'''generates some ARMA random samples and saves to python module file ''' import numpy as np from statsmodels.tsa.arima_process import arma_generate_sample from .maketests_mlabwrap import HoldIt if __name__ == '__main__': filen = 'savedrvs_tmp.py' np.set_printoptions(precision=14, linewidth=100) # check arma to return same as random.normal np.random.seed(10000) xo = arma_generate_sample([1], [1], nsample=100) xo2 = np.round(xo*1000).astype(int) np.random.seed(10000) rvs = np.random.normal(size=100) rvs2 = np.round(xo*1000).astype(int) assert (xo2==rvs2).all() nsample = 1000 data = HoldIt('rvsdata') np.random.seed(10000) xo = arma_generate_sample([1, -0.8, 0.5], [1], nsample=nsample) data.xar2 = np.round(xo*1000).astype(int) np.random.seed(10000) xo = np.random.normal(size=nsample) data.xnormal = np.round(xo*1000).astype(int) np.random.seed(10000) xo = arma_generate_sample([1, -0.8, 0.5, -0.3], [1, 0.3, 0.2], nsample=nsample) data.xarma32 = np.round(xo*1000).astype(int) data.save(filename=filen, comment='generated data, divide by 1000, see savervs')