import numpy as np from statsmodels.tools.tools import Bunch llf = np.array([-243.77512585356]) nobs = np.array([202]) k = np.array([3]) k_exog = np.array([1]) sigma = np.array([.80556855709271]) chi2 = np.array([14938.241729056]) df_model = np.array([2]) k_ar = np.array([1]) k_ma = np.array([1]) params = np.array([ .99034248845249, -.83659509233745, .80556855709271]) cov_params = np.array([ .00009906057555, -.00026616895902, .00007867120825, -.00026616895902, .00137590666911, -.0001403880509, .00007867120825, -.0001403880509, .0002129852258]).reshape(3, 3) xb = np.array([ 0, 0, .10457526892424, .14047028124332, .10415132343769, .11891452968121, .09492295235395, .11409470438957, .1086763292551, .08389142900705, .08740901201963, .08212262392044, .07780049741268, .09159570932388, .07793674618006, .08996207267046, .08444581180811, .07675409317017, .09658851474524, .09001308679581, .10454939305782, .08898131549358, .08520055562258, .08665482699871, .09710033237934, .09660832583904, .11157563328743, .10410477221012, .12245775014162, .16395011544228, .16329728066921, .19811384379864, .1734282374382, .17583830654621, .19323042035103, .20777989923954, .23532645404339, .24299769103527, .28016451001167, .29588291049004, .30903342366219, .35078409314156, .37033796310425, .38669663667679, .41575729846954, .44006872177124, .42965853214264, .43632391095161, .44190016388893, .40044051408768, .41188025474548, .3907016813755, .37298321723938, .3581600189209, .3457590341568, .35075950622559, .37031736969948, .46355310082436, .46467992663383, .60399496555328, .68979620933533, .77695161104202, .8344908952713, .95950168371201, 1.0025858879089, .94638174772263, .94548571109772, .92936158180237, .91587167978287, .81233781576157, .81797075271606, .8226832151413, .81125050783157, .87855970859528, .85799652338028, .84079349040985, .87252616882324, .9144481420517, 1.0110183954239, 1.0918086767197, 1.1286484003067, 1.2670909166336, 1.4290360212326, 1.533768415451, 1.7136362791061, 1.8794873952866, 1.8337399959564, 1.8569672107697, 1.9378981590271, 1.9133563041687, 1.969698548317, 1.939960360527, 1.7767087221146, 1.5786340236664, 1.7050459384918, 1.5186812877655, 1.2397723197937, 1.1755603551865, 1.1372153759003, 1.1051361560822, 1.1244224309921, 1.1251838207245, 1.06432056427, 1.0441527366638, .96578127145767, 1.0078399181366, .95077663660049, .91841346025467, .98358678817749, .63836628198624, .65705251693726, .65730959177017, .73439955711365, .81426596641541, .85033398866653, .89588165283203, .90323758125305, .94014054536819, .98638904094696, 1.040454864502, 1.0703103542328, 1.1875365972519, 1.2087339162827, 1.1495937108994, 1.2846138477325, 1.2899470329285, 1.3251601457596, 1.5544888973236, 1.5003498792648, 1.316685795784, 1.2706536054611, 1.2167699337006, 1.1870667934418, 1.1622149944305, 1.1414264440536, 1.1394081115723, 1.1223464012146, 1.0926969051361, 1.0217674970627, 1.0239287614822, .96423649787903, .94504725933075, .97511827945709, .96952658891678, .98022425174713, 1.0199228525162, .97626084089279, .95510673522949, .98353403806686, 1.0380674600601, 1.0068138837814, 1.0267919301987, 1.0435055494308, .94986528158188, .87152636051178, .89823776483536, .82833498716354, .72372996807098, .75921636819839, .74277937412262, .74440395832062, .80726110935211, .79834908246994, .88314270973206, .92332923412323, 1.0184471607208, 1.12877368927, 1.1288229227066, 1.2057402133942, 1.1317123174667, 1.100532412529, .95145136117935, .81135284900665, .92477059364319, .88128125667572, .92177194356918, .98639768362045, .91746246814728, .84441828727722, .89093261957169, .96059763431549, .97275197505951, 1.0751719474792, 1.1608537435532, 1.124911904335, 1.2485905885696, 1.1829364299774, 1.6815021038055, 1.4374854564667, 1.4024653434753, 1.4807903766632, 1.1158236265182, 1.1908674240112, 1.3569641113281, 1.3532432317734, 1.4080929756165, 1.6949023008347, 1.6488753557205, 2.0886788368225, 1.4827802181244, .51556593179703, .5077338218689, .70120370388031]) y = np.array([ np.nan, 28.979999542236, 29.25457572937, 29.49047088623, 29.474151611328, 29.65891456604, 29.64492225647, 29.864093780518, 29.948677062988, 29.893890380859, 30.00740814209, 30.062122344971, 30.11780166626, 30.301595687866, 30.29793548584, 30.469961166382, 30.524446487427, 30.556753158569, 30.786588668823, 30.840013504028, 31.044549942017, 31.038982391357, 31.105201721191, 31.206655502319, 31.377101898193, 31.476608276367, 31.691576004028, 31.754104614258, 32.002456665039, 32.443950653076, 32.613296508789, 33.048110961914, 33.073429107666, 33.27583694458, 33.593231201172, 33.907779693604, 34.33532333374, 34.642997741699, 35.180164337158, 35.595882415771, 36.009033203125, 36.650783538818, 37.170337677002, 37.686695098877, 38.315757751465, 38.94006729126, 39.329658508301, 39.836326599121, 40.341899871826, 40.500438690186, 41.011878967285, 41.290702819824, 41.572982788086, 41.85816192627, 42.14575958252, 42.550758361816, 43.070316314697, 44.163555145264, 44.664680480957, 46.203994750977, 47.489795684814, 48.876949310303, 50.134490966797, 51.959503173828, 53.302585601807, 53.946380615234, 54.945484161377, 55.829364776611, 56.715869903564, 56.912334442139, 57.817970275879, 58.722682952881, 59.511249542236, 60.878559112549, 61.657997131348, 62.44079208374, 63.572528839111, 64.814453125, 66.511016845703, 68.19181060791, 69.628646850586, 71.867088317871, 74.429039001465, 76.733764648438, 79.713638305664, 82.779487609863, 84.433738708496, 86.55696105957, 89.137893676758, 91.01335144043, 93.469696044922, 95.339958190918, 96.176712036133, 96.578636169434, 99.205047607422, 99.618682861328, 99.139770507813, 99.975563049316, 100.9372177124, 101.9051361084, 103.22441864014, 104.42518615723, 105.16432189941, 106.14414978027, 106.66577911377, 108.00784301758, 108.65077209473, 109.41841125488, 110.88359069824, 109.33836364746, 110.15705108643, 110.85730743408, 112.13439941406, 113.51425933838, 114.65033721924, 115.89588165283, 116.90323638916, 118.14013671875, 119.48638916016, 120.94045257568, 122.27030944824, 124.28753662109, 125.70873260498, 126.54959869385, 128.78460693359, 130.18994140625, 131.82516479492, 134.95448303223, 136.20034790039, 136.41668701172, 137.47065734863, 138.41676330566, 139.48707580566, 140.56221008301, 141.64143371582, 142.83940124512, 143.92234802246, 144.89270019531, 145.52177429199, 146.62393188477, 147.2642364502, 148.14505004883, 149.37510681152, 150.36952209473, 151.48022460938, 152.81993103027, 153.57626342773, 154.45510864258, 155.68353271484, 157.13807678223, 158.00682067871, 159.22679138184, 160.4434967041, 160.84985351563, 161.27151489258, 162.39823913574, 162.82833862305, 162.92372131348, 163.95921325684, 164.64277648926, 165.44439697266, 166.70726013184, 167.49835205078, 168.98315429688, 170.22332763672, 171.91844177246, 173.82876586914, 175.02882385254, 176.80574035645, 177.53170776367, 178.50051879883, 178.55145263672, 178.51135253906, 180.22477722168, 180.88128662109, 182.12176513672, 183.58641052246, 184.1174621582, 184.54441833496, 185.79092407227, 187.2606048584, 188.37274169922, 190.17517089844, 191.96086120605, 192.92491149902, 195.04859924316, 195.88293457031, 200.88150024414, 200.8374786377, 202.10246276855, 204.18078613281, 203.01582336426, 204.76487731934, 207.27696228027, 208.69123840332, 210.54109191895, 214.18989562988, 215.64587402344, 220.69868469238, 218.37178039551, 212.68955993652, 213.17874145508, 215.1701965332]) resid = np.array([ np.nan, .17000007629395, .09542549401522, -.12046983093023, .06584875285625, -.108916208148, .1050778105855, -.02409455552697, -.13867701590061, .02610917761922, -.02740954607725, -.02212125435472, .09219767153263, -.08159548044205, .08206310123205, -.02996070124209, -.04444679990411, .13324689865112, -.03658904880285, .09998744726181, -.09454916417599, -.01898162066936, .01479982770979, .0733450204134, .00289814220741, .10339243710041, -.04157593473792, .12589477002621, .27754187583923, .00605186540633, .23670043051243, -.14811079204082, .02656871080399, .1241647452116, .10676880925894, .1922178119421, .06467659771442, .25700229406357, .11983319371939, .10411861538887, .29096505045891, .14921590685844, .12966203689575, .21330565214157, .18424116075039, -.0400672107935, .07034146040678, .06367607414722, -.24190320074558, .0995594933629, -.11187721043825, -.09070245176554, -.07298398017883, -.05816079676151, .05424249917269, .14924050867558, .6296826004982, .03644690662622, .93531775474548, .59600579738617, .61020302772522, .42304915189743, .86550986766815, .34049755334854, -.30258512496948, .05361825972795, -.0454841889441, -.02936388924718, -.61587244272232, .0876636877656, .082030788064, -.0226839594543, .48874869942665, -.07856046408415, -.05799730122089, .25920879840851, .32747456431389, .6855503320694, .5889800786972, .30819287896156, .97135013341904, 1.1329106092453, .77096086740494, 1.2662346363068, 1.1863652467728, -.17949041724205, .26625844836235, .64303278923035, -.03789660334587, .48664516210556, -.06969699263573, -.93996042013168, -1.1767102479935, .92136597633362, -1.1050474643707, -1.7186782360077, -.33977076411247, -.17556031048298, -.13721539080143, .19485920667648, .07558213919401, -.32518845796585, -.06432051956654, -.4441542327404, .33422181010246, -.30784299969673, -.15077359974384, .48158806562424, -2.1835913658142, .16163675487041, .04294444993138, .54269498586655, .56559586524963, .2857401072979, .34966295957565, .10411833971739, .29675936698914, .35986250638962, .41361248493195, .25954058766365, .82969123125076, .21246488392353, -.30873239040375, .9504047036171, .11538010835648, .31005910038948, 1.5748337507248, -.25448590517044, -1.1003407239914, -.21669489145279, -.27065354585648, -.11676382273436, -.08707597851753, -.06220890209079, .05857050418854, -.039402063936, -.12234635651112, -.39269989728928, .07823857665062, -.32393181324005, -.06424260139465, .25494971871376, .02488171122968, .13047952950001, .31977880001068, -.21991983056068, -.07626695930958, .24489018321037, .41647511720657, -.13807360827923, .19318304955959, .17320497334003, -.54350554943085, -.4498653113842, .22847975790501, -.39823773503304, -.62833803892136, .27627000212669, -.05921940878034, .05722366645932, .45559296011925, -.00725806690753, .6016600728035, .31685426831245, .67666161060333, .78155589103699, .07122328877449, .57118928432465, -.40575236082077, -.1317123323679, -.90052020549774, -.85146051645279, .78865325450897, -.224773645401, .31871569156647, .47823718190193, -.38640683889389, -.41746246814728, .35557863116264, .50907653570175, .13939322531223, .72726023197174, .62482494115829, -.16085371375084, .87508809566498, -.34859669208527, 3.3170635700226, -1.4815051555634, -.1374823898077, .59753465652466, -2.280793428421, .5581876039505, 1.155125617981, .06103510409594, .44175490736961, 1.9539065361023, -.19290342926979, 2.9641311168671, -3.8096718788147, -6.1977920532227, -.01855664327741, 1.2902550697327, 1.2147966623306]) yr = np.array([ np.nan, .17000007629395, .09542549401522, -.12046983093023, .06584875285625, -.108916208148, .1050778105855, -.02409455552697, -.13867701590061, .02610917761922, -.02740954607725, -.02212125435472, .09219767153263, -.08159548044205, .08206310123205, -.02996070124209, -.04444679990411, .13324689865112, -.03658904880285, .09998744726181, -.09454916417599, -.01898162066936, .01479982770979, .0733450204134, .00289814220741, .10339243710041, -.04157593473792, .12589477002621, .27754187583923, .00605186540633, .23670043051243, -.14811079204082, .02656871080399, .1241647452116, .10676880925894, .1922178119421, .06467659771442, .25700229406357, .11983319371939, .10411861538887, .29096505045891, .14921590685844, .12966203689575, .21330565214157, .18424116075039, -.0400672107935, .07034146040678, .06367607414722, -.24190320074558, .0995594933629, -.11187721043825, -.09070245176554, -.07298398017883, -.05816079676151, .05424249917269, .14924050867558, .6296826004982, .03644690662622, .93531775474548, .59600579738617, .61020302772522, .42304915189743, .86550986766815, .34049755334854, -.30258512496948, .05361825972795, -.0454841889441, -.02936388924718, -.61587244272232, .0876636877656, .082030788064, -.0226839594543, .48874869942665, -.07856046408415, -.05799730122089, .25920879840851, .32747456431389, .6855503320694, .5889800786972, .30819287896156, .97135013341904, 1.1329106092453, .77096086740494, 1.2662346363068, 1.1863652467728, -.17949041724205, .26625844836235, .64303278923035, -.03789660334587, .48664516210556, -.06969699263573, -.93996042013168, -1.1767102479935, .92136597633362, -1.1050474643707, -1.7186782360077, -.33977076411247, -.17556031048298, -.13721539080143, .19485920667648, .07558213919401, -.32518845796585, -.06432051956654, -.4441542327404, .33422181010246, -.30784299969673, -.15077359974384, .48158806562424, -2.1835913658142, .16163675487041, .04294444993138, .54269498586655, .56559586524963, .2857401072979, .34966295957565, .10411833971739, .29675936698914, .35986250638962, .41361248493195, .25954058766365, .82969123125076, .21246488392353, -.30873239040375, .9504047036171, .11538010835648, .31005910038948, 1.5748337507248, -.25448590517044, -1.1003407239914, -.21669489145279, -.27065354585648, -.11676382273436, -.08707597851753, -.06220890209079, .05857050418854, -.039402063936, -.12234635651112, -.39269989728928, .07823857665062, -.32393181324005, -.06424260139465, .25494971871376, .02488171122968, .13047952950001, .31977880001068, -.21991983056068, -.07626695930958, .24489018321037, .41647511720657, -.13807360827923, .19318304955959, .17320497334003, -.54350554943085, -.4498653113842, .22847975790501, -.39823773503304, -.62833803892136, .27627000212669, -.05921940878034, .05722366645932, .45559296011925, -.00725806690753, .6016600728035, .31685426831245, .67666161060333, .78155589103699, .07122328877449, .57118928432465, -.40575236082077, -.1317123323679, -.90052020549774, -.85146051645279, .78865325450897, -.224773645401, .31871569156647, .47823718190193, -.38640683889389, -.41746246814728, .35557863116264, .50907653570175, .13939322531223, .72726023197174, .62482494115829, -.16085371375084, .87508809566498, -.34859669208527, 3.3170635700226, -1.4815051555634, -.1374823898077, .59753465652466, -2.280793428421, .5581876039505, 1.155125617981, .06103510409594, .44175490736961, 1.9539065361023, -.19290342926979, 2.9641311168671, -3.8096718788147, -6.1977920532227, -.01855664327741, 1.2902550697327, 1.2147966623306]) mse = np.array([ 1.4469859600067, 1.4469859600067, .89943557977676, .77543312311172, .72303003072739, .69548159837723, .67933452129364, .6692613363266, .66273111104965, .65839165449142, .65546035766602, .6534583568573, .65208071470261, .65112781524658, .65046626329422, .65000593662262, .64968502521515, .64946103096008, .64930462837219, .64919525384903, .64911878108978, .64906531572342, .6490278840065, .64900171756744, .6489834189415, .64897060394287, .64896160364151, .64895534515381, .6489509344101, .64894789457321, .64894568920135, .64894419908524, .64894318580627, .64894241094589, .64894187450409, .64894151687622, .64894127845764, .64894109964371, .64894098043442, .64894092082977, .64894086122513, .64894080162048, .64894074201584, .64894074201584, .64894074201584, .64894074201584, .64894074201584, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119, .64894068241119]) 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, -243.77512585356, 3, 493.55025170713, 503.47505479933]) 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 )