import numpy as np from statsmodels.tools.tools import Bunch llf = np.array([-239.75290561974]) nobs = np.array([202]) k = np.array([4]) k_exog = np.array([1]) sigma = np.array([.79291203639424]) chi2 = np.array([35036.682546665]) df_model = np.array([3]) k_ar = np.array([1]) k_ma = np.array([2]) params = np.array([ .99954097483478, -.69022779461512, -.20477682541104, .62870949745886]) cov_params = np.array([ .00007344276568, -.00016074342677, -.00018478942445, 8.040251506e-06, -.00016074342677, .00094099304774, .00017233777676, -.0000145011098, -.00018478942445, .00017233777676, .00103352686916, .00030686101903, 8.040251506e-06, -.0000145011098, .00030686101903, .00067796985496]).reshape(4, 4) xb = np.array([ 0, 0, .05104803293943, .06663129478693, .02164618112147, .0773858949542, .02606418170035, .09391833096743, .05710592120886, .03083370067179, .07319989800453, .05287836492062, .05776296555996, .09105986356735, .04293738678098, .09576436132193, .06068528071046, .06157376244664, .11172580718994, .06527806818485, .11443704366684, .05653077363968, .08205550909042, .08481238037348, .10436166077852, .0875685736537, .12320486456156, .08366665989161, .13979130983353, .1902572363615, .1306214183569, .21803694963455, .11079790443182, .17274764180183, .1937662512064, .20047917962074, .24034893512726, .21783453226089, .29279819130898, .26804205775261, .28678458929062, .35651323199272, .33659368753433, .35760068893433, .39895334839821, .41131839156151, .36645981669426, .40991494059563, .41024547815323, .32657703757286, .42312324047089, .34933325648308, .35912537574768, .35077446699142, .34701564908028, .37364318966866, .40170526504517, .56070649623871, .41915491223335, .73478156328201, .67748892307281, .7744625210762, .77825599908829, .97586625814438, .88692498207092, .76232481002808, .87376874685287, .83281141519547, .84783887863159, .66423743963242, .84904235601425, .81613594293594, .80033475160599, .95782464742661, .80624777078629, .83626395463943, .91873735189438, .95130664110184, 1.0939226150513, 1.1171194314957, 1.1004731655121, 1.3512066602707, 1.4703129529953, 1.4805699586868, 1.7385860681534, 1.8268398046494, 1.5489361286163, 1.7446503639221, 1.864644408226, 1.7200467586517, 1.9223358631134, 1.775306224823, 1.5392524003983, 1.4067870378494, 1.9366238117218, 1.2984343767166, 1.1080636978149, 1.3500427007675, 1.2837564945221, 1.2670782804489, 1.3347851037979, 1.2857422828674, 1.1625040769577, 1.2111755609512, 1.0548515319824, 1.2553508281708, 1.0327949523926, 1.0740388631821, 1.222040772438, .40555971860886, 1.0233588218689, .84209614992142, 1.0186324119568, 1.0319027900696, .99487775564194, 1.0439211130142, .98785293102264, 1.0620124340057, 1.0916963815689, 1.1378232240677, 1.1243290901184, 1.3305295705795, 1.1925677061081, 1.0872994661331, 1.4599523544312, 1.2333589792252, 1.3584797382355, 1.7595859766006, 1.3009568452835, 1.1157965660095, 1.2948887348175, 1.2063180208206, 1.2332669496536, 1.2132470607758, 1.2049551010132, 1.2260574102402, 1.1875206232071, 1.1547852754593, 1.0519831180573, 1.1594845056534, 1.0069926977158, 1.0675266981125, 1.1299223899841, 1.0620901584625, 1.0999356508255, 1.1535499095917, 1.0026944875717, 1.0428657531738, 1.1120204925537, 1.1684119701385, 1.0258769989014, 1.1342295408249, 1.1183958053589, .91313683986664, .91156214475632, 1.0540328025818, .84359037876129, .75758427381516, .96401190757751, .83226495981216, .8759680390358, .98239886760712, .85917687416077, 1.0634194612503, .99442666769028, 1.153311252594, 1.2288066148758, 1.0869039297104, 1.281947016716, 1.0067318677902, 1.1028815507889, .82448446750641, .78489726781845, 1.1850204467773, .86753690242767, 1.0692945718765, 1.1030179262161, .8791960477829, .86451041698456, 1.0455346107483, 1.085998415947, 1.0172398090363, 1.2250980138779, 1.2316122055054, 1.062157869339, 1.3991860151291, 1.0520887374878, 2.2203133106232, .88833123445511, 1.4289729595184, 1.5206423997879, .68520504236221, 1.4659557342529, 1.5350053310394, 1.3178979158401, 1.4888265132904, 1.9698411226273, 1.4406447410583, 2.517040014267, .55537897348404, -.20722626149654, 1.0899519920349, 1.164245724678]) y = np.array([ np.nan, 28.979999542236, 29.201047897339, 29.416631698608, 29.391647338867, 29.617385864258, 29.576063156128, 29.84391784668, 29.897106170654, 29.84083366394, 29.993200302124, 30.032876968384, 30.097763061523, 30.3010597229, 30.262937545776, 30.475763320923, 30.500686645508, 30.541572570801, 30.801725387573, 30.815279006958, 31.054437637329, 31.006530761719, 31.102056503296, 31.20481300354, 31.384363174438, 31.467567443848, 31.703205108643, 31.733665466309, 32.019790649414, 32.47025680542, 32.580623626709, 33.068035125732, 33.010799407959, 33.272747039795, 33.593769073486, 33.900478363037, 34.340347290039, 34.617835998535, 35.192798614502, 35.568042755127, 35.986785888672, 36.656513214111, 37.13659286499, 37.657600402832, 38.29895401001, 38.911319732666, 39.266460418701, 39.809917449951, 40.310245513916, 40.426574707031, 41.023120880127, 41.249336242676, 41.559127807617, 41.850772857666, 42.14701461792, 42.573642730713, 43.101707458496, 44.260707855225, 44.619155883789, 46.334781646729, 47.477489471436, 48.874462127686, 50.078254699707, 51.9758644104, 53.186923980713, 53.762325286865, 54.873767852783, 55.732814788818, 56.647838592529, 56.764236450195, 57.849040985107, 58.716136932373, 59.500335693359, 60.957824707031, 61.606246948242, 62.436264038086, 63.61873626709, 64.85131072998, 66.593925476074, 68.21711730957, 69.600471496582, 71.951202392578, 74.470314025879, 76.680564880371, 79.738586425781, 82.726844787598, 84.148933410645, 86.444648742676, 89.064643859863, 90.820045471191, 93.422332763672, 95.175308227539, 95.939254760742, 96.406784057617, 99.436622619629, 99.398429870605, 99.00806427002, 100.15004730225, 101.08376312256, 102.06707763672, 103.43478393555, 104.58574676514, 105.26250457764, 106.31117248535, 106.75485229492, 108.25534820557, 108.73279571533, 109.57403564453, 111.12203979492, 109.10556030273, 110.52336120605, 111.04209136963, 112.41863250732, 113.73190307617, 114.79488372803, 116.04392242432, 116.98785400391, 118.26200866699, 119.59169769287, 121.03782653809, 122.32432556152, 124.4305267334, 125.69256591797, 126.4873046875, 128.95994567871, 130.13334655762, 131.85847473145, 135.15957641602, 136.00096130371, 136.21580505371, 137.49488830566, 138.40631103516, 139.53326416016, 140.61323547363, 141.70495605469, 142.9260559082, 143.98751831055, 144.95478820801, 145.55198669434, 146.7594909668, 147.30699157715, 148.26751708984, 149.52992248535, 150.46208190918, 151.59992980957, 152.95355224609, 153.60270690918, 154.54286193848, 155.81201171875, 157.2684173584, 158.02587890625, 159.33422851563, 160.51838684082, 160.81312561035, 161.31155395508, 162.55403137207, 162.84359741211, 162.95758056641, 164.16400146484, 164.73225402832, 165.57595825195, 166.88238525391, 167.55917358398, 169.16342163086, 170.29443359375, 172.0532989502, 173.92880249023, 174.9868927002, 176.88195800781, 177.40672302246, 178.50286865234, 178.42448425293, 178.48489379883, 180.48501586914, 180.86753845215, 182.26928710938, 183.70301818848, 184.07919311523, 184.56451416016, 185.94552612305, 187.38600158691, 188.41723632813, 190.32510375977, 192.03161621094, 192.8621673584, 195.19918823242, 195.7520904541, 201.42030334473, 200.28833007813, 202.12896728516, 204.22064208984, 202.58520507813, 205.03996276855, 207.45500183105, 208.65589904785, 210.62182617188, 214.46484375, 215.4376373291, 221.12704467773, 217.44438171387, 211.96676635742, 213.76095581055, 215.63323974609]) resid = np.array([ np.nan, .17000007629395, .14895272254944, -.04663083329797, .14835388958454, -.067387573421, .17393657565117, -.00391817837954, -.08710660785437, .07916691154242, -.01320043392479, .00712300790474, .11223520338535, -.08105963468552, .11706246435642, -.03576298803091, -.0206862706691, .14842723309994, -.05172633752227, .12472246587276, -.104436814785, .01346892025322, .01794487424195, .07518746703863, -.00436318712309, .11243218928576, -.05320516973734, .14633287489414, .26020830869675, -.02025525644422, .26937630772591, -.16803389787674, .08919904381037, .12725540995598, .10623299330473, .1995185315609, .05965411290526, .28216546773911, .10719951242208, .13195945322514, .31321388483047, .14348678290844, .16340629756451, .24240159988403, .20104511082172, -.01131687406451, .13354018330574, .09008505195379, -.21024852991104, .1734229773283, -.12312019616365, -.04933403432369, -.05912613496184, -.05077522993088, .05298588424921, .12635681033134, .59829473495483, -.06070650368929, .98084276914597, .46521919965744, .62251031398773, .42553821206093, .92174476385117, .32413294911385, -.18692423403263, .23767517507076, .02623280882835, .06718628853559, -.54783964157104, .23576405644417, .05095916613936, -.01613672077656, .49966445565224, -.1578253954649, -.00624855514616, .26373836398125, .28126338124275, .64869183301926, .50607579946518, .28288212418556, .99952530860901, 1.0487948656082, .72968405485153, 1.319433093071, 1.1614154577255, -.126842841506, .55106240510941, .75534957647324, .03535716608167, .67995470762253, -.02233435213566, -.775306224823, -.93925392627716, 1.0932129621506, -1.3366253376007, -1.4984313249588, -.20806217193604, -.35004270076752, -.28375649452209, .03291719779372, -.13478049635887, -.48574689030647, -.16250413656235, -.61117708683014, .24515150487423, -.55535387992859, -.23279193043709, .32596263289452, -2.4220454692841, .39444333314896, -.32336190342903, .3579084277153, .28136301040649, .06810333579779, .20511920750141, -.04392115399241, .2121440321207, .23799060285091, .30830511450768, .16217225790024, .77567237615585, .06947190314531, -.29256621003151, 1.012699007988, -.05995841696858, .36664715409279, 1.5415141582489, -.45958289504051, -.90094763040543, -.01580573618412, -.29488867521286, -.10631188750267, -.13327611982822, -.11324090510607, -.00495810527354, -.12605135142803, -.18752062320709, -.45478835701942, .04802301898599, -.45948752760887, -.1069987937808, .13247023522854, -.12992236018181, .0379159450531, .20006743073463, -.35354685783386, -.10270062834024, .15713113546371, .28798860311508, -.26841807365417, .17411996424198, .06576746702194, -.61839586496353, -.41313683986664, .18844394385815, -.55403280258179, -.6435934305191, .24241572618484, -.26401495933533, -.03226193040609, .32402887940407, -.1823958158493, .54083228111267, .13657745718956, .60556417703629, .64669179916382, -.02880969829857, .61310833692551, -.48195922374725, -.00673185009509, -.90286934375763, -.72449362277985, .81510883569717, -.48502343893051, .33246004581451, .33071464300156, -.50302714109421, -.3791960477829, .33548650145531, .35447460412979, .01399240642786, .682772397995, .474898904562, -.23161220550537, .93784213066101, -.49919214844704, 3.4479112625122, -2.020316362381, .41167178750038, .57102704048157, -2.3206453323364, .98880618810654, .8800373673439, -.11700607091188, .47710022330284, 1.8731729984283, -.46784225106239, 3.1723618507385, -4.2380332946777, -5.2703905105591, .70423555374146, .70803683996201, .7517546415329]) yr = np.array([ np.nan, .17000007629395, .14895272254944, -.04663083329797, .14835388958454, -.067387573421, .17393657565117, -.00391817837954, -.08710660785437, .07916691154242, -.01320043392479, .00712300790474, .11223520338535, -.08105963468552, .11706246435642, -.03576298803091, -.0206862706691, .14842723309994, -.05172633752227, .12472246587276, -.104436814785, .01346892025322, .01794487424195, .07518746703863, -.00436318712309, .11243218928576, -.05320516973734, .14633287489414, .26020830869675, -.02025525644422, .26937630772591, -.16803389787674, .08919904381037, .12725540995598, .10623299330473, .1995185315609, .05965411290526, .28216546773911, .10719951242208, .13195945322514, .31321388483047, .14348678290844, .16340629756451, .24240159988403, .20104511082172, -.01131687406451, .13354018330574, .09008505195379, -.21024852991104, .1734229773283, -.12312019616365, -.04933403432369, -.05912613496184, -.05077522993088, .05298588424921, .12635681033134, .59829473495483, -.06070650368929, .98084276914597, .46521919965744, .62251031398773, .42553821206093, .92174476385117, .32413294911385, -.18692423403263, .23767517507076, .02623280882835, .06718628853559, -.54783964157104, .23576405644417, .05095916613936, -.01613672077656, .49966445565224, -.1578253954649, -.00624855514616, .26373836398125, .28126338124275, .64869183301926, .50607579946518, .28288212418556, .99952530860901, 1.0487948656082, .72968405485153, 1.319433093071, 1.1614154577255, -.126842841506, .55106240510941, .75534957647324, .03535716608167, .67995470762253, -.02233435213566, -.775306224823, -.93925392627716, 1.0932129621506, -1.3366253376007, -1.4984313249588, -.20806217193604, -.35004270076752, -.28375649452209, .03291719779372, -.13478049635887, -.48574689030647, -.16250413656235, -.61117708683014, .24515150487423, -.55535387992859, -.23279193043709, .32596263289452, -2.4220454692841, .39444333314896, -.32336190342903, .3579084277153, .28136301040649, .06810333579779, .20511920750141, -.04392115399241, .2121440321207, .23799060285091, .30830511450768, .16217225790024, .77567237615585, .06947190314531, -.29256621003151, 1.012699007988, -.05995841696858, .36664715409279, 1.5415141582489, -.45958289504051, -.90094763040543, -.01580573618412, -.29488867521286, -.10631188750267, -.13327611982822, -.11324090510607, -.00495810527354, -.12605135142803, -.18752062320709, -.45478835701942, .04802301898599, -.45948752760887, -.1069987937808, .13247023522854, -.12992236018181, .0379159450531, .20006743073463, -.35354685783386, -.10270062834024, .15713113546371, .28798860311508, -.26841807365417, .17411996424198, .06576746702194, -.61839586496353, -.41313683986664, .18844394385815, -.55403280258179, -.6435934305191, .24241572618484, -.26401495933533, -.03226193040609, .32402887940407, -.1823958158493, .54083228111267, .13657745718956, .60556417703629, .64669179916382, -.02880969829857, .61310833692551, -.48195922374725, -.00673185009509, -.90286934375763, -.72449362277985, .81510883569717, -.48502343893051, .33246004581451, .33071464300156, -.50302714109421, -.3791960477829, .33548650145531, .35447460412979, .01399240642786, .682772397995, .474898904562, -.23161220550537, .93784213066101, -.49919214844704, 3.4479112625122, -2.020316362381, .41167178750038, .57102704048157, -2.3206453323364, .98880618810654, .8800373673439, -.11700607091188, .47710022330284, 1.8731729984283, -.46784225106239, 3.1723618507385, -4.2380332946777, -5.2703905105591, .70423555374146, .70803683996201, .7517546415329]) mse = np.array([ .95459979772568, .71522510051727, .63122135400772, .6314896941185, .63029319047928, .63014930486679, .62988424301147, .62969470024109, .62953060865402, .6293950676918, .62928181886673, .62918740510941, .62910866737366, .62904292345047, .62898802757263, .6289421916008, .62890386581421, .62887191772461, 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.6287094950676, .6287094950676]) stdp = np.array([ 0, 0, .05104803293943, .06663129478693, .02164618112147, .0773858949542, .02606418170035, .09391833096743, .05710592120886, .03083370067179, .07319989800453, .05287836492062, .05776296555996, .09105986356735, .04293738678098, .09576436132193, .06068528071046, .06157376244664, .11172580718994, .06527806818485, .11443704366684, .05653077363968, .08205550909042, .08481238037348, .10436166077852, .0875685736537, .12320486456156, .08366665989161, .13979130983353, .1902572363615, .1306214183569, .21803694963455, .11079790443182, .17274764180183, .1937662512064, .20047917962074, .24034893512726, .21783453226089, .29279819130898, .26804205775261, .28678458929062, .35651323199272, .33659368753433, .35760068893433, .39895334839821, .41131839156151, .36645981669426, .40991494059563, .41024547815323, .32657703757286, .42312324047089, .34933325648308, .35912537574768, .35077446699142, .34701564908028, .37364318966866, .40170526504517, .56070649623871, .41915491223335, .73478156328201, .67748892307281, .7744625210762, .77825599908829, .97586625814438, .88692498207092, .76232481002808, .87376874685287, .83281141519547, .84783887863159, .66423743963242, .84904235601425, .81613594293594, .80033475160599, .95782464742661, .80624777078629, .83626395463943, .91873735189438, .95130664110184, 1.0939226150513, 1.1171194314957, 1.1004731655121, 1.3512066602707, 1.4703129529953, 1.4805699586868, 1.7385860681534, 1.8268398046494, 1.5489361286163, 1.7446503639221, 1.864644408226, 1.7200467586517, 1.9223358631134, 1.775306224823, 1.5392524003983, 1.4067870378494, 1.9366238117218, 1.2984343767166, 1.1080636978149, 1.3500427007675, 1.2837564945221, 1.2670782804489, 1.3347851037979, 1.2857422828674, 1.1625040769577, 1.2111755609512, 1.0548515319824, 1.2553508281708, 1.0327949523926, 1.0740388631821, 1.222040772438, .40555971860886, 1.0233588218689, .84209614992142, 1.0186324119568, 1.0319027900696, .99487775564194, 1.0439211130142, .98785293102264, 1.0620124340057, 1.0916963815689, 1.1378232240677, 1.1243290901184, 1.3305295705795, 1.1925677061081, 1.0872994661331, 1.4599523544312, 1.2333589792252, 1.3584797382355, 1.7595859766006, 1.3009568452835, 1.1157965660095, 1.2948887348175, 1.2063180208206, 1.2332669496536, 1.2132470607758, 1.2049551010132, 1.2260574102402, 1.1875206232071, 1.1547852754593, 1.0519831180573, 1.1594845056534, 1.0069926977158, 1.0675266981125, 1.1299223899841, 1.0620901584625, 1.0999356508255, 1.1535499095917, 1.0026944875717, 1.0428657531738, 1.1120204925537, 1.1684119701385, 1.0258769989014, 1.1342295408249, 1.1183958053589, .91313683986664, .91156214475632, 1.0540328025818, .84359037876129, .75758427381516, .96401190757751, .83226495981216, .8759680390358, .98239886760712, .85917687416077, 1.0634194612503, .99442666769028, 1.153311252594, 1.2288066148758, 1.0869039297104, 1.281947016716, 1.0067318677902, 1.1028815507889, .82448446750641, .78489726781845, 1.1850204467773, .86753690242767, 1.0692945718765, 1.1030179262161, .8791960477829, .86451041698456, 1.0455346107483, 1.085998415947, 1.0172398090363, 1.2250980138779, 1.2316122055054, 1.062157869339, 1.3991860151291, 1.0520887374878, 2.2203133106232, .88833123445511, 1.4289729595184, 1.5206423997879, .68520504236221, 1.4659557342529, 1.5350053310394, 1.3178979158401, 1.4888265132904, 1.9698411226273, 1.4406447410583, 2.517040014267, .55537897348404, -.20722626149654, 1.0899519920349, 1.164245724678]) icstats = np.array([ 202, np.nan, -239.75290561974, 4, 487.50581123949, 500.73888202909]) 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 )