import numpy as np from statsmodels.tools.tools import Bunch llf = np.array([-240.79351748413]) nobs = np.array([202]) k = np.array([4]) k_exog = np.array([1]) sigma = np.array([.79349479007541]) chi2 = np.array([31643.977146904]) df_model = np.array([3]) k_ar = np.array([1]) k_ma = np.array([2]) params = np.array([ .99502750401315, -.68630179255403, -.19840894739396, .79349479007541]) cov_params = np.array([ .00010016992219, -.00021444523598, -.00023305572854, -6.768123591e-06, -.00021444523598, .00104186449549, .00023669747281, 3.902897504e-06, -.00023305572854, .00023669747281, .0010810935718, .00020764808165, -6.768123591e-06, 3.902897504e-06, .00020764808165, .0002668504612]).reshape(4, 4) xb = np.array([ 0, 0, .11361486464739, .14230862259865, .07256115227938, .13274206221104, .06747215241194, .13822889328003, .09585004299879, .06099047139287, .10120190680027, .07761032879353, .07942545413971, .11177492141724, .06088993698359, .11208334565163, .0755797252059, .07422959059477, .12350624799728, .07623053342104, .12391770631075, .06531815230846, .08897981792688, .09103457629681, .10980048775673, .09255626052618, .12732291221619, .08764986693859, .14262486994267, .19330270588398, .13410428166389, .2202503234148, .1138079687953, .17364008724689, .19471970200539, .20120698213577, .24072274565697, .21839858591557, .29251739382744, .26838713884354, .28637075424194, .3556769490242, .33624804019928, .35650280117989, .3974232673645, .40968126058578, .36446389555931, .40641778707504, .40639826655388, .32208651304245, .41636437177658, .34307014942169, .3511538207531, .34216031432152, .33759200572968, .36354607343674, .39148297905922, .55032896995544, .4113195836544, .7244918346405, .67152947187424, .76787060499191, .77276849746704, .96944856643677, .88270664215088, .7563271522522, .86404490470886, .82250237464905, .83520317077637, .65044301748276, .83044308423996, .79827356338501, .78103590011597, .93702721595764, .78709679841995, .81435388326645, .89593154191971, .92867535352707, 1.0709822177887, 1.0957812070847, 1.0792914628983, 1.3286831378937, 1.4503024816513, 1.4619816541672, 1.7190475463867, 1.8096150159836, 1.5324629545212, 1.721804857254, 1.8408879041672, 1.6955831050873, 1.8928952217102, 1.7459137439728, 1.5055395364761, 1.3664853572845, 1.8893030881882, 1.256967663765, 1.0567245483398, 1.2921603918076, 1.2266329526901, 1.2085332870483, 1.275726556778, 1.2278587818146, 1.1046848297119, 1.1517647504807, .99646359682083, 1.194694519043, .97580307722092, 1.0148292779922, 1.1635760068893, .35167038440704, .95728904008865, .78414303064346, .95968008041382, .97746151685715, .94291216135025, .99327826499939, .93940645456314, 1.013852596283, 1.0454497337341, 1.0929356813431, 1.0810794830322, 1.2874436378479, 1.1533098220825, 1.0470397472382, 1.4171674251556, 1.1959022283554, 1.3181202411652, 1.7197531461716, 1.2677561044693, 1.0768386125565, 1.2508004903793, 1.1625586748123, 1.1872273683548, 1.1668027639389, 1.1576874256134, 1.1782459020615, 1.1398378610611, 1.1065219640732, 1.0032601356506, 1.1087976694107, .95788156986237, 1.0163568258286, 1.079482793808, 1.0131409168243, 1.0506906509399, 1.1052004098892, .95601671934128, .99452114105225, 1.0641269683838, 1.1217628717422, .98107707500458, 1.0877858400345, 1.0735836029053, .86890149116516, .86449563503265, 1.0060983896255, .79812264442444, .70991164445877, .91461282968521, .78625136613846, .8291689157486, .93680161237717, .81633454561234, 1.0196126699448, .95442569255829, 1.1131925582886, 1.1916073560715, 1.05200278759, 1.2451642751694, .97296446561813, 1.0647999048233, .78715896606445, .74267995357513, 1.1400059461594, .82839399576187, 1.0262999534607, 1.0628409385681, .84051495790482, .82304340600967, 1.0028872489929, 1.0457111597061, .97847640514374, 1.1855980157852, 1.195351600647, 1.0270363092422, 1.3610677719116, 1.0189098119736, 2.1800265312195, .86722087860107, 1.3893752098083, 1.4851142168045, .65110164880753, 1.417050242424, 1.4938380718231, 1.2786860466003, 1.446773648262, 1.9284181594849, 1.4071846008301, 2.4745123386383, .53088372945786, -.25887301564217, 1.0166070461273, 1.1028108596802]) y = np.array([ np.nan, 28.979999542236, 29.263614654541, 29.492309570313, 29.442562103271, 29.672742843628, 29.617471694946, 29.888229370117, 29.935850143433, 29.870990753174, 30.021202087402, 30.057609558105, 30.119426727295, 30.321773529053, 30.280889511108, 30.492082595825, 30.515581130981, 30.554229736328, 30.813507080078, 30.826231002808, 31.063919067383, 31.015319824219, 31.108980178833, 31.21103477478, 31.389801025391, 31.472555160522, 31.707323074341, 31.737649917603, 32.022624969482, 32.473300933838, 32.584106445313, 33.070247650146, 33.013809204102, 33.273639678955, 33.594722747803, 33.901206970215, 34.340721130371, 34.61840057373, 35.192520141602, 35.568386077881, 35.98637008667, 36.65567779541, 37.136245727539, 37.65650177002, 38.297424316406, 38.909679412842, 39.264465332031, 39.806419372559, 40.306400299072, 40.42208480835, 41.016361236572, 41.243072509766, 41.551155090332, 41.84215927124, 42.137592315674, 42.563545227051, 43.091484069824, 44.250328063965, 44.611320495605, 46.324489593506, 47.471527099609, 48.867870330811, 50.072769165039, 51.9694480896, 53.182704925537, 53.756328582764, 54.864044189453, 55.722503662109, 56.635204315186, 56.750442504883, 57.830444335938, 58.698276519775, 59.481037139893, 60.937026977539, 61.587097167969, 62.414352416992, 63.595932006836, 64.828674316406, 66.570983886719, 68.195777893066, 69.579292297363, 71.928680419922, 74.450302124023, 76.661979675293, 79.719047546387, 82.709617614746, 84.132461547852, 86.421798706055, 89.040885925293, 90.79557800293, 93.39289855957, 95.14591217041, 95.905540466309, 96.366485595703, 99.389305114746, 99.356964111328, 98.956726074219, 100.09216308594, 101.02663421631, 102.00853729248, 103.37572479248, 104.52786254883, 105.20468139648, 106.25176239014, 106.69645690918, 108.19469451904, 108.67579650879, 109.51483154297, 111.06357574463, 109.05166625977, 110.45729064941, 110.98413848877, 112.35968017578, 113.6774597168, 114.74291229248, 115.99327850342, 116.93940734863, 118.21385192871, 119.54544830322, 120.99293518066, 122.28107452393, 124.38744354248, 125.65331268311, 126.44704437256, 128.91716003418, 130.09590148926, 131.81811523438, 135.11975097656, 135.96775817871, 136.17684936523, 137.45079040527, 138.36254882813, 139.48722839355, 140.56680297852, 141.65768432617, 142.87825012207, 143.93983459473, 144.9065246582, 145.50326538086, 146.70880126953, 147.25788879395, 148.21635437012, 149.47947692871, 150.41313171387, 151.55068969727, 152.90519714355, 153.55603027344, 154.49452209473, 155.76412963867, 157.22177124023, 157.98107910156, 159.28778076172, 160.47357177734, 160.76889038086, 161.26449584961, 162.50610351563, 162.7981262207, 162.90991210938, 164.11460876465, 164.6862487793, 165.5291595459, 166.83679199219, 167.5163269043, 169.11961364746, 170.25442504883, 172.01318359375, 173.8916015625, 174.95199584961, 176.84516906738, 177.37295532227, 178.46479797363, 178.38716125488, 178.44267272949, 180.44000244141, 180.8283996582, 182.22630310059, 183.66284179688, 184.04051208496, 184.52304077148, 185.90287780762, 187.34571838379, 188.37846374512, 190.28559875488, 191.99536132813, 192.82704162598, 195.16107177734, 195.71890258789, 201.3800201416, 200.26721191406, 202.08937072754, 204.18510437012, 202.55110168457, 204.99105834961, 207.41383361816, 208.61668395996, 210.57977294922, 214.4234161377, 215.40417480469, 221.08451843262, 217.41989135742, 211.91511535645, 213.68760681152, 215.57180786133]) resid = np.array([ np.nan, .17000007629395, .08638589829206, -.12230817228556, .09743892401457, -.12274374067783, .13252860307693, -.04822873324156, -.12585072219372, .04901013895869, -.04120244085789, -.01760895550251, .0905727148056, -.1017746925354, .09910991042852, -.05208196863532, -.03558072075248, .13577139377594, -.0635067820549, .11377000063658, -.11391747742891, .00468154205009, .01102056354284, .0689652711153, -.00980201456696, .10744450241327, -.05732321739197, .14234967529774, .25737473368645, -.02330071851611, .26589342951775, -.17024727165699, .08618897944689, .12636296451092, .10527954250574, .19879072904587, .05928030610085, .28160139918327, .10748030990362, .13161440193653, .31362771987915, .14432306587696, .16375194489956, .24349948763847, .20257519185543, -.00967973750085, .13553610444069, .09358221292496, -.20640131831169, .17791347205639, -.11636133491993, -.04307091236115, -.05115458369255, -.04216108098626, .06240950897336, .13645392656326, .60851699113846, -.05032894387841, .98867815732956, .47550892829895, .62846976518631, .43213015794754, .92723226547241, .33055067062378, -.18270587921143, .24367287755013, .0359565988183, .07749536633492, -.53520393371582, .24955849349499, .0695584192872, .00172565307003, .51896333694458, -.13702796399593, .01290242280811, .28564843535423, .30406919121742, .67132312059402, .5290162563324, .30422034859657, 1.0207070112228, 1.0713183879852, .74969446659088, 1.3380213975906, 1.1809539794922, -.10961806029081, .56753551959991, .77819520235062, .05911364778876, .70441842079163, .0071063125506, -.74591380357742, -.90554106235504, 1.1335146427155, -1.2893046140671, -1.4569646120071, -.15672297775745, -.29216033220291, -.22663290798664, .09146212786436, -.0757219940424, -.42786338925362, -.10468477010727, -.55176627635956, .3035394847393, -.49469754099846, -.1758000254631, .38517218828201, -2.3635804653168, .44833266735077, -.25729209184647, .41586154699326, .34031534194946, .1225445792079, .25708478689194, .00672172475606, .26059049367905, .28615045547485, .35455179214478, .2070597410202, .81892204284668, .11255792528391, -.25330832600594, 1.0529587268829, -.0171735137701, .40410390496254, 1.5818736553192, -.41975006461143, -.86774694919586, .02315225638449, -.25080046057701, -.06255260109901, -.08723650127649, -.06679660826921, .04230948910117, -.07823982834816, -.13983787596226, -.40652501583099, .09674594551325, -.40880066156387, -.05788768827915, .1836401373148, -.07948285341263, .08686522394419, .24931237101555, -.30519738793373, -.05602284148335, .20547580718994, .33588215708733, -.22176894545555, .21891987323761, .11221113055944, -.57358360290527, -.36890152096748, .23551045358181, -.50609844923019, -.59812569618225, .29008835554123, -.21461589634418, .013751687482, .37082800269127, -.13679853081703, .5836746096611, .18038421869278, .64556515216827, .68681055307388, .00838960427791, .64800941944122, -.44517654180527, .02703555487096, -.8647877573967, -.68716812133789, .85732614994049, -.44000896811485, .37160298228264, .37370926141739, -.46285009384155, -.34051498770714, .37695357203484, .3971218764782, .05427964404225, .72153580188751, .51439893245697, -.19535164535046, .97296363115311, -.46107393503189, 3.4810900688171, -1.9800295829773, .43278217315674, .61062479019165, -2.2851173877716, 1.0229095220566, .92894279956818, -.07583882659674, .51631212234497, 1.9152258634567, -.42641922831535, 3.2058219909668, -4.1955056190491, -5.2458953857422, .75588232278824, .7813817858696, .81318950653076]) yr = np.array([ np.nan, .17000007629395, .08638589829206, -.12230817228556, .09743892401457, -.12274374067783, .13252860307693, -.04822873324156, -.12585072219372, .04901013895869, -.04120244085789, -.01760895550251, .0905727148056, -.1017746925354, .09910991042852, -.05208196863532, -.03558072075248, .13577139377594, -.0635067820549, .11377000063658, -.11391747742891, .00468154205009, .01102056354284, .0689652711153, -.00980201456696, .10744450241327, -.05732321739197, .14234967529774, .25737473368645, -.02330071851611, .26589342951775, -.17024727165699, .08618897944689, .12636296451092, .10527954250574, .19879072904587, .05928030610085, .28160139918327, .10748030990362, .13161440193653, .31362771987915, .14432306587696, .16375194489956, .24349948763847, .20257519185543, -.00967973750085, .13553610444069, .09358221292496, -.20640131831169, .17791347205639, -.11636133491993, -.04307091236115, -.05115458369255, -.04216108098626, .06240950897336, .13645392656326, .60851699113846, -.05032894387841, .98867815732956, .47550892829895, .62846976518631, .43213015794754, .92723226547241, .33055067062378, -.18270587921143, .24367287755013, .0359565988183, .07749536633492, -.53520393371582, .24955849349499, .0695584192872, .00172565307003, .51896333694458, -.13702796399593, .01290242280811, .28564843535423, .30406919121742, .67132312059402, .5290162563324, .30422034859657, 1.0207070112228, 1.0713183879852, .74969446659088, 1.3380213975906, 1.1809539794922, -.10961806029081, .56753551959991, .77819520235062, .05911364778876, .70441842079163, .0071063125506, -.74591380357742, -.90554106235504, 1.1335146427155, -1.2893046140671, -1.4569646120071, -.15672297775745, -.29216033220291, -.22663290798664, .09146212786436, -.0757219940424, -.42786338925362, -.10468477010727, -.55176627635956, .3035394847393, -.49469754099846, -.1758000254631, .38517218828201, -2.3635804653168, .44833266735077, -.25729209184647, .41586154699326, .34031534194946, .1225445792079, .25708478689194, .00672172475606, .26059049367905, .28615045547485, .35455179214478, .2070597410202, .81892204284668, .11255792528391, -.25330832600594, 1.0529587268829, -.0171735137701, .40410390496254, 1.5818736553192, -.41975006461143, -.86774694919586, .02315225638449, -.25080046057701, -.06255260109901, -.08723650127649, -.06679660826921, .04230948910117, -.07823982834816, -.13983787596226, -.40652501583099, .09674594551325, -.40880066156387, -.05788768827915, .1836401373148, -.07948285341263, .08686522394419, .24931237101555, -.30519738793373, -.05602284148335, .20547580718994, .33588215708733, -.22176894545555, .21891987323761, .11221113055944, -.57358360290527, -.36890152096748, .23551045358181, -.50609844923019, -.59812569618225, .29008835554123, -.21461589634418, .013751687482, .37082800269127, -.13679853081703, .5836746096611, .18038421869278, .64556515216827, .68681055307388, .00838960427791, .64800941944122, -.44517654180527, .02703555487096, -.8647877573967, -.68716812133789, .85732614994049, -.44000896811485, .37160298228264, .37370926141739, -.46285009384155, -.34051498770714, .37695357203484, .3971218764782, .05427964404225, .72153580188751, .51439893245697, -.19535164535046, .97296363115311, -.46107393503189, 3.4810900688171, -1.9800295829773, .43278217315674, .61062479019165, -2.2851173877716, 1.0229095220566, .92894279956818, -.07583882659674, .51631212234497, 1.9152258634567, -.42641922831535, 3.2058219909668, -4.1955056190491, -5.2458953857422, .75588232278824, .7813817858696, .81318950653076]) mse = np.array([ 1.4407075643539, 1.4407075643539, .79720854759216, .75209444761276, .71109557151794, .68920749425888, .67417079210281, .66374856233597, .65616118907928, .65050256252289, .64619332551956, .64286160469055, .64025497436523, .63819670677185, .63655960559845, .6352499127388, 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.62963402271271, .62963402271271, .62963402271271, .62963402271271, .62963402271271, .62963402271271, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, 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.62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806, .62963396310806]) icstats = np.array([ 202, np.nan, -240.79351748413, 4, 489.58703496826, 502.82010575786]) results = Bunch( llf=llf, nobs=nobs, k=k, k_exog=k_exog, sigma=sigma, chi2=chi2, df_model=df_model, k_ar=k_ar, k_ma=k_ma, params=params, cov_params=cov_params, xb=xb, y=y, resid=resid, yr=yr, mse=mse, icstats=icstats )