import numpy as np from statsmodels.tools.tools import Bunch llf = np.array([-241.75576160303]) nobs = np.array([202]) k = np.array([4]) k_exog = np.array([1]) sigma = np.array([.79987660416529]) chi2 = np.array([342.91413339514]) df_model = np.array([2]) k_ar = np.array([1]) k_ma = np.array([1]) params = np.array([ .88084748605315, .93989719451385, -.7709851377434, .79987660416529]) cov_params = np.array([ .15020189867396, -.01642122563089, .01456018801049, -.00156750041014, -.01642122563089, .0032067778715, -.00350387326241, .00059634328354, .01456018801049, -.00350387326241, .00480028434835, -.00068065418463, -.00156750041014, .00059634328354, -.00068065418463, .00029322997097]).reshape(4, 4) xb = np.array([ .88084751367569, .88084751367569, .65303039550781, .55365419387817, .45908725261688, .42810925841331, .37837743759155, .37686342000961, .35719576478004, .3220648765564, .31943875551224, .30907514691353, .30120712518692, .31383177638054, .29652059078217, .30856171250343, .30095273256302, .29171526432037, .31331890821457, .30463594198227, .31990340352058, .30126947164536, .29703867435455, .29884466528893, .31037190556526, .30912432074547, .32505416870117, .31537705659866, .33494210243225, .37874156236649, .37366089224815, .40859284996986, .37640652060509, .37692713737488, .39422073960304, .40755322575569, .43472331762314, .43878075480461, .47569087147713, .48725643754005, .49617394804955, .53683114051819, .55128628015518, .56243091821671, .58791494369507, .60756206512451, .58892780542374, .59145200252533, .59339815378189, .54422444105148, .55698639154434, .53304374217987, .51458370685577, .50035130977631, .48937830328941, .49780988693237, .52120143175125, .62369203567505, .6182547211647, .76608312129974, .84627467393875, .92499214410782, .96879118680954, 1.0870156288147, 1.1105998754501, 1.0274360179901, 1.013991355896, .98673474788666, .96571969985962, .84817039966583, .85888928174973, .86715340614319, .85663330554962, .93297851085663, .90738350152969, .88765007257462, .92311006784439, .96734017133713, 1.0690053701401, 1.1473876237869, 1.1740373373032, 1.3128218650818, 1.4704967737198, 1.5582785606384, 1.7273052930832, 1.8745132684708, 1.7853132486343, 1.7841064929962, 1.850741147995, 1.800768494606, 1.8466963768005, 1.7976499795914, 1.6078149080276, 1.3938897848129, 1.5498898029327, 1.3492304086685, 1.059396147728, 1.0217411518097, 1.0096007585526, 1.0002405643463, 1.0436969995499, 1.0603114366531, 1.0055546760559, .99712115526199, .92305397987366, .9841884970665, .92997401952744, .90506774187088, .9872123003006, .61137217283249, .65943044424057, .67959040403366, .77959072589874, .87357920408249, .91226226091385, .95897603034973, .96120971441269, .99671375751495, 1.0409790277481, 1.0919979810715, 1.1144404411316, 1.2330915927887, 1.2401138544083, 1.161071896553, 1.3028255701065, 1.2938764095306, 1.3207612037659, 1.5610725879669, 1.4760913848877, 1.258552312851, 1.2090681791306, 1.1540271043777, 1.12848341465, 1.1087870597839, 1.0936040878296, 1.0987877845764, 1.0858948230743, 1.0590622425079, .98770052194595, 1.0002481937408, .94235575199127, .93150353431702, .97381073236465, .9726470708847, .98864215612411, 1.0347559452057, .98585307598114, .96503925323486, .9996662735939, 1.0601476430893, 1.022319316864, 1.043828368187, 1.0604115724564, .95495897531509, .87365657091141, .91232192516327, .84078407287598, .73495537042618, .78849309682846, .77909576892853, .78874284029007, .8637443780899, .8540056347847, .94784545898438, .98641014099121, 1.0837067365646, 1.1925053596497, 1.1750392913818, 1.2460317611694, 1.1487410068512, 1.1075156927109, .94060403108597, .7950227856636, .93615245819092, .89293897151947, .94407802820206, 1.0172899961472, .93860250711441, .86104601621628, .91948908567429, .99833220243454, 1.008442401886, 1.1175880432129, 1.2017351388931, 1.1483734846115, 1.2761443853378, 1.188849568367, 1.7296310663223, 1.4202431440353, 1.3675138950348, 1.445098400116, 1.031960606575, 1.1313284635544, 1.3214453458786, 1.3112732172012, 1.367110490799, 1.674845457077, 1.5979281663895, 2.064112663269, 1.3536450862885, .30015936493874, .36831066012383, .64060544967651]) y = np.array([ np.nan, 29.860847473145, 29.803030014038, 29.903654098511, 29.82908821106, 29.968111038208, 29.928377151489, 30.126863479614, 30.197195053101, 30.132064819336, 30.23943901062, 30.289073944092, 30.341207504272, 30.523830413818, 30.516519546509, 30.68856048584, 30.740953445435, 30.771715164185, 31.003318786621, 31.054636001587, 31.25990486145, 31.251270294189, 31.317039489746, 31.418846130371, 31.590372085571, 31.689123153687, 31.905054092407, 31.965375900269, 32.214942932129, 32.658740997314, 32.823661804199, 33.258590698242, 33.27640914917, 33.47692489624, 33.7942237854, 34.107555389404, 34.534721374512, 34.83878326416, 35.375694274902, 35.787254333496, 36.196174621582, 36.83683013916, 37.3512840271, 37.86243057251, 38.487915039063, 39.107563018799, 39.488929748535, 39.991455078125, 40.49340057373, 40.644222259521, 41.156986236572, 41.433044433594, 41.714584350586, 42.000350952148, 42.289379119873, 42.697811126709, 43.221202850342, 44.323692321777, 44.818256378174, 46.366081237793, 47.64627456665, 49.024990081787, 50.26879119873, 52.087017059326, 53.410598754883, 54.027435302734, 55.01399230957, 55.886737823486, 56.765720367432, 56.948169708252, 57.858890533447, 58.767154693604, 59.556632995605, 60.93297958374, 61.707382202148, 62.487648010254, 63.623111724854, 64.867340087891, 66.569007873535, 68.247383117676, 69.674034118652, 71.912818908691, 74.470497131348, 76.758277893066, 79.72730255127, 82.774513244629, 84.385314941406, 86.484100341797, 89.050735473633, 90.900764465332, 93.346694946289, 95.197654724121, 96.007820129395, 96.393890380859, 99.04988861084, 99.449226379395, 98.959396362305, 99.821746826172, 100.80960083008, 101.80024719238, 103.1436920166, 104.36031341553, 105.10555267334, 106.09712219238, 106.62305450439, 107.98419189453, 108.62997436523, 109.40506744385, 110.88721466064, 109.31137084961, 110.15943145752, 110.87958526611, 112.17959594727, 113.57357788086, 114.71226501465, 115.95897674561, 116.9612121582, 118.1967086792, 119.54097747803, 120.99199676514, 122.31443786621, 124.33309173584, 125.74011230469, 126.56107330322, 128.80282592773, 130.19386291504, 131.82075500488, 134.96105957031, 136.17608642578, 136.35855102539, 137.40905761719, 138.35401916504, 139.42848205566, 140.50877380371, 141.59359741211, 142.79878234863, 143.88589477539, 144.85906982422, 145.48770141602, 146.60025024414, 147.24235534668, 148.13150024414, 149.37380981445, 150.3726348877, 151.48864746094, 152.83476257324, 153.58586120605, 154.46504211426, 155.69966125488, 157.16015625, 158.0223236084, 159.24382019043, 160.46040344238, 160.85494995117, 161.27365112305, 162.41232299805, 162.84078979492, 162.93495178223, 163.98849487305, 164.67909240723, 165.48873901367, 166.76373291016, 167.55400085449, 169.0478515625, 170.2864074707, 171.98370361328, 173.89250183105, 175.07502746582, 176.84603881836, 177.54873657227, 178.50750732422, 178.5406036377, 178.49502563477, 180.23616027832, 180.89294433594, 182.14407348633, 183.61729431152, 184.13859558105, 184.56105041504, 185.81948852539, 187.29833984375, 188.40843200684, 190.21759033203, 192.00173950195, 192.9483795166, 195.07614135742, 195.88883972168, 200.92962646484, 200.82023620605, 202.06750488281, 204.1450958252, 202.93196105957, 204.70533752441, 207.24143981934, 208.6492767334, 210.50010681152, 214.16984558105, 215.59492492676, 220.67411804199, 218.24264526367, 212.47415161133, 213.03932189941, 215.10960388184]) resid = np.array([ np.nan, -.71084743738174, -.45302960276604, -.5336537361145, -.28908717632294, -.41811093688011, -.17837668955326, -.28686326742172, -.38719645142555, -.21206425130367, -.25943928956985, -.24907378852367, -.13120894134045, -.3038315474987, -.13652075827122, -.24856032431126, -.26095372438431, -.0817142650485, -.25331944227219, -.11463540792465, -.30990317463875, -.2312697917223, -.19703827798367, -.13884480297565, -.21037344634533, -.10912357270718, -.25505447387695, -.08537751436234, .06505750864744, -.20873957872391, .02633681893349, -.35858979821205, -.1764095723629, -.07692407816648, -.09422151744366, -.00755552388728, -.13472028076649, .06121923774481, -.07569316774607, -.08725491166115, .10382451862097, -.03683112934232, -.05128625407815, .03757134452462, .0120835499838, -.20756052434444, -.08892779797316, -.09145200997591, -.3934012055397, -.04422445222735, -.25698333978653, -.23304453492165, -.21458448469639, -.2003520578146, -.08937677741051, .00219011562876, .47879853844643, -.12369203567505, .78174299001694, .43391767144203, .4537245631218, .27500861883163, .73120957612991, .21298357844353, -.41059911251068, -.02743596211076, -.11398979276419, -.08673703670502, -.66572046279907, .05183110013604, .04111221805215, -.06715416908264, .44336593151093, -.13297925889492, -.1073842421174, .21235218644142, .27689066529274, .63265830278397, .53099316358566, .25261387228966, .92596107721329, 1.0871796607971, .72950023412704, 1.2417244911194, 1.1726962327957, -.17451636493206, .31468516588211, .71589350700378, .04926039651036, .59923303127289, .05330519750714, -.79764997959137, -1.0078164339066, 1.1061102151871, -.94989138841629, -1.5492273569107, -.15939457714558, -.02174116671085, -.00960071571171, .29975482821465, .15630762279034, -.2603160738945, -.00555467186496, -.3971226811409, .37694907188416, -.28419154882431, -.12997098267078, .49493381381035, -2.1872169971466, .18863087892532, .04056651890278, .52041417360306, .52040469646454, .22642692923546, .28773468732834, .0410239957273, .2387872338295, .30328929424286, .35902243852615, .20799747109413, .78556102514267, .16690990328789, -.34011232852936, .93892657756805, .0971682742238, .30612966418266, 1.5792326927185, -.26106956601143, -1.0760822296143, -.15856145322323, -.2090682387352, -.05402099713683, -.02849259786308, -.00878097955137, .10639289021492, .00121826829854, -.08589478582144, -.35906526446342, .11230555176735, -.30025118589401, -.04236188530922, .26849341392517, .02618926763535, .12735903263092, .31136092543602, -.23475293815136, -.08585914969444, .23495768010616, .40034285187721, -.1601537913084, .17767761647701, .15616858005524, -.56041151285172, -.45495894551277, .2263495028019, -.41232195496559, -.64078712463379, .26504465937614, -.08849616348743, .02090725488961, .41125410795212, -.06374131888151, .54600352048874, .25215145945549, .61358070373535, .71629631519318, .00749156065285, .52497291564941, -.44604399800301, -.14874097704887, -.90750348567963, -.84061318635941, .80498331785202, -.23615552484989, .30705797672272, .45593112707138, -.41729912161827, -.43860253691673, .33895090222359, .48052009940147, .10165861994028, .69156980514526, .58240884542465, -.20173519849777, .85162657499313, -.37615045905113, 3.3111503124237, -1.5296341180801, -.12024004757404, .63248610496521, -2.2451014518738, .64205056428909, 1.2146645784378, .09655395895243, .48372489213943, 1.9948890209198, -.17284658551216, 3.0150785446167, -3.7851057052612, -6.0686569213867, .19684991240501, 1.4296782016754, 1.2753949165344]) yr = np.array([ np.nan, -.71084743738174, -.45302960276604, -.5336537361145, -.28908717632294, -.41811093688011, -.17837668955326, -.28686326742172, -.38719645142555, -.21206425130367, -.25943928956985, -.24907378852367, -.13120894134045, -.3038315474987, -.13652075827122, -.24856032431126, -.26095372438431, -.0817142650485, -.25331944227219, -.11463540792465, -.30990317463875, -.2312697917223, -.19703827798367, -.13884480297565, -.21037344634533, -.10912357270718, -.25505447387695, -.08537751436234, .06505750864744, -.20873957872391, .02633681893349, -.35858979821205, -.1764095723629, -.07692407816648, -.09422151744366, -.00755552388728, -.13472028076649, .06121923774481, -.07569316774607, -.08725491166115, .10382451862097, -.03683112934232, -.05128625407815, .03757134452462, .0120835499838, -.20756052434444, -.08892779797316, -.09145200997591, -.3934012055397, -.04422445222735, -.25698333978653, -.23304453492165, -.21458448469639, -.2003520578146, -.08937677741051, .00219011562876, .47879853844643, -.12369203567505, .78174299001694, .43391767144203, .4537245631218, .27500861883163, .73120957612991, .21298357844353, -.41059911251068, -.02743596211076, -.11398979276419, -.08673703670502, -.66572046279907, .05183110013604, .04111221805215, -.06715416908264, .44336593151093, -.13297925889492, -.1073842421174, .21235218644142, .27689066529274, .63265830278397, .53099316358566, .25261387228966, .92596107721329, 1.0871796607971, .72950023412704, 1.2417244911194, 1.1726962327957, -.17451636493206, .31468516588211, .71589350700378, .04926039651036, .59923303127289, .05330519750714, -.79764997959137, -1.0078164339066, 1.1061102151871, -.94989138841629, -1.5492273569107, -.15939457714558, -.02174116671085, -.00960071571171, .29975482821465, .15630762279034, -.2603160738945, -.00555467186496, -.3971226811409, .37694907188416, -.28419154882431, -.12997098267078, .49493381381035, -2.1872169971466, .18863087892532, .04056651890278, .52041417360306, .52040469646454, .22642692923546, .28773468732834, .0410239957273, .2387872338295, .30328929424286, .35902243852615, .20799747109413, .78556102514267, .16690990328789, -.34011232852936, .93892657756805, .0971682742238, .30612966418266, 1.5792326927185, -.26106956601143, -1.0760822296143, -.15856145322323, -.2090682387352, -.05402099713683, -.02849259786308, -.00878097955137, .10639289021492, .00121826829854, -.08589478582144, -.35906526446342, .11230555176735, -.30025118589401, -.04236188530922, .26849341392517, .02618926763535, .12735903263092, .31136092543602, -.23475293815136, -.08585914969444, .23495768010616, .40034285187721, -.1601537913084, .17767761647701, .15616858005524, -.56041151285172, -.45495894551277, .2263495028019, -.41232195496559, -.64078712463379, .26504465937614, -.08849616348743, .02090725488961, .41125410795212, -.06374131888151, .54600352048874, .25215145945549, .61358070373535, .71629631519318, .00749156065285, .52497291564941, -.44604399800301, -.14874097704887, -.90750348567963, -.84061318635941, .80498331785202, -.23615552484989, .30705797672272, .45593112707138, -.41729912161827, -.43860253691673, .33895090222359, .48052009940147, .10165861994028, .69156980514526, .58240884542465, -.20173519849777, .85162657499313, -.37615045905113, 3.3111503124237, -1.5296341180801, -.12024004757404, .63248610496521, -2.2451014518738, .64205056428909, 1.2146645784378, .09655395895243, .48372489213943, 1.9948890209198, -.17284658551216, 3.0150785446167, -3.7851057052612, -6.0686569213867, .19684991240501, 1.4296782016754, 1.2753949165344]) mse = np.array([ .7963672876358, .7963672876358, .71457105875015, .67959600687027, .66207146644592, .65259438753128, .64725720882416, .644182741642, .64238852262497, .64133352041245, .64071041345596, .6403414607048, .64012265205383, .63999271392822, .63991558551788, .63986974954605, .63984251022339, .63982629776001, .6398167014122, .6398109793663, .63980758190155, .63980555534363, .63980436325073, .639803647995, .63980323076248, .63980293273926, .63980281352997, .63980269432068, .63980263471603, .63980263471603, .63980263471603, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139, .63980257511139]) stdp = np.array([ .88084751367569, .88084751367569, .65303039550781, .55365419387817, .45908725261688, .42810925841331, .37837743759155, .37686342000961, .35719576478004, .3220648765564, .31943875551224, .30907514691353, .30120712518692, .31383177638054, .29652059078217, .30856171250343, .30095273256302, .29171526432037, .31331890821457, .30463594198227, .31990340352058, .30126947164536, .29703867435455, .29884466528893, .31037190556526, .30912432074547, .32505416870117, .31537705659866, .33494210243225, .37874156236649, .37366089224815, .40859284996986, .37640652060509, .37692713737488, .39422073960304, .40755322575569, .43472331762314, .43878075480461, .47569087147713, .48725643754005, .49617394804955, .53683114051819, .55128628015518, .56243091821671, .58791494369507, .60756206512451, .58892780542374, .59145200252533, .59339815378189, .54422444105148, .55698639154434, .53304374217987, .51458370685577, .50035130977631, .48937830328941, .49780988693237, .52120143175125, .62369203567505, .6182547211647, .76608312129974, .84627467393875, .92499214410782, .96879118680954, 1.0870156288147, 1.1105998754501, 1.0274360179901, 1.013991355896, .98673474788666, .96571969985962, .84817039966583, .85888928174973, .86715340614319, .85663330554962, .93297851085663, .90738350152969, .88765007257462, .92311006784439, .96734017133713, 1.0690053701401, 1.1473876237869, 1.1740373373032, 1.3128218650818, 1.4704967737198, 1.5582785606384, 1.7273052930832, 1.8745132684708, 1.7853132486343, 1.7841064929962, 1.850741147995, 1.800768494606, 1.8466963768005, 1.7976499795914, 1.6078149080276, 1.3938897848129, 1.5498898029327, 1.3492304086685, 1.059396147728, 1.0217411518097, 1.0096007585526, 1.0002405643463, 1.0436969995499, 1.0603114366531, 1.0055546760559, .99712115526199, .92305397987366, .9841884970665, .92997401952744, .90506774187088, .9872123003006, .61137217283249, .65943044424057, .67959040403366, .77959072589874, .87357920408249, .91226226091385, .95897603034973, .96120971441269, .99671375751495, 1.0409790277481, 1.0919979810715, 1.1144404411316, 1.2330915927887, 1.2401138544083, 1.161071896553, 1.3028255701065, 1.2938764095306, 1.3207612037659, 1.5610725879669, 1.4760913848877, 1.258552312851, 1.2090681791306, 1.1540271043777, 1.12848341465, 1.1087870597839, 1.0936040878296, 1.0987877845764, 1.0858948230743, 1.0590622425079, .98770052194595, 1.0002481937408, .94235575199127, .93150353431702, .97381073236465, .9726470708847, .98864215612411, 1.0347559452057, .98585307598114, .96503925323486, .9996662735939, 1.0601476430893, 1.022319316864, 1.043828368187, 1.0604115724564, .95495897531509, .87365657091141, .91232192516327, .84078407287598, .73495537042618, .78849309682846, .77909576892853, .78874284029007, .8637443780899, .8540056347847, .94784545898438, .98641014099121, 1.0837067365646, 1.1925053596497, 1.1750392913818, 1.2460317611694, 1.1487410068512, 1.1075156927109, .94060403108597, .7950227856636, .93615245819092, .89293897151947, .94407802820206, 1.0172899961472, .93860250711441, .86104601621628, .91948908567429, .99833220243454, 1.008442401886, 1.1175880432129, 1.2017351388931, 1.1483734846115, 1.2761443853378, 1.188849568367, 1.7296310663223, 1.4202431440353, 1.3675138950348, 1.445098400116, 1.031960606575, 1.1313284635544, 1.3214453458786, 1.3112732172012, 1.367110490799, 1.674845457077, 1.5979281663895, 2.064112663269, 1.3536450862885, .30015936493874, .36831066012383, .64060544967651]) icstats = np.array([ 202, np.nan, -241.75576160303, 4, 491.51152320605, 504.74459399566]) 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 )