import numpy as np from statsmodels.tools.tools import Bunch llf = np.array([-244.3852892951]) nobs = np.array([202]) k = np.array([5]) k_exog = np.array([1]) sigma = np.array([.81130812929037]) chi2 = np.array([73901.783883385]) df_model = np.array([3]) k_ar = np.array([1]) k_ma = np.array([2]) params = np.array([ .91963917600489, -.89804855498306, 1.3032353997768, .30230174935463, .65822088065264]) cov_params = np.array([ .00622027554245, .00026933156699, -.00014478009121, -.00010527901395, .00006880952561, .00026933156699, .0023661521973, -.00263264462948, -.00241927046074, -.00069258998629, -.00014478009121, -.00263264462948, .003637275855, .0033625395431, .00072507981262, -.00010527901395, -.00241927046074, .0033625395431, .00312013997649, .00067166747844, .00006880952561, -.00069258998629, .00072507981262, .00067166747844, .00108477120916]).reshape(5, 5) xb = np.array([ .91963917016983, .91963917016983, .69261693954468, .76115423440933, .63710719347, .77478265762329, .61527073383331, .80501782894135, .62182641029358, .72158020734787, .66619211435318, .72980058193207, .64935982227325, .77660953998566, .6069877743721, .79818457365036, .60795724391937, .7583304643631, .68147450685501, .72765469551086, .69699174165726, .69102382659912, .67753201723099, .72617518901825, .69977235794067, .713603079319, .72478419542313, .68503832817078, .75677126646042, .79034942388535, .68609654903412, .83208250999451, .60605573654175, .80849212408066, .69862711429596, .80978256464005, .7383074760437, .78789436817169, .79390448331833, .79169547557831, .76283228397369, .87939429283142, .75783687829971, .85010063648224, .80657452344894, .86508285999298, .72368890047073, .86846202611923, .75351697206497, .74047154188156, .82022970914841, .73184186220169, .7623735666275, .74929028749466, .75702118873596, .79036456346512, .81429827213287, 1.0007030963898, .70464313030243, 1.2375881671906, .82733017206192, 1.1780800819397, .83767229318619, 1.3407131433487, .7835128903389, .99667322635651, .82677388191223, 1.0330017805099, .78713357448578, .80603551864624, .91298097372055, .94862020015717, .83088356256485, 1.1405943632126, .72683191299438, 1.0197489261627, .88344657421112, 1.1016070842743, 1.0485582351685, 1.1717364788055, .94894939661026, 1.418029665947, 1.2063212394714, 1.3504880666733, 1.4053744077682, 1.5106836557388, .91192328929901, 1.4546687602997, 1.2100585699081, 1.2459771633148, 1.2914154529572, 1.1733019351959, .80550068616867, .88859277963638, 1.5257360935211, .49089628458023, .75268715620041, .92090040445328, .99410575628281, .87882828712463, 1.1253950595856, .89082646369934, .9317963719368, .90858340263367, .82737028598785, 1.0978132486343, .74325948953629, .98125350475311, 1.0478370189667, .03625157848001, 1.3422871828079, .51377469301224, 1.3643686771393, .70055514574051, 1.2559896707535, .71517109870911, 1.1997950077057, .75360465049744, 1.2862613201141, .79965251684189, 1.2606881856918, 1.018030166626, 1.1752370595932, .69517260789871, 1.597958445549, .65335071086884, 1.4763361215591, 1.2708671092987, 1.0432199239731, .561203956604, 1.2630445957184, .66821777820587, 1.2384748458862, .70777904987335, 1.2246036529541, .75373476743698, 1.199233174324, .69312900304794, 1.0659650564194, .80386221408844, .99243313074112, .78622406721115, 1.1766475439072, .74267518520355, 1.1679803133011, .85658311843872, .99335825443268, .79920876026154, 1.1595865488052, .92043119668961, .98299539089203, .94316083192825, 1.0661553144455, .6393609046936, .9456650018692, .91597771644592, .80332309007645, .65838772058487, 1.1093089580536, .68860310316086, 1.0485997200012, .89771980047226, .94581252336502, 1.0480616092682, 1.0014315843582, 1.1307729482651, 1.1770483255386, .89873492717743, 1.2652103900909, .66434383392334, 1.1431220769882, .44322970509529, .9269899725914, 1.0786435604095, .82789659500122, 1.0368362665176, 1.0712716579437, .70438456535339, .88966482877731, 1.009087562561, 1.0887442827225, .88976800441742, 1.2735350131989, 1.0157470703125, .95522791147232, 1.3003809452057, .73179203271866, 2.4736785888672, -.25176140666008, 1.9082181453705, .53501582145691, .7591078877449, 1.0281100273132, 1.6240043640137, .60095232725143, 1.6211705207825, 1.344465970993, 1.124480009079, 2.1775946617126, -.71973150968552, -.37754261493683, 1.2329530715942, 1.127131819725]) y = np.array([ np.nan, 29.899639129639, 29.842617034912, 30.111154556274, 30.007108688354, 30.314783096313, 30.165269851685, 30.555017471313, 30.461826324463, 30.531579971313, 30.586193084717, 30.709800720215, 30.689361572266, 30.986608505249, 30.826986312866, 31.178184509277, 31.047958374023, 31.238330841064, 31.371475219727, 31.477655410767, 31.636991500854, 31.641023635864, 31.697532653809, 31.846176147461, 31.979772567749, 32.093601226807, 32.304782867432, 32.335037231445, 32.636772155762, 33.070346832275, 33.136096954346, 33.682079315186, 33.506057739258, 33.908489227295, 34.098628997803, 34.509784698486, 34.838306427002, 35.187896728516, 35.693904876709, 36.091693878174, 36.462833404541, 37.179393768311, 37.557834625244, 38.150100708008, 38.706577301025, 39.365081787109, 39.623691558838, 40.268463134766, 40.653518676758, 40.840469360352, 41.420227050781, 41.631843566895, 41.962375640869, 42.249290466309, 42.557022094727, 42.990364074707, 43.514297485352, 44.700702667236, 44.904644012451, 46.837585449219, 47.627330780029, 49.278079986572, 50.137672424316, 52.340713500977, 53.083511352539, 53.996673583984, 54.826774597168, 55.933002471924, 56.587131500244, 56.906032562256, 57.912979125977, 58.848621368408, 59.530883789063, 61.140594482422, 61.526832580566, 62.619747161865, 63.583446502686, 65.001609802246, 66.548561096191, 68.27173614502, 69.448951721191, 72.018028259277, 74.206321716309, 76.550483703613, 79.405372619629, 82.410682678223, 83.511924743652, 86.154663085938, 88.410057067871, 90.345977783203, 92.791412353516, 94.573303222656, 95.205505371094, 95.888595581055, 99.025733947754, 98.590896606445, 98.652687072754, 99.720901489258, 100.79410552979, 101.67883300781, 103.22539520264, 104.19082641602, 105.03179168701, 106.00858306885, 106.52736663818, 108.09781646729, 108.44326019287, 109.48125457764, 110.94783782959, 108.73625183105, 110.84228515625, 110.71376800537, 112.7643737793, 113.40055084229, 115.05599212646, 115.71517181396, 117.19979858398, 117.95359802246, 119.78626251221, 120.69965362549, 122.46068572998, 124.1180267334, 125.67523956299, 126.09517669678, 129.09796142578, 129.55334472656, 131.97633361816, 134.67086791992, 135.74320983887, 135.66120910645, 137.46304321289, 137.86820983887, 139.53848266602, 140.10777282715, 141.724609375, 142.45373535156, 143.99923706055, 144.49313354492, 145.56596374512, 146.40386962891, 147.29243469238, 147.98622131348, 149.57664489746, 150.14266967773, 151.66798400879, 152.65658569336, 153.59336853027, 154.29920959473, 155.85958862305, 157.02043151855, 157.98300170898, 159.14315795898, 160.46615600586, 160.53935241699, 161.34565734863, 162.41598510742, 162.80332946777, 162.85838317871, 164.30931091309, 164.5885925293, 165.74859619141, 166.7977142334, 167.64581298828, 169.14807128906, 170.30143737793, 172.03076171875, 173.87704467773, 174.79872131348, 176.86521911621, 177.06433105469, 178.54312133789, 178.0432434082, 178.62698364258, 180.37864685059, 180.82789611816, 182.23683166504, 183.67127990723, 183.90438842773, 184.58966064453, 185.90908813477, 187.38874816895, 188.2897644043, 190.37353515625, 191.81575012207, 192.75523376465, 195.10038757324, 195.43179321289, 201.67367553711, 199.14823913574, 202.60821533203, 203.23501586914, 202.65910339355, 204.60211181641, 207.54400634766, 207.93894958496, 210.75416564941, 213.83946228027, 215.12147521973, 220.78759765625, 216.16928100586, 211.79644775391, 213.90396118164, 215.59613037109]) resid = np.array([ np.nan, -.74963909387589, -.49261617660522, -.74115377664566, -.46710711717606, -.76478433609009, -.41527000069618, -.71501767635345, -.65182709693909, -.61157959699631, -.6061926484108, -.66979920864105, -.47936165332794, -.76660931110382, -.44698792695999, -.73818320035934, -.56795823574066, -.54832947254181, -.62147504091263, -.53765416145325, -.68699151277542, -.6210241317749, -.57753163576126, -.56617534160614, -.59977388381958, -.51360231637955, -.65478450059891, -.45503878593445, -.35677161812782, -.62034744024277, -.2860988676548, -.78207945823669, -.40605875849724, -.50848907232285, -.39862787723541, -.40978488326073, -.43830442428589, -.28789436817169, -.39390674233437, -.3916939496994, -.16283383965492, -.37939432263374, -.25783684849739, -.25009834766388, -.20657606422901, -.46508130431175, -.22368888556957, -.36846202611923, -.55352002382278, -.24047155678272, -.52022665739059, -.43184259533882, -.46237435936928, -.44929105043411, -.35701966285706, -.29036456346512, .1857016980648, -.50070303678513, .69535458087921, -.03758737072349, .47266906499863, .02192067168653, .86232846975327, -.04071394726634, -.08351214230061, .0033267585095, .07322765141726, -.13300403952599, -.48713436722755, .09396601468325, -.01297946088016, -.14862097799778, .4691156744957, -.34059509634972, .073167309165, .08025334775448, .31655418872833, .49839133024216, .55144023895264, .22826506197453, 1.1510490179062, .9819718003273, .9936757683754, 1.4495149850845, 1.4946271181107, .18931329250336, 1.1880751848221, 1.0453312397003, .68994289636612, 1.1540243625641, .60858601331711, -.17330189049244, -.20550219714642, 1.611407160759, -.92573761940002, -.69089323282242, .14731439948082, .07909959554672, .00589422974735, .42116710543633, .07460948079824, -.09083105623722, .06820363551378, -.30858492851257, .47263273596764, -.39781630039215, .05674355849624, .41874802112579, -2.2478415966034, .76375144720078, -.64229023456573, .68622988462448, -.06437320262194, .39945095777512, -.0559926815331, .28482890129089, .00020190737268, .54639840126038, .11374024301767, .50034290552139, .63931334018707, .38197138905525, -.27523550391197, 1.404825925827, -.1979645639658, .94665539264679, 1.4236577749252, .02913599461317, -.643210709095, .53878688812256, -.26304465532303, .43178829550743, -.13848400115967, .39222705364227, -.02460673451424, .34627133607864, -.19923311471939, .00686796056107, .03404098749161, -.10386525094509, -.09243924915791, .41377285122871, -.17664749920368, .35733091831207, .13202276825905, -.05658006668091, -.09336434304714, .40078815817833, .24042254686356, -.02043732441962, .217001542449, .25683608651161, -.56615537405014, -.13936093449593, .15434110164642, -.41597774624825, -.60332614183426, .34161224961281, -.40931203961372, .11139994114637, .15139718353748, -.09771674126387, .45419663190842, .15193535387516, .5985592007637, .66923010349274, .02294866926968, .80127727985382, -.46522265672684, .33565619587898, -.94310986995697, -.34323886036873, .67301613092422, -.37864658236504, .37210035324097, .3631728887558, -.47128081321716, -.20438456535339, .3103321492672, .3909215927124, .01124659087509, .81024420261383, .42646199464798, -.01574708521366, 1.044772028923, -.40038701891899, 3.768208026886, -2.273681640625, 1.5517644882202, .09178187698126, -1.3350188732147, .91490334272385, 1.317883014679, -.20600511133671, 1.1940457820892, 1.7408289909363, .15753293037415, 3.4885265827179, -3.8985877037048, -3.9952800273895, .87455189228058, .56503582000732, .78886848688126]) yr = np.array([ np.nan, -.74963909387589, -.49261617660522, -.74115377664566, -.46710711717606, -.76478433609009, -.41527000069618, -.71501767635345, -.65182709693909, -.61157959699631, -.6061926484108, -.66979920864105, -.47936165332794, -.76660931110382, -.44698792695999, -.73818320035934, -.56795823574066, -.54832947254181, -.62147504091263, -.53765416145325, -.68699151277542, -.6210241317749, -.57753163576126, -.56617534160614, -.59977388381958, -.51360231637955, -.65478450059891, -.45503878593445, -.35677161812782, -.62034744024277, -.2860988676548, -.78207945823669, -.40605875849724, -.50848907232285, -.39862787723541, -.40978488326073, -.43830442428589, -.28789436817169, -.39390674233437, -.3916939496994, -.16283383965492, -.37939432263374, -.25783684849739, -.25009834766388, -.20657606422901, -.46508130431175, -.22368888556957, -.36846202611923, -.55352002382278, -.24047155678272, -.52022665739059, -.43184259533882, -.46237435936928, -.44929105043411, -.35701966285706, -.29036456346512, .1857016980648, -.50070303678513, .69535458087921, -.03758737072349, .47266906499863, .02192067168653, .86232846975327, -.04071394726634, -.08351214230061, .0033267585095, .07322765141726, -.13300403952599, -.48713436722755, .09396601468325, -.01297946088016, -.14862097799778, .4691156744957, -.34059509634972, .073167309165, .08025334775448, .31655418872833, .49839133024216, .55144023895264, .22826506197453, 1.1510490179062, .9819718003273, .9936757683754, 1.4495149850845, 1.4946271181107, .18931329250336, 1.1880751848221, 1.0453312397003, .68994289636612, 1.1540243625641, .60858601331711, -.17330189049244, -.20550219714642, 1.611407160759, -.92573761940002, -.69089323282242, .14731439948082, .07909959554672, .00589422974735, .42116710543633, .07460948079824, -.09083105623722, .06820363551378, -.30858492851257, .47263273596764, -.39781630039215, .05674355849624, .41874802112579, -2.2478415966034, .76375144720078, -.64229023456573, .68622988462448, -.06437320262194, .39945095777512, -.0559926815331, .28482890129089, .00020190737268, .54639840126038, .11374024301767, .50034290552139, .63931334018707, .38197138905525, -.27523550391197, 1.404825925827, -.1979645639658, .94665539264679, 1.4236577749252, .02913599461317, -.643210709095, .53878688812256, -.26304465532303, .43178829550743, -.13848400115967, .39222705364227, -.02460673451424, .34627133607864, -.19923311471939, .00686796056107, .03404098749161, -.10386525094509, -.09243924915791, .41377285122871, -.17664749920368, .35733091831207, .13202276825905, -.05658006668091, -.09336434304714, .40078815817833, .24042254686356, -.02043732441962, .217001542449, .25683608651161, -.56615537405014, -.13936093449593, .15434110164642, -.41597774624825, -.60332614183426, .34161224961281, -.40931203961372, .11139994114637, .15139718353748, -.09771674126387, .45419663190842, .15193535387516, .5985592007637, .66923010349274, .02294866926968, .80127727985382, -.46522265672684, .33565619587898, -.94310986995697, -.34323886036873, .67301613092422, -.37864658236504, .37210035324097, .3631728887558, -.47128081321716, -.20438456535339, .3103321492672, .3909215927124, .01124659087509, .81024420261383, .42646199464798, -.01574708521366, 1.044772028923, -.40038701891899, 3.768208026886, -2.273681640625, 1.5517644882202, .09178187698126, -1.3350188732147, .91490334272385, 1.317883014679, -.20600511133671, 1.1940457820892, 1.7408289909363, .15753293037415, 3.4885265827179, -3.8985877037048, -3.9952800273895, .87455189228058, .56503582000732, .78886848688126]) mse = np.array([ 1.8363103866577, .82643759250641, .69298559427261, .67553198337555, .67162227630615, .67045229673386, .66999220848083, .66973727941513, .66954612731934, .66937738656998, .66921871900558, .66906636953354, .66891890764236, .66877597570419, .66863715648651, .66850233078003, .66837131977081, .66824388504028, .6681199669838, .66799944639206, .6678820848465, .66776782274246, .66765648126602, .66754806041718, .66744232177734, .66733926534653, .66723877191544, .66714072227478, .66704499721527, .66695153713226, .66686034202576, .66677123308182, .66668421030045, .66659909486771, .66651594638824, .66643464565277, .66635513305664, .66627734899521, .66620123386383, .66612672805786, .6660538315773, .66598242521286, .66591250896454, .66584402322769, .66577690839767, .66571110486984, .66564667224884, .66558349132538, .66552156209946, .66546076536179, .66540116071701, .66534268856049, .66528534889221, .6652290225029, .66517376899719, .6651194691658, .66506624221802, .6650139093399, .66496247053146, .66491198539734, .66486239433289, .66481363773346, .6647657752037, .66471868753433, .66467237472534, .66462683677673, .66458207368851, .66453808546066, .66449475288391, .6644521355629, .66441023349762, .66436898708344, .66432839632034, .66428846120834, .66424912214279, .66421037912369, .66417229175568, .66413474082947, .66409778594971, .66406136751175, .66402548551559, .66399013996124, .66395533084869, .6639209985733, .66388720273972, .66385388374329, .66382104158401, .66378861665726, .6637567281723, .66372525691986, .66369420289993, .66366362571716, .66363340616226, .66360366344452, .66357427835464, .66354531049728, .66351670026779, .66348850727081, .6634606719017, .66343319416046, .66340607404709, .66337931156158, .66335290670395, .66332685947418, .66330111026764, .66327565908432, .66325056552887, .66322582960129, .66320133209229, .66317713260651, .6631532907486, .66312968730927, .66310638189316, .66308337450027, .66306066513062, .66303819417953, .66301596164703, .66299402713776, .6629723906517, .66295093297958, .66292977333069, .66290885210037, .66288816928864, .66286766529083, .66284745931625, .66282749176025, .66280770301819, .6627881526947, .66276878118515, .66274970769882, .66273081302643, .66271209716797, .66269356012344, .6626752614975, .66265720129013, .66263926029205, .66262155771255, .66260403394699, .66258668899536, .66256952285767, .66255259513855, .66253578662872, .66251915693283, .66250270605087, .6624863743782, .66247028112411, .66245430707932, .66243851184845, .66242289543152, .66240739822388, .66239207983017, .6623769402504, .66236186027527, .66234701871872, .66233229637146, .66231769323349, .66230326890945, .66228896379471, .66227477788925, .66226077079773, .6622468829155, .66223311424255, .6622194647789, .66220593452454, .66219258308411, .66217935085297, .66216617822647, .66215318441391, .66214030981064, .66212749481201, .66211485862732, .66210234165192, .66208988428116, .66207760572433, .66206538677216, .66205328702927, .66204130649567, .66202944517136, .66201764345169, .66200596094131, .66199439764023, .66198295354843, .66197156906128, .66196030378342, .66194915771484, .66193807125092, .66192710399628, .66191619634628, .66190540790558, .66189467906952, .66188406944275, .66187357902527, .66186314821243, .66185277700424, .66184252500534, .66183233261108, .66182225942612, .66181224584579, .66180229187012, .66179245710373, .66178268194199, .66177302598953, .66176337003708]) stdp = np.array([ .91963917016983, .91963917016983, .69261693954468, .76115423440933, .63710719347, .77478265762329, .61527073383331, .80501782894135, .62182641029358, .72158020734787, .66619211435318, .72980058193207, .64935982227325, .77660953998566, .6069877743721, .79818457365036, .60795724391937, .7583304643631, .68147450685501, .72765469551086, .69699174165726, .69102382659912, .67753201723099, .72617518901825, .69977235794067, .713603079319, .72478419542313, .68503832817078, .75677126646042, .79034942388535, .68609654903412, .83208250999451, .60605573654175, .80849212408066, .69862711429596, .80978256464005, .7383074760437, .78789436817169, .79390448331833, .79169547557831, .76283228397369, .87939429283142, .75783687829971, .85010063648224, .80657452344894, .86508285999298, .72368890047073, .86846202611923, .75351697206497, .74047154188156, .82022970914841, .73184186220169, .7623735666275, .74929028749466, .75702118873596, .79036456346512, .81429827213287, 1.0007030963898, .70464313030243, 1.2375881671906, .82733017206192, 1.1780800819397, .83767229318619, 1.3407131433487, .7835128903389, .99667322635651, .82677388191223, 1.0330017805099, .78713357448578, .80603551864624, .91298097372055, .94862020015717, .83088356256485, 1.1405943632126, .72683191299438, 1.0197489261627, .88344657421112, 1.1016070842743, 1.0485582351685, 1.1717364788055, .94894939661026, 1.418029665947, 1.2063212394714, 1.3504880666733, 1.4053744077682, 1.5106836557388, .91192328929901, 1.4546687602997, 1.2100585699081, 1.2459771633148, 1.2914154529572, 1.1733019351959, .80550068616867, .88859277963638, 1.5257360935211, .49089628458023, .75268715620041, .92090040445328, .99410575628281, .87882828712463, 1.1253950595856, .89082646369934, .9317963719368, .90858340263367, .82737028598785, 1.0978132486343, .74325948953629, .98125350475311, 1.0478370189667, .03625157848001, 1.3422871828079, .51377469301224, 1.3643686771393, .70055514574051, 1.2559896707535, .71517109870911, 1.1997950077057, .75360465049744, 1.2862613201141, .79965251684189, 1.2606881856918, 1.018030166626, 1.1752370595932, .69517260789871, 1.597958445549, .65335071086884, 1.4763361215591, 1.2708671092987, 1.0432199239731, .561203956604, 1.2630445957184, .66821777820587, 1.2384748458862, .70777904987335, 1.2246036529541, .75373476743698, 1.199233174324, .69312900304794, 1.0659650564194, .80386221408844, .99243313074112, .78622406721115, 1.1766475439072, .74267518520355, 1.1679803133011, .85658311843872, .99335825443268, .79920876026154, 1.1595865488052, .92043119668961, .98299539089203, .94316083192825, 1.0661553144455, .6393609046936, .9456650018692, .91597771644592, .80332309007645, .65838772058487, 1.1093089580536, .68860310316086, 1.0485997200012, .89771980047226, .94581252336502, 1.0480616092682, 1.0014315843582, 1.1307729482651, 1.1770483255386, .89873492717743, 1.2652103900909, .66434383392334, 1.1431220769882, .44322970509529, .9269899725914, 1.0786435604095, .82789659500122, 1.0368362665176, 1.0712716579437, .70438456535339, .88966482877731, 1.009087562561, 1.0887442827225, .88976800441742, 1.2735350131989, 1.0157470703125, .95522791147232, 1.3003809452057, .73179203271866, 2.4736785888672, -.25176140666008, 1.9082181453705, .53501582145691, .7591078877449, 1.0281100273132, 1.6240043640137, .60095232725143, 1.6211705207825, 1.344465970993, 1.124480009079, 2.1775946617126, -.71973150968552, -.37754261493683, 1.2329530715942, 1.127131819725]) icstats = np.array([ 202, np.nan, -244.3852892951, 5, 498.7705785902, 515.31191707721]) 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 )