import numpy as np from statsmodels.tools.tools import Bunch llf = np.array([-242.89663276735]) nobs = np.array([202]) k = np.array([3]) k_exog = np.array([1]) sigma = np.array([.8053519404535]) chi2 = np.array([15723.381396967]) df_model = np.array([2]) k_ar = np.array([1]) k_ma = np.array([1]) params = np.array([ .99479180506163, -.84461527652809, .64859174799221]) cov_params = np.array([ .00008904968254, -.00023560410507, .00012795903324, -.00023560410507, .00131628534915, -.00022462340695, .00012795903324, -.00022462340695, .0005651128627]).reshape(3, 3) xb = np.array([ 0, 0, .02869686298072, .05651443824172, .0503994859755, .06887971609831, .05940540507436, .08067328482866, .08167565613985, .06429278105497, .07087650150061, .06886467337608, .06716959923506, .08230647444725, .07099691033363, .08401278406382, .07996553182602, .07354256510735, .09366323798895, .08811800926924, .10296355187893, .08846370875835, .0852297320962, .08700425922871, .09751411527395, .09737934917212, .11228405684233, .1053489819169, .12352022528648, .16439816355705, .1643835157156, .19891132414341, .17551273107529, .17827558517456, .19562774896622, .21028305590153, .23767858743668, .24580039083958, .28269505500793, .29883882403374, .31247469782829, .35402658581734, .37410452961922, .39106267690659, .42040377855301, .44518512487411, .43608102202415, .44340893626213, .44959822297096, .40977239608765, .42118826508522, .40079545974731, .38357082009315, .36902260780334, .35673499107361, .36137464642525, .38031083345413, .47139286994934, .47323387861252, .60994738340378, .69538277387619, .7825602889061, .84117436408997, .9657689332962, 1.0109325647354, .95897275209427, .96013957262039, .9461076259613, .9342554807663, .83413934707642, .83968591690063, .84437066316605, .83330947160721, .8990553021431, .87949693202972, .86297762393951, .89407861232758, .93536442518234, 1.0303052663803, 1.1104937791824, 1.1481873989105, 1.2851470708847, 1.4458787441254, 1.5515991449356, 1.7309991121292, 1.8975404500961, 1.8579913377762, 1.8846583366394, 1.9672524929047, 1.9469071626663, 2.0048115253448, 1.9786299467087, 1.8213576078415, 1.6284521818161, 1.7508568763733, 1.5689061880112, 1.2950873374939, 1.2290096282959, 1.1882168054581, 1.1537625789642, 1.1697143316269, 1.1681711673737, 1.106795668602, 1.0849931240082, 1.006507396698, 1.0453414916992, .98803448677063, .95465070009232, 1.0165599584579, .67838954925537, .69311982393265, .69054269790649, .76345545053482, .84005492925644, .87471830844879, .91901183128357, .92638796567917, .96265280246735, 1.0083012580872, 1.0618740320206, 1.0921038389206, 1.2077431678772, 1.2303256988525, 1.174311041832, 1.3072115182877, 1.314337015152, 1.3503924608231, 1.5760731697083, 1.5264053344727, 1.34929728508, 1.304829955101, 1.2522557973862, 1.222869515419, 1.198047041893, 1.1770839691162, 1.1743944883347, 1.1571066379547, 1.1274864673615, 1.0574153661728, 1.058304309845, .99898308515549, .9789143204689, 1.0070173740387, 1.000718832016, 1.0104174613953, 1.0486439466476, 1.0058424472809, .98470783233643, 1.0119106769562, 1.0649236440659, 1.0346088409424, 1.0540577173233, 1.0704846382141, .97923594713211, .90216588973999, .9271782040596, .85819715261459, .75488126277924, .78776079416275, .77047789096832, .77089905738831, .8313245177269, .82229107618332, .90476810932159, .94439232349396, 1.0379292964935, 1.1469690799713, 1.1489590406418, 1.2257302999496, 1.1554099321365, 1.1260533332825, .9811190366745, .8436843752861, .95287209749222, .90993344783783, .94875508546829, 1.0115815401077, .94450175762177, .87282890081406, .91741597652435, .98511207103729, .9972335100174, 1.0975805521011, 1.1823329925537, 1.1487929821014, 1.270641207695, 1.2083609104156, 1.696394443512, 1.4628355503082, 1.4307631254196, 1.5087975263596, 1.1542117595673, 1.2262620925903, 1.3880327939987, 1.3853038549423, 1.4396153688431, 1.7208145856857, 1.678991317749, 2.110867023468, 1.524417757988, .57946246862411, .56406193971634, .74643105268478]) y = np.array([ np.nan, 28.979999542236, 29.178695678711, 29.40651512146, 29.420400619507, 29.608880996704, 29.609405517578, 29.830673217773, 29.921676635742, 29.874292373657, 29.990877151489, 30.048864364624, 30.10717010498, 30.292304992676, 30.290996551514, 30.464012145996, 30.519966125488, 30.553541183472, 30.783664703369, 30.838117599487, 31.042964935303, 31.038463592529, 31.105230331421, 31.207004547119, 31.377513885498, 31.477378845215, 31.692283630371, 31.755348205566, 32.003520965576, 32.444396972656, 32.61438369751, 33.048908233643, 33.07551574707, 33.278274536133, 33.595630645752, 33.91028213501, 34.337677001953, 34.645801544189, 35.182697296143, 35.598838806152, 36.012474060059, 36.654026031494, 37.174102783203, 37.691062927246, 38.320404052734, 38.94518661499, 39.336082458496, 39.843410491943, 40.349597930908, 40.509769439697, 41.021186828613, 41.300796508789, 41.583572387695, 41.869022369385, 42.156734466553, 42.561374664307, 43.080310821533, 44.171394348145, 44.673233032227, 46.209945678711, 47.495380401611, 48.882556915283, 50.141174316406, 51.965770721436, 53.310932159424, 53.958972930908, 54.960140228271, 55.84610748291, 56.734252929688, 56.934139251709, 57.839687347412, 58.744373321533, 59.533309936523, 60.899055480957, 61.679496765137, 62.46297454834, 63.594078063965, 64.83536529541, 66.530303955078, 68.210494995117, 69.64818572998, 71.885147094727, 74.445877075195, 76.751594543457, 79.731002807617, 82.797538757324, 84.457992553711, 86.584655761719, 89.167251586914, 91.046905517578, 93.504814147949, 95.378631591797, 96.22135925293, 96.628448486328, 99.250854492188, 99.668907165527, 99.195091247559, 100.0290145874, 100.98822021484, 101.95376586914, 103.26971435547, 104.46817779541, 105.20679473877, 106.1849899292, 106.70650482178, 108.0453414917, 108.68803405762, 109.45465087891, 110.91656494141, 109.37838745117, 110.19312286377, 110.89054107666, 112.16345977783, 113.54005432129, 114.67472076416, 115.91901397705, 116.92639160156, 118.16265106201, 119.50830078125, 120.96187591553, 122.29209899902, 124.30773925781, 125.7303237915, 126.57431030273, 128.8072052002, 130.21432495117, 131.85038757324, 134.97607421875, 136.22640991211, 136.44931030273, 137.50482177734, 138.45225524902, 139.5228729248, 140.59803771973, 141.67707824707, 142.87438964844, 143.95710754395, 144.92749023438, 145.55741882324, 146.65830993652, 147.29898071289, 148.17890930176, 149.40701293945, 150.40071105957, 151.51042175293, 152.84864807129, 153.60585021973, 154.48471069336, 155.7119140625, 157.16493225098, 158.03460693359, 159.25405883789, 160.47047424316, 160.87922668457, 161.30215454102, 162.42718505859, 162.85820007324, 162.95487976074, 163.98776245117, 164.67047119141, 165.47090148926, 166.73132324219, 167.52229309082, 169.00477600098, 170.24440002441, 171.93792724609, 173.84696960449, 175.04895019531, 176.82572937012, 177.55540466309, 178.52604675293, 178.58113098145, 178.54368591309, 180.25286865234, 180.90992736816, 182.14875793457, 183.61158752441, 184.14450073242, 184.5728302002, 185.81741333008, 187.28511047363, 188.39723205566, 190.19758605957, 191.98233032227, 192.94879150391, 195.07064819336, 195.90835571289, 200.89639282227, 200.86282348633, 202.13075256348, 204.20880126953, 203.05419921875, 204.80026245117, 207.3080291748, 208.72329711914, 210.57261657715, 214.21580505371, 215.67597961426, 220.72087097168, 218.41342163086, 212.75346374512, 213.23506164551, 215.21542358398]) resid = np.array([ np.nan, .17000007629395, .17130389809608, -.03651398047805, .11960058659315, -.05888139456511, .14059536159039, .00932686589658, -.11167634278536, .04570783302188, -.0108770346269, -.00886330008507, .10282856971025, -.07230624556541, .08900293707848, -.0240114107728, -.03996651992202, .13645842671394, -.03366377204657, .10188252478838, -.09296332299709, -.01846401393414, .01477065030485, .0729955881834, .00248436117545, .10262141376734, -.04228436201811, .12465056031942, .27647939324379, .00560382334515, .23561419546604, -.1489082723856, .02448422275484, .12172746658325, .10437148809433, .18971465528011, .06232447177172, .25419962406158, .11730266362429, .10116269439459, .2875237762928, .14597341418266, .12589547038078, .20893961191177, .17959471046925, -.04518361017108, .06391899287701, .05659105628729, -.24960128962994, .09022761881351, -.12118522822857, -.10079623758793, -.08357158303261, -.06902338564396, .04326653853059, .13862533867359, .61968916654587, .02860714122653, .92676383256912, .59005337953568, .60461646318436, .41744044423103, .85882639884949, .33423033356667, -.31093180179596, .04102724045515, -.06013804674149, -.04610994458199, -.63425624370575, .06586220860481, .06031560897827, -.04437142238021, .46668976545334, -.09905604273081, -.07949769496918, .23702463507652, .30592212080956, .66463404893875, .56969320774078, .28950771689415, .95181107521057, 1.1148544549942, .75411820411682, 1.2484039068222, 1.1690024137497, -.1975435167551, .24200716614723, .6153416633606, -.06725100427866, .45309436321259, -.10480991750956, -.97863000631332, -1.2213591337204, .8715478181839, -1.1508584022522, -1.7689031362534, -.39508575201035, -.22900961339474, -.18821682035923, .14623281359673, .03029025532305, -.36817568540573, -.10679569840431, -.48499462008476, .29349562525749, -.34534454345703, -.18803144991398, .44535079598427, -2.2165644168854, .12161350995302, .00687709869817, .50946187973022, .53653997182846, .25995117425919, .32527860999107, .08098815381527, .27360898256302, .33735024929047, .39170032739639, .23812144994736, .80789774656296, .19225835800171, -.33032417297363, .92568749189377, .09278241544962, .28566908836365, 1.5496014356613, -.27607008814812, -1.1263961791992, -.24930645525455, -.30482992529869, -.15224970877171, -.12287864089012, -.09804095327854, .02291300706565, -.07438835501671, -.15710659325123, -.42748948931694, .04259072244167, -.35830733180046, -.09898918122053, .22108262777328, -.00701736938208, .0992873236537, .28958559036255, -.24864092469215, -.10584850609303, .21528913080692, .38809850811958, -.16492980718613, .16538816690445, .1459391862154, -.57048463821411, -.47923597693443, .19784018397331, -.4271782040596, -.65820020437241, .24511873722076, -.0877638310194, .02952514961362, .42909786105156, -.03132146969438, .57771807909012, .29522883892059, .6555985212326, .76207375526428, .05302781611681, .55105316638947, -.42574247717857, -.15540990233421, -.92604118585587, -.88112819194794, .75632172822952, -.25287514925003, .29006350040436, .45125409960747, -.41159069538116, -.44450175762177, .32716807723045, .48259317874908, .11487878113985, .70277869701385, .60241633653641, -.18233296275139, .85120695829391, -.37064728140831, 3.2916390895844, -1.4963974952698, -.16283248364925, .56923681497574, -2.3088004589081, .51979947090149, 1.1197309494019, .02996650896966, .40969428420067, 1.9223841428757, -.21881568431854, 2.9340152740479, -3.8318600654602, -6.239429473877, -.08245316892862, 1.2339268922806, 1.1695692539215]) yr = np.array([ np.nan, .17000007629395, .17130389809608, -.03651398047805, .11960058659315, -.05888139456511, .14059536159039, .00932686589658, -.11167634278536, .04570783302188, -.0108770346269, -.00886330008507, .10282856971025, -.07230624556541, .08900293707848, -.0240114107728, -.03996651992202, .13645842671394, -.03366377204657, .10188252478838, -.09296332299709, -.01846401393414, .01477065030485, .0729955881834, .00248436117545, .10262141376734, -.04228436201811, .12465056031942, .27647939324379, .00560382334515, .23561419546604, -.1489082723856, .02448422275484, .12172746658325, .10437148809433, .18971465528011, .06232447177172, .25419962406158, .11730266362429, .10116269439459, .2875237762928, .14597341418266, .12589547038078, .20893961191177, .17959471046925, -.04518361017108, .06391899287701, .05659105628729, -.24960128962994, .09022761881351, -.12118522822857, -.10079623758793, -.08357158303261, -.06902338564396, .04326653853059, .13862533867359, .61968916654587, .02860714122653, .92676383256912, .59005337953568, .60461646318436, .41744044423103, .85882639884949, .33423033356667, -.31093180179596, .04102724045515, -.06013804674149, -.04610994458199, -.63425624370575, .06586220860481, .06031560897827, -.04437142238021, .46668976545334, -.09905604273081, -.07949769496918, .23702463507652, .30592212080956, .66463404893875, .56969320774078, .28950771689415, .95181107521057, 1.1148544549942, .75411820411682, 1.2484039068222, 1.1690024137497, -.1975435167551, .24200716614723, .6153416633606, -.06725100427866, .45309436321259, -.10480991750956, -.97863000631332, -1.2213591337204, .8715478181839, -1.1508584022522, -1.7689031362534, -.39508575201035, -.22900961339474, -.18821682035923, .14623281359673, .03029025532305, -.36817568540573, -.10679569840431, -.48499462008476, .29349562525749, -.34534454345703, -.18803144991398, .44535079598427, -2.2165644168854, .12161350995302, .00687709869817, .50946187973022, .53653997182846, .25995117425919, .32527860999107, .08098815381527, .27360898256302, .33735024929047, .39170032739639, .23812144994736, .80789774656296, .19225835800171, -.33032417297363, .92568749189377, .09278241544962, .28566908836365, 1.5496014356613, -.27607008814812, -1.1263961791992, -.24930645525455, -.30482992529869, -.15224970877171, -.12287864089012, -.09804095327854, .02291300706565, -.07438835501671, -.15710659325123, -.42748948931694, .04259072244167, -.35830733180046, -.09898918122053, .22108262777328, -.00701736938208, .0992873236537, .28958559036255, -.24864092469215, -.10584850609303, .21528913080692, .38809850811958, -.16492980718613, .16538816690445, .1459391862154, -.57048463821411, -.47923597693443, .19784018397331, -.4271782040596, -.65820020437241, .24511873722076, -.0877638310194, .02952514961362, .42909786105156, -.03132146969438, .57771807909012, .29522883892059, .6555985212326, .76207375526428, .05302781611681, .55105316638947, -.42574247717857, -.15540990233421, -.92604118585587, -.88112819194794, .75632172822952, -.25287514925003, .29006350040436, .45125409960747, -.41159069538116, -.44450175762177, .32716807723045, .48259317874908, .11487878113985, .70277869701385, .60241633653641, -.18233296275139, .85120695829391, -.37064728140831, 3.2916390895844, -1.4963974952698, -.16283248364925, .56923681497574, -2.3088004589081, .51979947090149, 1.1197309494019, .02996650896966, .40969428420067, 1.9223841428757, -.21881568431854, 2.9340152740479, -3.8318600654602, -6.239429473877, -.08245316892862, 1.2339268922806, 1.1695692539215]) mse = np.array([ 1.1112809181213, .6632194519043, .65879660844803, .65575885772705, .65364873409271, .65217137336731, .65113133192062, .6503963470459, .64987552165985, .64950579404831, .64924287796021, .64905577898026, .64892256259918, .64882761240005, .64875996112823, .64871168136597, .64867728948593, .64865279197693, .64863526821136, .64862281084061, .64861387014389, .64860755205154, .64860302209854, .64859980344772, .64859747886658, .64859586954117, .64859467744827, .64859384298325, .6485932469368, .64859282970428, .64859253168106, .64859229326248, .64859211444855, .64859199523926, .64859193563461, .64859187602997, .64859187602997, .64859181642532, .64859181642532, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068, .64859175682068]) stdp = np.array([ 0, 0, .02869686298072, .05651443824172, .0503994859755, .06887971609831, .05940540507436, .08067328482866, .08167565613985, .06429278105497, .07087650150061, .06886467337608, .06716959923506, .08230647444725, .07099691033363, .08401278406382, .07996553182602, .07354256510735, .09366323798895, .08811800926924, .10296355187893, .08846370875835, .0852297320962, .08700425922871, .09751411527395, .09737934917212, .11228405684233, .1053489819169, .12352022528648, .16439816355705, .1643835157156, .19891132414341, .17551273107529, .17827558517456, .19562774896622, .21028305590153, .23767858743668, .24580039083958, .28269505500793, .29883882403374, .31247469782829, .35402658581734, .37410452961922, .39106267690659, .42040377855301, .44518512487411, .43608102202415, .44340893626213, .44959822297096, .40977239608765, .42118826508522, .40079545974731, .38357082009315, .36902260780334, .35673499107361, .36137464642525, .38031083345413, .47139286994934, .47323387861252, .60994738340378, .69538277387619, .7825602889061, .84117436408997, .9657689332962, 1.0109325647354, .95897275209427, .96013957262039, .9461076259613, .9342554807663, .83413934707642, .83968591690063, .84437066316605, .83330947160721, .8990553021431, .87949693202972, .86297762393951, .89407861232758, .93536442518234, 1.0303052663803, 1.1104937791824, 1.1481873989105, 1.2851470708847, 1.4458787441254, 1.5515991449356, 1.7309991121292, 1.8975404500961, 1.8579913377762, 1.8846583366394, 1.9672524929047, 1.9469071626663, 2.0048115253448, 1.9786299467087, 1.8213576078415, 1.6284521818161, 1.7508568763733, 1.5689061880112, 1.2950873374939, 1.2290096282959, 1.1882168054581, 1.1537625789642, 1.1697143316269, 1.1681711673737, 1.106795668602, 1.0849931240082, 1.006507396698, 1.0453414916992, .98803448677063, .95465070009232, 1.0165599584579, .67838954925537, .69311982393265, .69054269790649, .76345545053482, .84005492925644, .87471830844879, .91901183128357, .92638796567917, .96265280246735, 1.0083012580872, 1.0618740320206, 1.0921038389206, 1.2077431678772, 1.2303256988525, 1.174311041832, 1.3072115182877, 1.314337015152, 1.3503924608231, 1.5760731697083, 1.5264053344727, 1.34929728508, 1.304829955101, 1.2522557973862, 1.222869515419, 1.198047041893, 1.1770839691162, 1.1743944883347, 1.1571066379547, 1.1274864673615, 1.0574153661728, 1.058304309845, .99898308515549, .9789143204689, 1.0070173740387, 1.000718832016, 1.0104174613953, 1.0486439466476, 1.0058424472809, .98470783233643, 1.0119106769562, 1.0649236440659, 1.0346088409424, 1.0540577173233, 1.0704846382141, .97923594713211, .90216588973999, .9271782040596, .85819715261459, .75488126277924, .78776079416275, .77047789096832, .77089905738831, .8313245177269, .82229107618332, .90476810932159, .94439232349396, 1.0379292964935, 1.1469690799713, 1.1489590406418, 1.2257302999496, 1.1554099321365, 1.1260533332825, .9811190366745, .8436843752861, .95287209749222, .90993344783783, .94875508546829, 1.0115815401077, .94450175762177, .87282890081406, .91741597652435, .98511207103729, .9972335100174, 1.0975805521011, 1.1823329925537, 1.1487929821014, 1.270641207695, 1.2083609104156, 1.696394443512, 1.4628355503082, 1.4307631254196, 1.5087975263596, 1.1542117595673, 1.2262620925903, 1.3880327939987, 1.3853038549423, 1.4396153688431, 1.7208145856857, 1.678991317749, 2.110867023468, 1.524417757988, .57946246862411, .56406193971634, .74643105268478]) icstats = np.array([ 202, np.nan, -242.89663276735, 3, 491.79326553469, 501.7180686269]) 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 )