gFzlb@gëe‰nÊÝ@gŽÖÚRUo@g%ÜmQ@g1D_ÿãg@gþuÓ÷ê@gœ.c+õo@é   éÿÿÿÿÚF)Úorder)ÚnpZasarrayZreshapeÚic)ÚselfÚtyper	   © r   úa/home/sam/Atlas/atlas_env/lib/python3.8/site-packages/statsmodels/tsa/tests/results/results_ar.pyÚ__init__   s†                                              êzARLagResults.__init__N)r   ©Ú__name__Ú
__module__Ú__qualname__Ú__doc__r   r   r   r   r   r      s   r   c                   @   s   e Zd ZdZddd„ZdS )ÚARResultsOLSzy
    Results of fitting an AR(9) model to the sunspot data.

    Results were taken from Stata using the var command.
   Tc              
   C   sÂ  d| _ |�rddddddddd	d
dg
| _ddddddddddg
| _ddddddddddg
| _d | _d!| _d"| _tj 	t
d#¡}t |¡}|d d$…d%f }|d$d …d&f }~|| _|| _|d'd … | _|d d(… | _t |d)d … |d d*… f¡| _| j| _t |d+ |f¡| _t ||d d,… f¡| _|| _t |d+ |d d-… f¡| _t |d+ |d d.… f¡| _�nZ|�s¾d/d0d1d2d3d4d5d6d7g	| _d8d9d:d;d<d=d>d?d@g	| _dAdBdCdDdEdFdGdHdIg	| _dJ| _dK| _dL| _dM| _tj 	t
dN¡}t |¡}|d d$…d%f }|d$d …d&f }~|| _|| _|d'd … | _|d d(… | _t |d)d … |d d*… f¡| _| j| _t |d+ |f¡| _t ||d d,… f¡| _|| _t |d+ |d d-… f¡| _t |d+ |d d.… f¡| _d S )ONg     Àr@g­n
ãø@gßHåmš£ò?gÞ–NB`ñÙ¿g\²±B)QÅ¿gá¦GÚ,Ã?g®X&J9¸¿gzôhk…t?ggj¬ÝÁÖ©?g(¤/C¶¿g›Òs29Ð?g•Kí‰ÑN@gÈï¼°¬?gb+X
c¶?g%‡·?g7'_"ø·?gÊ1ŸŒæ
·?g¸mw	©ÿ¶?g%)BÑ�ö¶?g78%D¶?g™ëÉÈ�¥¬?gÞv¡¹N£@gêš$ñM.­?g–è,³Å¶?gMÙéu·?g$jýˆºj·?g�ðüý½o·?g*±Pd·?gŸ6O[·?gÑæÝý–¥¶?gòÒjí"­?g3�ùA.@g´±\}r�m@gé)Œ<N“ÀzAROLSConstantPredict.csvé,  r   é   é[   éÀ   é¿   é\   r   é   é   é   g¼¡="ó?gÄ¦XA�úÙ¿g$Ý:nÝ=Ä¿g_¡­ZFÅ?gÈ3#‘ðµ¿gÏ�âèš6“?gÇ{Éýb¯?g¨-wlU©µ¿gM:–ô¶êÑ?gXxÑ6‚}¬?g®þ ­¶?g·y¬hY·?g|‡eoE·?gúO]ÎcS·?güj!­B·?g²ºŒTü<·?gìOÄÔ­�¶?g‚õ^I)™¬?gµnƒÚoí¬?gå¥Q7·?gÝs€Ï´·?g$õùƒÜ ·?güáç¿¯·?gíI`sž·?g·áÁ`H˜·?gç­ÈGæ¶?g�Å€6ƒ	­?g½ýmì ˜.@gŠ÷šl_l@g*{Ÿ¦]“Àg*AuMµ n@zAROLSNoConstantPredict.csv)ÚavobsÚparamsZ	bse_stataZ	bse_gretlZrmseZfpeZllfÚosÚpathÚjoinÚcur_dirr   ÚloadtxtZFVOLSnneg1start0ZFVOLSnneg1start9ZFVOLSnneg1start100ZFVOLSn200start0ZhstackZFVOLSn200start200ZFVOLSn200startneg109ZFVOLSn100start325ZFVOLSn301start9ZFVOLSdefaultZFVOLSn4start312ZFVOLSn15start312Úsigma)r
   ÚconstantÚfilenameÚpredictresultsZfvÚpvr   r   r   r   3   sÒ          ü
      ü       ý
      û      ý      ý
 zARResultsOLS.__init__N)Tr   r   r   r   r   r   -   s   r   c                   @   s   e Zd ZdZddd„ZdS )ÚARResultsMLEzt
    Results of fitting an AR(9) model to the sunspot data using exact MLE.

    Results were taken from gretl.
    Tc                 C   s0  d| _ |�r,tj td¡}tj td¡}tj|dd�}|d d …df }tj|ddd�}|d d… | _|d	d… | _	|d
d… | _
|d d… | _|dd … | _|dd … | _|d	d… | _|d d… | _|dd… | _|dd… | _|d d …df | _|d d …df | _|d d …df | _|d d …df | _n d S )Nr   zARMLEConstantPredict.csvz#results_ar_forecast_mle_dynamic.csvú,)Ú	delimiterr   )r,   Zskip_headeri5  é	   éd   éÉ   éÈ   i4  i6  i.  r   i9  r   r   r   é   )r   r    r!   r"   r#   r   r$   Z
genfromtxtZFVMLEdefaultZFVMLEstart9end308ZFVMLEstart100end308ZFVMLEstart0end200ZFVMLEstart200end334ZFVMLEstart308end334ZFVMLEstart9end309ZFVMLEstart0end301ZFVMLEstart4end312ZFVMLEstart2end7ZfcdynZfcdyn2Zfcdyn3Zfcdyn4)r
   r&   r'   Ú	filename2r(   r)   Z	dynamicpvr   r   r   r   ³   s0    ÿzARResultsMLE.__init__N)Tr   r   r   r   r   r*   ­   s   r*   )r    Únumpyr   r!   ÚdirnameÚabspathÚ__file__r#   r   r   r*   r   r   r   r   Ú<module>   s   % 