import numpy as np from statsmodels.tools.tools import Bunch llf = np.array([-245.40783909604]) nobs = np.array([202]) k = np.array([5]) k_exog = np.array([1]) sigma = np.array([.8100467417583]) chi2 = np.array([2153.20304012]) df_model = np.array([3]) k_ar = np.array([1]) k_ma = np.array([2]) params = np.array([ .92817025087557, -.89593490671979, 1.3025011610587, .30250063082791, .8100467417583]) cov_params = np.array([ .00638581549851, .0001858475428, 2.8222806545671, .8538806860364, -1.1429127085819, .0001858475428, .00132037832566, -.14420925344502, -.04447007102804, .0576156187095, 2.8222806545671, -.14420925344502, 40397.568324803, 12222.977216556, -16359.547340433, .8538806860364, -.04447007102804, 12222.977216556, 3698.2722243412, -4949.8609964351, -1.1429127085819, .0576156187095, -16359.547340433, -4949.8609964351, 6625.0231409853]).reshape(5, 5) xb = np.array([ .92817026376724, .92817026376724, .69511789083481, .77192437648773, .66135895252228, .77525061368942, .64687132835388, .79659670591354, .65842008590698, .71215486526489, .69971066713333, .72092038393021, .68201982975006, .76510280370712, .64253836870193, .78239262104034, .64609551429749, .74087703227997, .71774411201477, .7119727730751, .73067259788513, .67785596847534, .70898467302322, .71334755420685, .72984194755554, .7017787694931, .75292426347733, .67507487535477, .78219056129456, .78040039539337, .71250075101852, .82028061151505, .63505899906158, .79452306032181, .72773635387421, .79555094242096, .76685506105423, .77427339553833, .82101213932037, .77917188405991, .78917801380157, .86641925573349, .78457218408585, .83697980642319, .83281791210175, .85224026441574, .75030690431595, .8551008105278, .78025943040848, .72790426015854, .84552866220474, .72061747312546, .78669738769531, .73868823051453, .78071022033691, .78002023696899, .83737623691559, .98988044261932, .72882527112961, 1.2245427370071, .85331875085831, 1.1637357473373, .86477434635162, 1.3248475790024, .81245219707489, .98008638620377, .85591268539429, 1.0162551403046, .8165408372879, .78947591781616, .94166398048401, .93266606330872, .85924750566483, 1.1245046854019, .75576168298721, 1.0030617713928, .91267073154449, 1.0848042964935, 1.0778224468231, 1.1551086902618, .97817331552505, 1.4012540578842, 1.2360861301422, 1.3335381746292, 1.4352362155914, 1.4941285848618, .9415163397789, 1.437669634819, 1.2404690980911, 1.2285294532776, 1.3219480514526, 1.1560415029526, .83524394035339, .87116771936417, 1.5561962127686, .47358739376068, .78093349933624, .90549737215042, 1.0217791795731, .86397403478622, 1.1526786088943, .87662625312805, .95803648233414, .89513635635376, .85281348228455, 1.0852742195129, .76808404922485, .96872144937515, 1.0732915401459, .02145584858954, 1.3687089681625, .50049883127213, 1.3895837068558, .6889950633049, 1.2795144319534, .7050421833992, 1.2218985557556, .74481928348541, 1.3074514865875, .7919961810112, 1.2807723283768, 1.0120536088943, 1.1938916444778, .68923074007034, 1.6174983978271, .64740318059921, 1.4949930906296, 1.2678960561752, 1.0586776733398, .55762887001038, 1.2790743112564, .66515874862671, 1.2538269758224, .70554333925247, 1.2391568422318, .75241559743881, 1.2129040956497, .69235223531723, 1.0785228013992, .8043577671051, 1.0037930011749, .78750842809677, 1.1880930662155, .74399447441101, 1.1791603565216, .85870295763016, 1.0032330751419, .8019300699234, 1.1696527004242, .92376220226288, .99186056852341, .94733852148056, 1.0748032331467, .64247089624405, .95419937372208, .92043441534042, .8104555606842, .66252142190933, 1.1178470849991, .69223344326019, 1.0570795536041, .90239083766937, .95320242643356, 1.0541093349457, 1.0082466602325, 1.1376332044601, 1.1841852664948, .90440809726715, 1.2733660936356, .66835701465607, 1.1515763998032, .44600257277489, .93500959873199, 1.0847823619843, .83353632688522, 1.0442448854446, 1.077241897583, .71010553836823, .89557945728302, 1.0163468122482, 1.094814658165, .89641278982162, 1.2808450460434, 1.0223702192307, .96094745397568, 1.309353351593, .73499941825867, 2.4902238845825, -.2579345703125, 1.9272556304932, .53125941753387, .7708500623703, 1.0312130451202, 1.6360099315643, .6022145152092, 1.6338716745377, 1.3494771718979, 1.1322995424271, 2.1901025772095, -.72639065980911, -.37026473879814, 1.2391144037247, 1.1353877782822]) y = np.array([ np.nan, 29.908170700073, 29.84511756897, 30.121925354004, 30.031360626221, 30.315252304077, 30.196870803833, 30.5465965271, 30.498420715332, 30.52215385437, 30.619710922241, 30.70092010498, 30.722021102905, 30.975101470947, 30.862537384033, 31.162391662598, 31.086095809937, 31.220876693726, 31.407745361328, 31.461973190308, 31.670673370361, 31.627857208252, 31.728984832764, 31.833349227905, 32.009841918945, 32.08177947998, 32.33292388916, 32.325073242188, 32.662189483643, 33.060398101807, 33.162502288818, 33.670280456543, 33.535060882568, 33.894519805908, 34.127738952637, 34.495552062988, 34.866851806641, 35.17427444458, 35.721012115479, 36.079170227051, 36.489177703857, 37.16641998291, 37.584571838379, 38.136978149414, 38.732818603516, 39.352241516113, 39.65030670166, 40.255104064941, 40.68025970459, 40.827903747559, 41.445526123047, 41.620620727539, 41.986698150635, 42.238689422607, 42.580707550049, 42.98002243042, 43.537376403809, 44.689880371094, 44.928825378418, 46.824542999268, 47.653316497803, 49.263732910156, 50.164772033691, 52.324848175049, 53.112449645996, 53.980087280273, 54.855911254883, 55.916255950928, 56.616539001465, 56.889472961426, 57.941665649414, 58.832668304443, 59.55924987793, 61.124504089355, 61.555759429932, 62.603061676025, 63.612670898438, 64.984802246094, 66.577819824219, 68.255104064941, 69.478172302246, 72.001251220703, 74.236083984375, 76.533538818359, 79.435234069824, 82.39412689209, 83.541511535645, 86.137664794922, 88.440467834473, 90.32852935791, 92.82194519043, 94.556045532227, 95.235244750977, 95.871170043945, 99.056198120117, 98.573585510254, 98.680938720703, 99.705497741699, 100.82178497314, 101.66397857666, 103.25267791748, 104.17662811279, 105.0580368042, 105.99513244629, 106.55281066895, 108.08527374268, 108.46807861328, 109.46871948242, 110.97328948975, 108.72145080566, 110.86870574951, 110.70049285889, 112.78958892822, 113.38899230957, 115.0795211792, 115.70503997803, 117.22190093994, 117.94481658936, 119.80744934082, 120.69200134277, 122.48076629639, 124.11205291748, 125.69389343262, 126.08923339844, 129.11749267578, 129.54739379883, 131.99499511719, 134.66789245605, 135.75866699219, 135.6576385498, 137.47906494141, 137.86515808105, 139.55383300781, 140.10552978516, 141.73915100098, 142.45240783691, 144.01290893555, 144.49235534668, 145.57852172852, 146.40435791016, 147.30380249023, 147.98750305176, 149.58808898926, 150.14398193359, 151.67915344238, 152.65870666504, 153.6032409668, 154.30192565918, 155.86964416504, 157.02377319336, 157.99186706543, 159.14733886719, 160.47479248047, 160.54246520996, 161.35418701172, 162.42044067383, 162.81045532227, 162.86251831055, 164.31784057617, 164.59222412109, 165.75708007813, 166.80238342285, 167.65319824219, 169.15411376953, 170.30824279785, 172.03762817383, 173.88418579102, 174.80439758301, 176.87336730957, 177.06834411621, 178.55157470703, 178.04600524902, 178.63500976563, 180.38478088379, 180.83354187012, 182.24424743652, 183.67724609375, 183.91009521484, 184.59558105469, 185.91633605957, 187.39482116699, 188.29640197754, 190.38084411621, 191.82237243652, 192.76095581055, 195.10935974121, 195.43499755859, 201.69021606445, 199.14205932617, 202.62725830078, 203.23126220703, 202.67083740234, 204.60522460938, 207.55601501465, 207.94021606445, 210.76686096191, 213.84446716309, 215.12928771973, 220.80010986328, 216.16261291504, 211.80372619629, 213.91012573242, 215.60438537598]) resid = np.array([ np.nan, -.7581701874733, -.49511715769768, -.75192391872406, -.49135887622833, -.76525229215622, -.44687059521675, -.70659655332565, -.68842077255249, -.60215425491333, -.63971120119095, -.66091901063919, -.51202166080475, -.75510257482529, -.48253855109215, -.72239124774933, -.60609650611877, -.53087604045868, -.65774464607239, -.52197223901749, -.7206723690033, -.60785627365112, -.6089842915535, -.55334770679474, -.62984347343445, -.50177800655365, -.68292456865311, -.44507533311844, -.38219094276428, -.61039841175079, -.31250306963921, -.77027755975723, -.4350620508194, -.494520008564, -.42773708701134, -.39555323123932, -.46685197949409, -.27427339553833, -.42101442813873, -.37917038798332, -.18917952477932, -.36641922593117, -.28457221388817, -.23697751760483, -.23281940817833, -.45223876833916, -.25030693411827, -.35510078072548, -.58026248216629, -.22790426015854, -.54552561044693, -.42061823606491, -.48669815063477, -.43868899345398, -.38070866465569, -.28002023696899, .16262374818325, -.48988044261932, .67117244005203, -.02454199641943, .44668045639992, .0362650193274, .83522641658783, -.02484837733209, -.11245145648718, .01991361007094, .0440888479352, -.1162573993206, -.51654160022736, .11052562296391, -.04166246205568, -.13266679644585, .4407517015934, -.32450538873672, .04423752427101, .0969405695796, .28733000159264, .51519411802292, .52217602729797, .24489280581474, 1.1218250989914, .99874752759933, .96391087770462, 1.4664648771286, 1.4647653102875, .20586840808392, 1.1584821939468, 1.062330365181, .65953236818314, 1.1714720726013, .57805341482162, -.15604154765606, -.23524549603462, 1.6288322210312, -.95619779825211, -.67358434200287, .1190680116415, .09450265020132, -.02177914790809, .43602138757706, .04732597246766, -.07663082331419, .0419635027647, -.29513788223267, .44718953967094, -.38527730107307, .0319189876318, .43128004670143, -2.2732961177826, .77854722738266, -.66871201992035, .69950574636459, -.08958829939365, .41101104021072, -.07951752096415, .2949578166008, -.02190163731575, .5551837682724, .0925500690937, .50799924135208, .61922925710678, .38794788718224, -.29389011859894, 1.4107677936554, -.21750450134277, .95260292291641, 1.4050008058548, .03210696578026, -.65866851806641, .54236197471619, -.27907428145409, .43484738469124, -.15383619070053, .39446276426315, -.03915995359421, .34759050607681, -.21290412545204, .00764474179596, .02148328535259, -.10436081886292, -.10379911959171, .41248852014542, -.18809306621552, .35601159930229, .12084264308214, -.05869990959764, -.10323911905289, .39806687831879, .2303563952446, -.02376830019057, .20813637971878, .25265842676163, -.57480323314667, -.14247089624405, .14580672979355, -.4204343855381, -.61045861244202, .33747857809067, -.41785016655922, .10776958614588, .14291742444038, -.1023878082633, .44680669903755, .14588765799999, .59174418449402, .66236984729767, .01581169478595, .7956041097641, -.47337827086449, .33164295554161, -.95156413316727, -.34601172804832, .66499650478363, -.38478538393974, .36646059155464, .35576421022415, -.47725108265877, -.21010553836823, .30441749095917, .38366231322289, .00517613813281, .80359941720963, .41915187239647, -.02237024717033, 1.039052605629, -.409359395504, 3.7650005817413, -2.2902269363403, 1.5579376220703, .072744384408, -1.3312624692917, .90316116809845, 1.3147799968719, -.21801064908504, 1.1927837133408, 1.7281278371811, .15252174437046, 3.4807071685791, -3.9110956192017, -3.9886209964752, .86727404594421, .55887448787689, .78061258792877]) yr = np.array([ np.nan, -.7581701874733, -.49511715769768, -.75192391872406, -.49135887622833, -.76525229215622, -.44687059521675, -.70659655332565, -.68842077255249, -.60215425491333, -.63971120119095, -.66091901063919, -.51202166080475, -.75510257482529, -.48253855109215, -.72239124774933, -.60609650611877, -.53087604045868, -.65774464607239, -.52197223901749, -.7206723690033, -.60785627365112, -.6089842915535, -.55334770679474, -.62984347343445, -.50177800655365, -.68292456865311, -.44507533311844, -.38219094276428, -.61039841175079, -.31250306963921, -.77027755975723, -.4350620508194, -.494520008564, -.42773708701134, -.39555323123932, -.46685197949409, -.27427339553833, -.42101442813873, -.37917038798332, -.18917952477932, -.36641922593117, -.28457221388817, -.23697751760483, -.23281940817833, -.45223876833916, -.25030693411827, -.35510078072548, -.58026248216629, -.22790426015854, -.54552561044693, -.42061823606491, -.48669815063477, -.43868899345398, -.38070866465569, -.28002023696899, .16262374818325, -.48988044261932, .67117244005203, -.02454199641943, .44668045639992, .0362650193274, .83522641658783, -.02484837733209, -.11245145648718, .01991361007094, .0440888479352, -.1162573993206, -.51654160022736, .11052562296391, -.04166246205568, -.13266679644585, .4407517015934, -.32450538873672, .04423752427101, .0969405695796, .28733000159264, .51519411802292, .52217602729797, .24489280581474, 1.1218250989914, .99874752759933, .96391087770462, 1.4664648771286, 1.4647653102875, .20586840808392, 1.1584821939468, 1.062330365181, .65953236818314, 1.1714720726013, .57805341482162, -.15604154765606, -.23524549603462, 1.6288322210312, -.95619779825211, -.67358434200287, .1190680116415, .09450265020132, -.02177914790809, .43602138757706, .04732597246766, -.07663082331419, .0419635027647, -.29513788223267, .44718953967094, -.38527730107307, .0319189876318, .43128004670143, -2.2732961177826, .77854722738266, -.66871201992035, .69950574636459, -.08958829939365, .41101104021072, -.07951752096415, .2949578166008, -.02190163731575, .5551837682724, .0925500690937, .50799924135208, .61922925710678, .38794788718224, -.29389011859894, 1.4107677936554, -.21750450134277, .95260292291641, 1.4050008058548, .03210696578026, -.65866851806641, .54236197471619, -.27907428145409, .43484738469124, -.15383619070053, .39446276426315, -.03915995359421, .34759050607681, -.21290412545204, .00764474179596, .02148328535259, -.10436081886292, -.10379911959171, .41248852014542, -.18809306621552, .35601159930229, .12084264308214, -.05869990959764, -.10323911905289, .39806687831879, .2303563952446, -.02376830019057, .20813637971878, .25265842676163, -.57480323314667, -.14247089624405, .14580672979355, -.4204343855381, -.61045861244202, .33747857809067, -.41785016655922, .10776958614588, .14291742444038, -.1023878082633, .44680669903755, .14588765799999, .59174418449402, .66236984729767, .01581169478595, .7956041097641, -.47337827086449, .33164295554161, -.95156413316727, -.34601172804832, .66499650478363, -.38478538393974, .36646059155464, .35576421022415, -.47725108265877, -.21010553836823, .30441749095917, .38366231322289, .00517613813281, .80359941720963, .41915187239647, -.02237024717033, 1.039052605629, -.409359395504, 3.7650005817413, -2.2902269363403, 1.5579376220703, .072744384408, -1.3312624692917, .90316116809845, 1.3147799968719, -.21801064908504, 1.1927837133408, 1.7281278371811, .15252174437046, 3.4807071685791, -3.9110956192017, -3.9886209964752, .86727404594421, .55887448787689, .78061258792877]) mse = np.array([ .77732294797897, .77732294797897, .70387578010559, .69261533021927, .68906670808792, .68708789348602, .68558460474014, .68429106473923, .6831266283989, .68206071853638, .68107759952545, .68016695976257, .67932069301605, .67853212356567, .67779558897018, .67710596323013, .67645901441574, .6758508682251, .67527812719345, .67473775148392, .67422717809677, .67374390363693, .67328584194183, .6728510260582, .67243778705597, .67204451560974, .67166984081268, .67131245136261, .67097115516663, .67064493894577, .67033278942108, .67003381252289, .66974723339081, .66947221755981, .66920816898346, .66895437240601, .66871029138565, .66847538948059, .66824907064438, .66803097724915, .66782057285309, .66761755943298, .66742146015167, .66723203659058, .66704881191254, .66687160730362, .66670006513596, .66653394699097, .66637301445007, .66621696949005, .66606563329697, .66591882705688, .66577625274658, .66563785076141, .66550332307816, .66537261009216, .6652455329895, .66512185335159, .66500157117844, .66488444805145, .66477036476135, .66465926170349, .66455101966858, .66444545984268, .6643425822258, .66424214839935, .66414421796799, .66404861211777, .66395533084869, .66386413574219, .66377514600754, .66368812322617, .66360312700272, .66351997852325, .66343873739243, .6633592247963, .66328144073486, .66320532560349, .66313081979752, .66305786371231, .66298645734787, .6629164814949, .66284799575806, .66278082132339, .66271501779556, .66265046596527, .66258722543716, .6625252366066, .66246438026428, .66240465641022, .66234612464905, .66228866577148, .66223222017288, .66217684745789, .66212248802185, .66206908226013, .66201663017273, .661965072155, .66191446781158, .6618646979332, .66181582212448, .66176778078079, .66172051429749, .66167408227921, .66162836551666, .66158348321915, .66153925657272, .66149580478668, .66145300865173, .66141092777252, .6613695025444, .66132873296738, .6612885594368, .66124904155731, .66121011972427, .66117179393768, .66113406419754, .6610968708992, .66106027364731, .66102415323257, .66098862886429, .66095358133316, .66091907024384, .66088503599167, .66085147857666, .66081839799881, .66078579425812, .66075360774994, .66072189807892, .66069066524506, .66065979003906, .66062939167023, .66059935092926, .66056972742081, .66054052114487, .6605116724968, .66048324108124, .6604551076889, .66042739152908, .66040003299713, .66037303209305, .66034632921219, .66032004356384, .66029399633408, .66026836633682, .66024297475815, .66021794080734, .66019320487976, .6601687669754, .66014462709427, .66012072563171, .66009718179703, .66007387638092, .66005086898804, .66002810001373, .66000562906265, .65998339653015, .65996146202087, .65993976593018, .65991830825806, .65989708900452, .65987610816956, .65985536575317, .65983480215073, .6598145365715, .65979450941086, .65977466106415, .65975499153137, .65973562002182, .6597164273262, .65969741344452, .65967857837677, .6596599817276, .65964162349701, .65962338447571, .65960538387299, .6595875620842, .65956991910934, .65955245494843, .65953516960144, .65951806306839, .65950113534927, .65948438644409, .6594677567482, .65945136547089, .65943509340286, .65941900014877, .65940302610397, .65938723087311, .65937161445618, .65935611724854, .65934079885483, .65932559967041, .65931057929993, .65929567813873, .65928089618683, .65926629304886, .65925180912018, .65923744440079, .65922319889069, .65920913219452, .65919518470764, .65918135643005]) stdp = np.array([ .92817026376724, .92817026376724, .69511789083481, .77192437648773, .66135895252228, .77525061368942, .64687132835388, .79659670591354, .65842008590698, .71215486526489, .69971066713333, .72092038393021, .68201982975006, .76510280370712, .64253836870193, .78239262104034, .64609551429749, .74087703227997, .71774411201477, .7119727730751, .73067259788513, .67785596847534, .70898467302322, .71334755420685, .72984194755554, .7017787694931, .75292426347733, .67507487535477, .78219056129456, .78040039539337, .71250075101852, .82028061151505, .63505899906158, .79452306032181, .72773635387421, .79555094242096, .76685506105423, .77427339553833, .82101213932037, .77917188405991, .78917801380157, .86641925573349, .78457218408585, .83697980642319, .83281791210175, .85224026441574, .75030690431595, .8551008105278, .78025943040848, .72790426015854, .84552866220474, .72061747312546, .78669738769531, .73868823051453, .78071022033691, .78002023696899, .83737623691559, .98988044261932, .72882527112961, 1.2245427370071, .85331875085831, 1.1637357473373, .86477434635162, 1.3248475790024, .81245219707489, .98008638620377, .85591268539429, 1.0162551403046, .8165408372879, .78947591781616, .94166398048401, .93266606330872, .85924750566483, 1.1245046854019, .75576168298721, 1.0030617713928, .91267073154449, 1.0848042964935, 1.0778224468231, 1.1551086902618, .97817331552505, 1.4012540578842, 1.2360861301422, 1.3335381746292, 1.4352362155914, 1.4941285848618, .9415163397789, 1.437669634819, 1.2404690980911, 1.2285294532776, 1.3219480514526, 1.1560415029526, .83524394035339, .87116771936417, 1.5561962127686, .47358739376068, .78093349933624, .90549737215042, 1.0217791795731, .86397403478622, 1.1526786088943, .87662625312805, .95803648233414, .89513635635376, .85281348228455, 1.0852742195129, .76808404922485, .96872144937515, 1.0732915401459, .02145584858954, 1.3687089681625, .50049883127213, 1.3895837068558, .6889950633049, 1.2795144319534, .7050421833992, 1.2218985557556, .74481928348541, 1.3074514865875, .7919961810112, 1.2807723283768, 1.0120536088943, 1.1938916444778, .68923074007034, 1.6174983978271, .64740318059921, 1.4949930906296, 1.2678960561752, 1.0586776733398, .55762887001038, 1.2790743112564, .66515874862671, 1.2538269758224, .70554333925247, 1.2391568422318, .75241559743881, 1.2129040956497, .69235223531723, 1.0785228013992, .8043577671051, 1.0037930011749, .78750842809677, 1.1880930662155, .74399447441101, 1.1791603565216, .85870295763016, 1.0032330751419, .8019300699234, 1.1696527004242, .92376220226288, .99186056852341, .94733852148056, 1.0748032331467, .64247089624405, .95419937372208, .92043441534042, .8104555606842, .66252142190933, 1.1178470849991, .69223344326019, 1.0570795536041, .90239083766937, .95320242643356, 1.0541093349457, 1.0082466602325, 1.1376332044601, 1.1841852664948, .90440809726715, 1.2733660936356, .66835701465607, 1.1515763998032, .44600257277489, .93500959873199, 1.0847823619843, .83353632688522, 1.0442448854446, 1.077241897583, .71010553836823, .89557945728302, 1.0163468122482, 1.094814658165, .89641278982162, 1.2808450460434, 1.0223702192307, .96094745397568, 1.309353351593, .73499941825867, 2.4902238845825, -.2579345703125, 1.9272556304932, .53125941753387, .7708500623703, 1.0312130451202, 1.6360099315643, .6022145152092, 1.6338716745377, 1.3494771718979, 1.1322995424271, 2.1901025772095, -.72639065980911, -.37026473879814, 1.2391144037247, 1.1353877782822]) icstats = np.array([ 202, np.nan, -245.40783909604, 5, 500.81567819208, 517.35701667909]) 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 )