import numpy as np from statsmodels.tools.tools import Bunch llf = np.array([-240.29558272688]) nobs = np.array([202]) k = np.array([5]) k_exog = np.array([1]) sigma = np.array([.79494581155191]) chi2 = np.array([1213.6019521322]) df_model = np.array([3]) k_ar = np.array([2]) k_ma = np.array([1]) params = np.array([ .72428568600554, 1.1464248419014, -.17024528879204, -.87113675466923, .63193884330392]) cov_params = np.array([ .31218565961764, -.01618380799341, .00226345462929, .01386291798401, -.0036338799176, -.01618380799341, .00705713030623, -.00395404914463, -.00685704952799, -.00018629958479, .00226345462929, -.00395404914463, .00255884492061, .00363586332269, .00039879711931, .01386291798401, -.00685704952799, .00363586332269, .00751765532203, .00008982556101, -.0036338799176, -.00018629958479, .00039879711931, .00008982556101, .00077550533053]).reshape(5, 5) xb = np.array([ .72428566217422, .72428566217422, .56208884716034, .53160965442657, .45030161738396, .45229381322861, .38432359695435, .40517011284828, .36063131690025, .30754271149635, .32044330239296, .29408219456673, .27966624498367, .29743707180023, .25011941790581, .27747189998627, .24822402000427, .23426930606365, .27233305573463, .23524768650532, .26427435874939, .21787133812904, .22461311519146, .22853142023087, .24335558712482, .22953669726849, .25524401664734, .22482520341873, .26450532674789, .31863233447075, .27352628111839, .33670437335968, .25623551011086, .28701293468475, .315819054842, .3238864839077, .35844340920448, .34399557113647, .40348997712135, .39373970031738, .4022718667984, .46476069092751, .45762005448341, .46842387318611, .50536489486694, .52051961421967, .47866532206535, .50378143787384, .50863671302795, .4302790760994, .49568024277687, .44652271270752, .43774726986885, .43010330200195, .42344436049461, .44517293572426, .47460499405861, .62086409330368, .52550911903381, .77532315254211, .78466820716858, .85438597202301, .87056696414948, 1.0393311977386, .99110960960388, .85202795267105, .91560190916061, .89238166809082, .88917690515518, .72121334075928, .84221452474594, .8454754948616, .82078683376312, .95394861698151, .84718400239944, .839300096035, .91501939296722, .95743554830551, 1.0874761343002, 1.1326615810394, 1.1169674396515, 1.3300451040268, 1.4790810346603, 1.5027786493301, 1.7226468324661, 1.8395622968674, 1.5940405130386, 1.694568157196, 1.8241587877274, 1.7037791013718, 1.838702917099, 1.7334734201431, 1.4791669845581, 1.3007366657257, 1.7364456653595, 1.2694935798645, .96595168113708, 1.1405370235443, 1.1328836679459, 1.1091921329498, 1.171138882637, 1.1465038061142, 1.0319484472275, 1.055313706398, .93150246143341, 1.0844472646713, .93333613872528, .93137633800507, 1.0778160095215, .38748729228973, .77933365106583, .75266307592392, .88410103321075, .94100385904312, .91849637031555, .96046274900436, .92494148015976, .98310285806656, 1.0272513628006, 1.0762135982513, 1.0743116140366, 1.254854798317, 1.1723403930664, 1.0479376316071, 1.3550333976746, 1.2255589962006, 1.2870025634766, 1.6643482446671, 1.3312928676605, 1.0657893419266, 1.1804157495499, 1.1335761547089, 1.137326002121, 1.1235628128052, 1.1115798950195, 1.1286649703979, 1.0989991426468, 1.0626485347748, .96542054414749, 1.0419135093689, .93033194541931, .95628559589386, 1.027433514595, .98328214883804, 1.0063992738724, 1.0645687580109, .94354963302612, .95077443122864, 1.0226324796677, 1.089217543602, .97552293539047, 1.0441918373108, 1.052937746048, .86785578727722, .82579529285431, .95432937145233, .79897737503052, .68320548534393, .85365778207779, .78336101770401, .80072748661041, .9089440703392, .82500487565994, .98515397310257, .96745657920837, 1.0962044000626, 1.195325255394, 1.0824474096298, 1.2239117622375, 1.0142554044724, 1.0399018526077, .80796521902084, .7145761847496, 1.0631860494614, .86374056339264, .98086261749268, 1.0528303384781, .86123734712601, .80300676822662, .96200370788574, 1.0364016294479, .98456978797913, 1.1556725502014, 1.2025715112686, 1.0507286787033, 1.312912106514, 1.0682457685471, 2.0334177017212, 1.0775905847549, 1.2798084020615, 1.461397767067, .72960823774338, 1.2498733997345, 1.466894865036, 1.286082983017, 1.3903408050537, 1.8483582735062, 1.4685434103012, 2.3107523918152, .7711226940155, -.31598940491676, .68151205778122, 1.0212944746017]) y = np.array([ np.nan, 29.704284667969, 29.712087631226, 29.881610870361, 29.820302963257, 29.992294311523, 29.934322357178, 30.155170440674, 30.200632095337, 30.117542266846, 30.24044418335, 30.274082183838, 30.319667816162, 30.507436752319, 30.470119476318, 30.657470703125, 30.68822479248, 30.714269638062, 30.962333679199, 30.985248565674, 31.204275131226, 31.16787147522, 31.244613647461, 31.348531723022, 31.523355484009, 31.609535217285, 31.835243225098, 31.874824523926, 32.144504547119, 32.5986328125, 32.723526000977, 33.186702728271, 33.156238555908, 33.387012481689, 33.7158203125, 34.023887634277, 34.458442687988, 34.743995666504, 35.303489685059, 35.693740844727, 36.102272033691, 36.764759063721, 37.257617950439, 37.768424987793, 38.405364990234, 39.020519256592, 39.378665924072, 39.903781890869, 40.408638000488, 40.530277252197, 41.095680236816, 41.346523284912, 41.637748718262, 41.930103302002, 42.223442077637, 42.645172119141, 43.174606323242, 44.320865631104, 44.725509643555, 46.37532043457, 47.584667205811, 48.954383850098, 50.170566558838, 52.039329528809, 53.291107177734, 53.852027893066, 54.915603637695, 55.792385101318, 56.6891746521, 56.821212768555, 57.842212677002, 58.745475769043, 59.5207862854, 60.953948974609, 61.6471824646, 62.439296722412, 63.615020751953, 64.857437133789, 66.587478637695, 68.23265838623, 69.616966247559, 71.930046081543, 74.479080200195, 76.702774047852, 79.722648620605, 82.739562988281, 84.194038391113, 86.394561767578, 89.024154663086, 90.803779602051, 93.33869934082, 95.133476257324, 95.879165649414, 96.300735473633, 99.236442565918, 99.369491577148, 98.865951538086, 99.940536499023, 100.93288421631, 101.90919494629, 103.27114105225, 104.44651031494, 105.13195037842, 106.15531158447, 106.63150024414, 108.08444976807, 108.63333129883, 109.43137359619, 110.9778137207, 109.08748626709, 110.27933502197, 110.95265960693, 112.28410339355, 113.64099884033, 114.71849822998, 115.96046447754, 116.9249420166, 118.18309783936, 119.52725219727, 120.97621154785, 122.27430725098, 124.35485076904, 125.67234039307, 126.44793701172, 128.85502624512, 130.12554931641, 131.78700256348, 135.06434631348, 136.03129577637, 136.16580200195, 137.38041687012, 138.3335723877, 139.43733215332, 140.52355957031, 141.61158752441, 142.82865905762, 143.8990020752, 144.86265563965, 145.46542358398, 146.64192199707, 147.2303314209, 148.15628051758, 149.42742919922, 150.38327026367, 151.50639343262, 152.86457824707, 153.54354858398, 154.45077514648, 155.72262573242, 157.18922424316, 157.97552490234, 159.24418640137, 160.45292663574, 160.7678527832, 161.22578430176, 162.45433044434, 162.79898071289, 162.88320922852, 164.05364990234, 164.68334960938, 165.50071716309, 166.80894470215, 167.52500915527, 169.08515930176, 170.26745605469, 171.99620056152, 173.89532470703, 174.98243713379, 176.82391357422, 177.41424560547, 178.43989562988, 178.40797424316, 178.41456604004, 180.36318969727, 180.86373901367, 182.18086242676, 183.65283203125, 184.06123352051, 184.50300598145, 185.86199951172, 187.33641052246, 188.38456726074, 190.25567626953, 192.00257873535, 192.85073852539, 195.11291503906, 195.76824951172, 201.23341369629, 200.47758483887, 201.97981262207, 204.16139221191, 202.6296081543, 204.82388305664, 207.38688659668, 208.62408447266, 210.52333068848, 214.34335327148, 215.46553039551, 220.92074584961, 217.66012573242, 211.85800170898, 213.35252380371, 215.49029541016]) resid = np.array([ np.nan, -.55428558588028, -.36208805441856, -.5116091966629, -.28030154109001, -.4422954916954, -.18432281911373, -.31516996026039, -.39063200354576, -.19754208624363, -.26044383645058, -.23408082127571, -.10966806858778, -.2874368429184, -.09011957794428, -.21747054159641, -.20822501182556, -.02426831051707, -.21233357489109, -.0452471524477, -.25427412986755, -.14787164330482, -.12461274117231, -.06853157281876, -.14335711300373, -.02953593060374, -.18524432182312, .00517434487119, .13549427688122, -.14863033592701, .12647144496441, -.28670132160187, -.05623856931925, .01299012638628, -.01581981778145, .07611121237278, -.05844036862254, .15600442886353, -.00349225639366, .0062618162483, .19772660732269, .03523930162191, .04237993061543, .13157841563225, .09463357180357, -.12051809579134, .021334676072, -.00378143391572, -.30863979458809, .06972090899944, -.19567719101906, -.14652347564697, -.13774801790714, -.13010406494141, -.02344283089042, .05482704937458, .52539497613907, -.12086410820484, .87448859214783, .42467761039734, .51533102989197, .34561482071877, .82943379878998, .2606680393219, -.29110881686211, .14797207713127, -.01560037955642, .00761602073908, -.58917766809464, .17878817021847, .05778701230884, -.04547626897693, .47921240329742, -.15394935011864, -.0471847653389, .26070219278336, .28498136997223, .64256292581558, .51252233982086, .2673399746418, .9830310344696, 1.0699564218521, .72091597318649, 1.2972244024277, 1.1773546934128, -.13956540822983, .50595796108246, .80543184280396, .07584273815155, .6962223649025, .06129856407642, -.73347336053848, -.87916851043701, 1.1992633342743, -1.1364471912384, -1.4694905281067, -.0659501478076, -.14053705334663, -.13288362324238, .19080325961113, .02886573970318, -.34650835394859, -.03194846212864, -.45531520247459, .36850056052208, -.38445034623146, -.13333308696747, .46862518787384, -2.2778205871582, .41251575946808, -.07933671027422, .4473415017128, .4158943593502, .1590022444725, .28150060772896, .03953726217151, .27505549788475, .31690016388893, .37275013327599, .22378182411194, .82568991184235, .14514668285847, -.27233889698982, 1.052060842514, .04496052488685, .37444713711739, 1.6129913330078, -.36434525251389, -.93128365278244, .03420155867934, -.1804157346487, -.03357006236911, -.03733511269093, -.02355666831136, .08841699361801, -.02865886501968, -.09899909794331, -.36265158653259, .13458555936813, -.34191656112671, -.03033804148436, .24371138215065, -.02743346057832, .1167239844799, .29360374808311, -.26456567645073, -.04355576634407, .24922250211239, .37737664580345, -.18922370672226, .22447402775288, .15580512583256, -.55293774604797, -.36785578727722, .27421084046364, -.45432937145233, -.59898042678833, .31679451465607, -.1536608338356, .01664204336703, .39926943182945, -.10894102603197, .57500427961349, .21484296023846, .63253426551819, .7037987112999, .00467173522338, .61756485700607, -.4239239692688, -.014255377464, -.83988964557648, -.70797437429428, .88542991876602, -.36318910121918, .33625638484955, .41914650797844, -.4528394639492, -.36123737692833, .39699018001556, .43800541758537, .06358920782804, .71544241905212, .54432433843613, -.20257151126862, .94927132129669, -.41291815042496, 3.4317541122437, -1.8334206342697, .22241242229939, .72019159793854, -2.2614006996155, .94440299272537, 1.0961196422577, -.04889564588666, .50891524553299, 1.971658706665, -.34635934233665, 3.1444630622864, -4.0317454338074, -5.4861345291138, .81299871206284, 1.1164767742157, .89470589160919]) yr = np.array([ np.nan, -.55428558588028, -.36208805441856, -.5116091966629, -.28030154109001, -.4422954916954, -.18432281911373, -.31516996026039, -.39063200354576, -.19754208624363, -.26044383645058, -.23408082127571, -.10966806858778, -.2874368429184, -.09011957794428, -.21747054159641, -.20822501182556, -.02426831051707, -.21233357489109, -.0452471524477, -.25427412986755, -.14787164330482, -.12461274117231, -.06853157281876, -.14335711300373, -.02953593060374, -.18524432182312, .00517434487119, .13549427688122, -.14863033592701, .12647144496441, -.28670132160187, -.05623856931925, .01299012638628, -.01581981778145, .07611121237278, -.05844036862254, .15600442886353, -.00349225639366, .0062618162483, .19772660732269, .03523930162191, .04237993061543, .13157841563225, .09463357180357, -.12051809579134, .021334676072, -.00378143391572, -.30863979458809, .06972090899944, -.19567719101906, -.14652347564697, -.13774801790714, -.13010406494141, -.02344283089042, .05482704937458, .52539497613907, -.12086410820484, .87448859214783, .42467761039734, .51533102989197, .34561482071877, .82943379878998, .2606680393219, -.29110881686211, .14797207713127, -.01560037955642, .00761602073908, -.58917766809464, .17878817021847, .05778701230884, -.04547626897693, .47921240329742, -.15394935011864, -.0471847653389, .26070219278336, .28498136997223, .64256292581558, .51252233982086, .2673399746418, .9830310344696, 1.0699564218521, .72091597318649, 1.2972244024277, 1.1773546934128, -.13956540822983, .50595796108246, .80543184280396, .07584273815155, .6962223649025, .06129856407642, -.73347336053848, -.87916851043701, 1.1992633342743, -1.1364471912384, -1.4694905281067, -.0659501478076, -.14053705334663, -.13288362324238, .19080325961113, .02886573970318, -.34650835394859, -.03194846212864, -.45531520247459, .36850056052208, -.38445034623146, -.13333308696747, .46862518787384, -2.2778205871582, .41251575946808, -.07933671027422, .4473415017128, .4158943593502, .1590022444725, .28150060772896, .03953726217151, .27505549788475, .31690016388893, .37275013327599, .22378182411194, .82568991184235, .14514668285847, -.27233889698982, 1.052060842514, .04496052488685, .37444713711739, 1.6129913330078, -.36434525251389, -.93128365278244, .03420155867934, -.1804157346487, -.03357006236911, -.03733511269093, -.02355666831136, .08841699361801, -.02865886501968, -.09899909794331, -.36265158653259, .13458555936813, -.34191656112671, -.03033804148436, .24371138215065, -.02743346057832, .1167239844799, .29360374808311, -.26456567645073, -.04355576634407, .24922250211239, .37737664580345, -.18922370672226, .22447402775288, .15580512583256, -.55293774604797, -.36785578727722, .27421084046364, -.45432937145233, -.59898042678833, .31679451465607, -.1536608338356, .01664204336703, .39926943182945, -.10894102603197, .57500427961349, .21484296023846, .63253426551819, .7037987112999, .00467173522338, .61756485700607, -.4239239692688, -.014255377464, -.83988964557648, -.70797437429428, .88542991876602, -.36318910121918, .33625638484955, .41914650797844, -.4528394639492, -.36123737692833, .39699018001556, .43800541758537, .06358920782804, .71544241905212, .54432433843613, -.20257151126862, .94927132129669, -.41291815042496, 3.4317541122437, -1.8334206342697, .22241242229939, .72019159793854, -2.2614006996155, .94440299272537, 1.0961196422577, -.04889564588666, .50891524553299, 1.971658706665, -.34635934233665, 3.1444630622864, -4.0317454338074, -5.4861345291138, .81299871206284, 1.1164767742157, .89470589160919]) mse = np.array([ 1.1115040779114, .69814515113831, .63478744029999, .63409090042114, .63356643915176, .63317084312439, .63287192583084, .63264590501785, .63247483968735, .63234525918961, .63224703073502, .63217264413834, .63211619853973, .63207340240479, .63204091787338, .63201630115509, .63199764490128, .63198345899582, .63197267055511, .63196450471878, .63195830583572, .63195365667343, .63195008039474, .63194733858109, .63194531202316, .6319437623024, .6319425702095, .63194167613983, .63194096088409, .63194048404694, .63194006681442, .6319397687912, .63193953037262, .63193941116333, .6319392323494, .63193917274475, .63193905353546, .63193899393082, .63193899393082, .63193893432617, .63193893432617, .63193887472153, .63193887472153, .63193887472153, .63193887472153, .63193887472153, .63193887472153, .63193887472153, .63193887472153, .63193887472153, .63193887472153, .63193887472153, .63193887472153, .63193887472153, .63193887472153, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688, .63193881511688]) stdp = np.array([ .72428566217422, .72428566217422, .56208884716034, .53160965442657, .45030161738396, .45229381322861, .38432359695435, .40517011284828, .36063131690025, .30754271149635, .32044330239296, .29408219456673, .27966624498367, .29743707180023, .25011941790581, .27747189998627, .24822402000427, .23426930606365, .27233305573463, .23524768650532, .26427435874939, .21787133812904, .22461311519146, .22853142023087, .24335558712482, .22953669726849, .25524401664734, .22482520341873, .26450532674789, .31863233447075, .27352628111839, .33670437335968, .25623551011086, .28701293468475, .315819054842, .3238864839077, .35844340920448, .34399557113647, .40348997712135, .39373970031738, .4022718667984, .46476069092751, .45762005448341, .46842387318611, .50536489486694, .52051961421967, .47866532206535, .50378143787384, .50863671302795, .4302790760994, .49568024277687, .44652271270752, .43774726986885, .43010330200195, .42344436049461, .44517293572426, .47460499405861, .62086409330368, .52550911903381, .77532315254211, .78466820716858, .85438597202301, .87056696414948, 1.0393311977386, .99110960960388, .85202795267105, .91560190916061, .89238166809082, .88917690515518, .72121334075928, .84221452474594, .8454754948616, .82078683376312, .95394861698151, .84718400239944, .839300096035, .91501939296722, .95743554830551, 1.0874761343002, 1.1326615810394, 1.1169674396515, 1.3300451040268, 1.4790810346603, 1.5027786493301, 1.7226468324661, 1.8395622968674, 1.5940405130386, 1.694568157196, 1.8241587877274, 1.7037791013718, 1.838702917099, 1.7334734201431, 1.4791669845581, 1.3007366657257, 1.7364456653595, 1.2694935798645, .96595168113708, 1.1405370235443, 1.1328836679459, 1.1091921329498, 1.171138882637, 1.1465038061142, 1.0319484472275, 1.055313706398, .93150246143341, 1.0844472646713, .93333613872528, .93137633800507, 1.0778160095215, .38748729228973, .77933365106583, .75266307592392, .88410103321075, .94100385904312, .91849637031555, .96046274900436, .92494148015976, .98310285806656, 1.0272513628006, 1.0762135982513, 1.0743116140366, 1.254854798317, 1.1723403930664, 1.0479376316071, 1.3550333976746, 1.2255589962006, 1.2870025634766, 1.6643482446671, 1.3312928676605, 1.0657893419266, 1.1804157495499, 1.1335761547089, 1.137326002121, 1.1235628128052, 1.1115798950195, 1.1286649703979, 1.0989991426468, 1.0626485347748, .96542054414749, 1.0419135093689, .93033194541931, .95628559589386, 1.027433514595, .98328214883804, 1.0063992738724, 1.0645687580109, .94354963302612, .95077443122864, 1.0226324796677, 1.089217543602, .97552293539047, 1.0441918373108, 1.052937746048, .86785578727722, .82579529285431, .95432937145233, .79897737503052, .68320548534393, .85365778207779, .78336101770401, .80072748661041, .9089440703392, .82500487565994, .98515397310257, .96745657920837, 1.0962044000626, 1.195325255394, 1.0824474096298, 1.2239117622375, 1.0142554044724, 1.0399018526077, .80796521902084, .7145761847496, 1.0631860494614, .86374056339264, .98086261749268, 1.0528303384781, .86123734712601, .80300676822662, .96200370788574, 1.0364016294479, .98456978797913, 1.1556725502014, 1.2025715112686, 1.0507286787033, 1.312912106514, 1.0682457685471, 2.0334177017212, 1.0775905847549, 1.2798084020615, 1.461397767067, .72960823774338, 1.2498733997345, 1.466894865036, 1.286082983017, 1.3903408050537, 1.8483582735062, 1.4685434103012, 2.3107523918152, .7711226940155, -.31598940491676, .68151205778122, 1.0212944746017]) icstats = np.array([ 202, np.nan, -240.29558272688, 5, 490.59116545376, 507.13250394077]) 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 )