import numpy as np from statsmodels.tools.tools import Bunch llf = np.array([-242.06033399744]) nobs = np.array([202]) k = np.array([4]) k_exog = np.array([1]) sigma = np.array([.80201496146073]) chi2 = np.array([348.43324197088]) df_model = np.array([2]) k_ar = np.array([1]) k_ma = np.array([1]) params = np.array([ .82960638524364, .93479332833705, -.75728342544279, .64322799840686]) cov_params = np.array([ .14317811930738, -.01646077810033, .01510986837498, -.00280799533479, -.01646077810033, .00321032468661, -.00353027620719, .00097645385252, .01510986837498, -.00353027620719, .00484312817753, -.00112050648944, -.00280799533479, .00097645385252, -.00112050648944, .0007715609499]).reshape(4, 4) xb = np.array([ .82960641384125, .82960641384125, .697261095047, .61113905906677, .51607495546341, .47362637519836, .41342103481293, .40238001942635, .37454023957253, .33222004771233, .32514902949333, .31093680858612, .30019253492355, .31159669160843, .29182952642441, .30349296331406, .29457464814186, .28427124023438, .30664679408073, .29696446657181, .31270903348923, .29268020391464, .28816330432892, .29006817936897, .30216124653816, .30066826939583, .31728908419609, .30679926276207, .3272570669651, .37292611598969, .36668366193771, .40278288722038, .36799272894859, .36827209591866, .38623574376106, .39983862638474, .42789059877396, .43138384819031, .46953064203262, .48066720366478, .48910140991211, .53098994493484, .54496067762375, .55554050207138, .58130383491516, .60081332921982, .58008605241776, .58214038610458, .58369606733322, .53162068128586, .54543834924698, .52040082216263, .50143963098526, .48708060383797, .47620677947998, .48572361469269, .51068127155304, .61833620071411, .61110657453537, .76539021730423, .84672522544861, .92606955766678, .96840506792068, 1.0892199277878, 1.1097067594528, 1.0187155008316, 1.0030621290207, .97345739603043, .95103752613068, .82755368947983, .84054774045944, .85038793087006, .84008830785751, .92104357481003, .89359468221664, .87280809879303, .91032028198242, .95647835731506, 1.0624366998672, 1.1426770687103, 1.1679404973984, 1.311328291893, 1.473167181015, 1.5602221488953, 1.7326545715332, 1.8809853792191, 1.7803012132645, 1.7750589847565, 1.8420933485031, 1.7863517999649, 1.8328944444656, 1.7793855667114, 1.5791050195694, 1.3564316034317, 1.5250737667084, 1.3155146837234, 1.014811873436, .98235523700714, .97552710771561, .97035628557205, 1.0196926593781, 1.0393049716949, .98315137624741, .97613000869751, .89980864524841, .96626943349838, .91009211540222, .88530200719833, .97303456068039, .57794612646103, .63377332687378, .65829831361771, .76562696695328, .86465454101563, .90414637327194, .95180231332779, .95238989591599, .98833626508713, 1.0333099365234, 1.0851185321808, 1.1066001653671, 1.2293750047684, 1.233595252037, 1.1480363607407, 1.2962552309036, 1.2842413187027, 1.3106474876404, 1.5614050626755, 1.4672855138779, 1.2362524271011, 1.1855486631393, 1.1294020414352, 1.1046353578568, 1.0858771800995, 1.0716745853424, 1.0786685943604, 1.0662157535553, 1.0390332937241, .96519494056702, .9802839756012, .92070508003235, .91108840703964, .95705932378769, .95637094974518, .97360169887543, 1.0221517086029, .9701629281044, .94854199886322, .98542231321335, 1.048855304718, 1.0081344842911, 1.0305507183075, 1.0475262403488, .93612504005432, .85176283121109, .89438372850418, .820152759552, .71068543195724, .76979607343674, .76130604743958, .77262878417969, .85220617055893, .84146595001221, .93983960151672, .97883212566376, 1.0793634653091, 1.1909983158112, 1.1690304279327, 1.2411522865295, 1.1360056400299, 1.0918840169907, .9164656996727, .76586949825287, .918093085289, .87360894680023, .92867678403854, 1.00588285923, .92233866453171, .84132260084152, .90422683954239, .9873673915863, .99707210063934, 1.1109310388565, 1.1971517801285, 1.138188958168, 1.2710473537445, 1.1763968467712, 1.7437561750412, 1.4101150035858, 1.3527159690857, 1.4335050582886, .99765706062317, 1.1067585945129, 1.3086627721786, 1.2968333959579, 1.3547962903976, 1.6768488883972, 1.5905654430389, 2.0774590969086, 1.3218278884888, .21813294291496, .30750840902328, .60612773895264]) y = np.array([ np.nan, 29.809606552124, 29.847261428833, 29.961139678955, 29.886075973511, 30.013628005981, 29.96342086792, 30.152379989624, 30.214540481567, 30.142219543457, 30.245149612427, 30.290935516357, 30.3401927948, 30.521595001221, 30.511829376221, 30.683492660522, 30.734575271606, 30.764270782471, 30.996646881104, 31.046964645386, 31.252710342407, 31.242681503296, 31.308164596558, 31.410068511963, 31.582162857056, 31.680667877197, 31.897289276123, 31.956798553467, 32.207256317139, 32.652923583984, 32.8166847229, 33.252780914307, 33.267993927002, 33.468269348145, 33.786235809326, 34.099838256836, 34.527889251709, 34.831386566162, 35.369533538818, 35.780666351318, 36.189102172852, 36.830989837646, 37.344959259033, 37.855541229248, 38.481304168701, 39.100814819336, 39.480087280273, 39.9821434021, 40.483695983887, 40.631618499756, 41.145435333252, 41.420402526855, 41.701438903809, 41.987079620361, 42.276206970215, 42.685726165771, 43.210681915283, 44.318336486816, 44.811107635498, 46.365386962891, 47.646724700928, 49.026069641113, 50.268405914307, 52.089218139648, 53.409706115723, 54.018714904785, 55.003063201904, 55.873458862305, 56.751037597656, 56.927551269531, 57.840549468994, 58.750389099121, 59.540088653564, 60.921043395996, 61.693592071533, 62.472805023193, 63.610321044922, 64.856483459473, 66.562438964844, 68.24267578125, 69.667938232422, 71.911323547363, 74.473167419434, 76.760215759277, 79.732650756836, 82.780990600586, 84.380302429199, 86.475059509277, 89.042091369629, 90.886352539063, 93.332893371582, 95.179389953613, 95.979103088379, 96.356430053711, 99.02507019043, 99.415512084961, 98.914810180664, 99.782356262207, 100.7755279541, 101.770362854, 103.11968994141, 104.33930969238, 105.083152771, 106.07612609863, 106.59980773926, 107.96627044678, 108.61009216309, 109.38529968262, 110.87303924561, 109.27794647217, 110.13377380371, 110.85829162598, 112.16562652588, 113.56465148926, 114.70414733887, 115.95180511475, 116.95239257813, 118.188331604, 119.53330993652, 120.98512268066, 122.30659484863, 124.3293762207, 125.73359680176, 126.54803466797, 128.79624938965, 130.18423461914, 131.81065368652, 134.96139526367, 136.16728210449, 136.33625793457, 137.38554382324, 138.32939147949, 139.40463256836, 140.48587036133, 141.57167053223, 142.77867126465, 143.86622619629, 144.83903503418, 145.46519470215, 146.58029174805, 147.220703125, 148.11108398438, 149.35705566406, 150.35636901855, 151.47360229492, 152.82215881348, 153.5701751709, 154.44854736328, 155.68542480469, 157.14886474609, 158.00813293457, 159.23054504395, 160.44752502441, 160.83612060547, 161.25175476074, 162.39437866211, 162.82015991211, 162.91067504883, 163.96978759766, 164.66130065918, 165.47262573242, 166.75219726563, 167.54145812988, 169.03984069824, 170.27883911133, 171.9793548584, 173.89099121094, 175.06903076172, 176.84115600586, 177.5359954834, 178.49188232422, 178.5164642334, 178.46586608887, 180.21809387207, 180.8736114502, 182.12867736816, 183.60589599609, 184.12232971191, 184.54132080078, 185.80421447754, 187.28736877441, 188.39706420898, 190.2109375, 191.99716186523, 192.93818664551, 195.07104492188, 195.8763885498, 200.94375610352, 200.81010437012, 202.05271911621, 204.13349914551, 202.89764404297, 204.68077087402, 207.22866821289, 208.63482666016, 210.48779296875, 214.17184448242, 215.58755493164, 220.68745422363, 218.21083068848, 212.39213562012, 212.978515625, 215.07511901855]) resid = np.array([ np.nan, -.6596063375473, -.49726036190987, -.5911386013031, -.34607490897179, -.46362805366516, -.21342028677464, -.31237986683846, -.40454092621803, -.22221945226192, -.26514956355095, -.2509354352951, -.13019436597824, -.30159646272659, -.1318296790123, -.24349159002304, -.25457563996315, -.07427024841309, -.24664734303951, -.10696394741535, -.30270880460739, -.22268049418926, -.18816292285919, -.13006833195686, -.20216277241707, -.10066751390696, -.24728938937187, -.07679972797632, .07274255156517, -.20292413234711, .03331403434277, -.35277983546257, -.16799576580524, -.06826904416084, -.08623649924994, .00015908146452, -.12788754701614, .06861615926027, -.06953293830156, -.08066567778587, .11089706420898, -.03098993562162, -.04496069997549, .04446176066995, .01869462057948, -.20081178843975, -.08008606731892, -.08214038610458, -.38369914889336, -.03162068501115, -.24543529748917, -.22040157020092, -.20144037902355, -.18708138167858, -.07620526105165, .01427639275789, .48931872844696, -.11833623051643, .78889113664627, .43461054563522, .45327401161194, .27393117547035, .73159569501877, .21077930927277, -.40970605611801, -.01871551014483, -.10306061804295, -.0734596773982, -.65103828907013, .0724478662014, .05945380032063, -.05038867890835, .45991089940071, -.12104434520006, -.09359546005726, .22719417512417, .28968048095703, .64352011680603, .53756183385849, .25732442736626, .93205803632736, 1.0886732339859, .72682982683182, 1.2397809028625, 1.1673469543457, -.18098846077919, .31969723105431, .72494095563889, .05790812522173, .61364978551865, .06710703670979, -.77938556671143, -.97910648584366, 1.1435683965683, -.92507529258728, -1.5155116319656, -.11481033265591, .01764474436641, .02447287365794, .32963913679123, .18031190335751, -.23930950462818, .01684862375259, -.37613153457642, .40019443631172, -.2662724852562, -.11008904129267, .51469951868057, -2.1730391979218, .22205695509911, .06622361391783, .54170626401901, .53436845541, .2353515625, .29585054516792, .04819770529866, .24760706722736, .31166675686836, .36669155955315, .21487690508366, .79340130090714, .17062658071518, -.33359375596046, .95196217298508, .10373862832785, .31576481461525, 1.589346408844, -.26140204071999, -1.0672763586044, -.13626158237457, -.18554861843586, -.02939598634839, -.00464448658749, .01412893645465, .1283223181963, .02133745700121, -.06621573865414, -.33903631567955, .13481116294861, -.28028702735901, -.02071117423475, .28890857100487, .04294065013528, .14363515377045, .32640132308006, -.22214868664742, -.0701690018177, .25145494937897, .41458681225777, -.14886146783829, .19186246395111, .16944620013237, -.54752624034882, -.43612506985664, .2482432872057, -.39438369870186, -.62015581130981, .28931456804276, -.06979911774397, .03869699314237, .4273681640625, -.05220314115286, .55854320526123, .26015737652779, .62115871906281, .72063958644867, .00899865385145, .53098171949387, -.44116449356079, -.13600566983223, -.89187180995941, -.81647485494614, .83413660526276, -.21809615194798, .32638800144196, .47133237123489, -.4058920443058, -.42233863472939, .35867437720299, .49578228592873, .11262346804142, .70294010639191, .58906590938568, -.19715182483196, .86181098222733, -.37105345726013, 3.3236031532288, -1.543759226799, -.11011194437742, .64728397130966, -2.2335081100464, .67635416984558, 1.2392344474792, .10933646559715, .49816474318504, 2.0072033405304, -.17484994232655, 3.0224411487579, -3.7984521389008, -6.0368394851685, .27887633442879, 1.4904805421829, 1.3098726272583]) yr = np.array([ np.nan, -.6596063375473, -.49726036190987, -.5911386013031, -.34607490897179, -.46362805366516, -.21342028677464, -.31237986683846, -.40454092621803, -.22221945226192, -.26514956355095, -.2509354352951, -.13019436597824, -.30159646272659, -.1318296790123, -.24349159002304, -.25457563996315, -.07427024841309, -.24664734303951, -.10696394741535, -.30270880460739, -.22268049418926, -.18816292285919, -.13006833195686, -.20216277241707, -.10066751390696, -.24728938937187, -.07679972797632, .07274255156517, -.20292413234711, .03331403434277, -.35277983546257, -.16799576580524, -.06826904416084, -.08623649924994, .00015908146452, -.12788754701614, .06861615926027, -.06953293830156, -.08066567778587, .11089706420898, -.03098993562162, -.04496069997549, .04446176066995, .01869462057948, -.20081178843975, -.08008606731892, -.08214038610458, -.38369914889336, -.03162068501115, -.24543529748917, -.22040157020092, -.20144037902355, -.18708138167858, -.07620526105165, .01427639275789, .48931872844696, -.11833623051643, .78889113664627, .43461054563522, .45327401161194, .27393117547035, .73159569501877, .21077930927277, -.40970605611801, -.01871551014483, -.10306061804295, -.0734596773982, -.65103828907013, .0724478662014, .05945380032063, -.05038867890835, .45991089940071, -.12104434520006, -.09359546005726, .22719417512417, .28968048095703, .64352011680603, .53756183385849, .25732442736626, .93205803632736, 1.0886732339859, .72682982683182, 1.2397809028625, 1.1673469543457, -.18098846077919, .31969723105431, .72494095563889, .05790812522173, .61364978551865, .06710703670979, -.77938556671143, -.97910648584366, 1.1435683965683, -.92507529258728, -1.5155116319656, -.11481033265591, .01764474436641, .02447287365794, .32963913679123, .18031190335751, -.23930950462818, .01684862375259, -.37613153457642, .40019443631172, -.2662724852562, -.11008904129267, .51469951868057, -2.1730391979218, .22205695509911, .06622361391783, .54170626401901, .53436845541, .2353515625, .29585054516792, .04819770529866, .24760706722736, .31166675686836, .36669155955315, .21487690508366, .79340130090714, .17062658071518, -.33359375596046, .95196217298508, .10373862832785, .31576481461525, 1.589346408844, -.26140204071999, -1.0672763586044, -.13626158237457, -.18554861843586, -.02939598634839, -.00464448658749, .01412893645465, .1283223181963, .02133745700121, -.06621573865414, -.33903631567955, .13481116294861, -.28028702735901, -.02071117423475, .28890857100487, .04294065013528, .14363515377045, .32640132308006, -.22214868664742, -.0701690018177, .25145494937897, .41458681225777, -.14886146783829, .19186246395111, .16944620013237, -.54752624034882, -.43612506985664, .2482432872057, -.39438369870186, -.62015581130981, .28931456804276, -.06979911774397, .03869699314237, .4273681640625, -.05220314115286, .55854320526123, .26015737652779, .62115871906281, .72063958644867, .00899865385145, .53098171949387, -.44116449356079, -.13600566983223, -.89187180995941, -.81647485494614, .83413660526276, -.21809615194798, .32638800144196, .47133237123489, -.4058920443058, -.42233863472939, .35867437720299, .49578228592873, .11262346804142, .70294010639191, .58906590938568, -.19715182483196, .86181098222733, -.37105345726013, 3.3236031532288, -1.543759226799, -.11011194437742, .64728397130966, -2.2335081100464, .67635416984558, 1.2392344474792, .10933646559715, .49816474318504, 2.0072033405304, -.17484994232655, 3.0224411487579, -3.7984521389008, -6.0368394851685, .27887633442879, 1.4904805421829, 1.3098726272583]) mse = np.array([ 1.0121052265167, .66349595785141, .65449619293213, .64957880973816, .64683443307877, .64528465270996, .64440369606018, .64390099048615, .64361357688904, .64344894886017, .64335465431213, .64330065250397, .64326965808868, .64325189590454, .64324170351028, .6432358622551, .64323252439499, .64323055744171, .64322948455811, .64322882890701, .64322847127914, .64322829246521, .64322817325592, .64322811365128, .64322805404663, .64322805404663, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199, .64322799444199]) stdp = np.array([ .82960641384125, .82960641384125, .697261095047, .61113905906677, .51607495546341, .47362637519836, .41342103481293, .40238001942635, .37454023957253, .33222004771233, .32514902949333, .31093680858612, .30019253492355, .31159669160843, .29182952642441, .30349296331406, .29457464814186, .28427124023438, .30664679408073, .29696446657181, .31270903348923, .29268020391464, .28816330432892, .29006817936897, .30216124653816, .30066826939583, .31728908419609, .30679926276207, .3272570669651, .37292611598969, .36668366193771, .40278288722038, .36799272894859, .36827209591866, .38623574376106, .39983862638474, .42789059877396, .43138384819031, .46953064203262, .48066720366478, .48910140991211, .53098994493484, .54496067762375, .55554050207138, .58130383491516, .60081332921982, .58008605241776, .58214038610458, .58369606733322, .53162068128586, .54543834924698, .52040082216263, .50143963098526, .48708060383797, .47620677947998, .48572361469269, .51068127155304, .61833620071411, .61110657453537, .76539021730423, .84672522544861, .92606955766678, .96840506792068, 1.0892199277878, 1.1097067594528, 1.0187155008316, 1.0030621290207, .97345739603043, .95103752613068, .82755368947983, .84054774045944, .85038793087006, .84008830785751, .92104357481003, .89359468221664, .87280809879303, .91032028198242, .95647835731506, 1.0624366998672, 1.1426770687103, 1.1679404973984, 1.311328291893, 1.473167181015, 1.5602221488953, 1.7326545715332, 1.8809853792191, 1.7803012132645, 1.7750589847565, 1.8420933485031, 1.7863517999649, 1.8328944444656, 1.7793855667114, 1.5791050195694, 1.3564316034317, 1.5250737667084, 1.3155146837234, 1.014811873436, .98235523700714, .97552710771561, .97035628557205, 1.0196926593781, 1.0393049716949, .98315137624741, .97613000869751, .89980864524841, .96626943349838, .91009211540222, .88530200719833, .97303456068039, .57794612646103, .63377332687378, .65829831361771, .76562696695328, .86465454101563, .90414637327194, .95180231332779, .95238989591599, .98833626508713, 1.0333099365234, 1.0851185321808, 1.1066001653671, 1.2293750047684, 1.233595252037, 1.1480363607407, 1.2962552309036, 1.2842413187027, 1.3106474876404, 1.5614050626755, 1.4672855138779, 1.2362524271011, 1.1855486631393, 1.1294020414352, 1.1046353578568, 1.0858771800995, 1.0716745853424, 1.0786685943604, 1.0662157535553, 1.0390332937241, .96519494056702, .9802839756012, .92070508003235, .91108840703964, .95705932378769, .95637094974518, .97360169887543, 1.0221517086029, .9701629281044, .94854199886322, .98542231321335, 1.048855304718, 1.0081344842911, 1.0305507183075, 1.0475262403488, .93612504005432, .85176283121109, .89438372850418, .820152759552, .71068543195724, .76979607343674, .76130604743958, .77262878417969, .85220617055893, .84146595001221, .93983960151672, .97883212566376, 1.0793634653091, 1.1909983158112, 1.1690304279327, 1.2411522865295, 1.1360056400299, 1.0918840169907, .9164656996727, .76586949825287, .918093085289, .87360894680023, .92867678403854, 1.00588285923, .92233866453171, .84132260084152, .90422683954239, .9873673915863, .99707210063934, 1.1109310388565, 1.1971517801285, 1.138188958168, 1.2710473537445, 1.1763968467712, 1.7437561750412, 1.4101150035858, 1.3527159690857, 1.4335050582886, .99765706062317, 1.1067585945129, 1.3086627721786, 1.2968333959579, 1.3547962903976, 1.6768488883972, 1.5905654430389, 2.0774590969086, 1.3218278884888, .21813294291496, .30750840902328, .60612773895264]) icstats = np.array([ 202, np.nan, -242.06033399744, 4, 492.12066799488, 505.35373878448]) 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, stdp=stdp, icstats=icstats )