import numpy as np from statsmodels.tools.tools import Bunch llf = np.array([-239.91961140777]) nobs = np.array([202]) k = np.array([5]) k_exog = np.array([1]) sigma = np.array([.79249918716869]) chi2 = np.array([907.36856676748]) df_model = np.array([3]) k_ar = np.array([2]) k_ma = np.array([1]) params = np.array([ .86132870569126, 1.1429974468925, -.16912378249242, -.87400688606796, .79249918716869]) cov_params = np.array([ .22693223682292, -.00989623843683, -.00092349277863, .00706357033712, -.00195332705416, -.00989623843683, .00771565502349, -.00405286187622, -.00748374882497, -.00006513770699, -.00092349277863, -.00405286187622, .00252946620109, .00372566422545, .00024079697522, .00706357033712, -.00748374882497, .00372566422545, .00812286034649, 8.202907726e-06, -.00195332705416, -.00006513770699, .00024079697522, 8.202907726e-06, .00031052148013]).reshape(5, 5) xb = np.array([ .86132872104645, .86132872104645, .58931648731232, .53695642948151, .43875110149384, .43893754482269, .36897498369217, .39383068680763, .35268598794937, .30327013134956, .3206245303154, .29862868785858, .2883597612381, .30968201160431, .26627779006958, .29635512828827, .27021989226341, .25900682806969, .29855474829674, .26389503479004, .2940701842308, .24996083974838, .25805163383484, .26306444406509, .27853038907051, .26575443148613, .29165366292, .262396723032, .30186694860458, .35503962635994, .31088310480118, .37306407094002, .29435822367668, .32511350512505, .35352823138237, .36144828796387, .39527052640915, .38102087378502, .43927636742592, .42946752905846, .43780836462975, .49889534711838, .49156260490417, .50206583738327, .53814554214478, .55276554822922, .51174682378769, .53661912679672, .54144555330276, .4649658203125, .52955776453018, .48147654533386, .47327646613121, .46611019968987, .45984682440758, .48127228021622, .50998419523239, .65266174077988, .5583056807518, .80249065160751, .80990171432495, .87710189819336, .89202457666397, 1.0564744472504, 1.0080462694168, .87197554111481, .93521976470947, .9128600358963, .91022855043411, .7465353012085, .866335272789, .86956661939621, .84549117088318, .97585707902908, .87074065208435, .86343002319336, .93773847818375, .97884559631348, 1.1054569482803, 1.1484670639038, 1.1322609186172, 1.3402134180069, 1.4842771291733, 1.5056529045105, 1.719556927681, 1.8319338560104, 1.5904501676559, 1.6899375915527, 1.8168371915817, 1.6987046003342, 1.8314251899719, 1.7283667325974, 1.4807628393173, 1.308970451355, 1.7375549077988, 1.2797228097916, .98571860790253, 1.1599444150925, 1.1530816555023, 1.13017141819, 1.1908437013626, 1.1662386655807, 1.0540459156036, 1.0774390697479, .95646268129349, 1.1066728830338, .95817422866821, .95676136016846, 1.1000070571899, .42435362935066, .81153392791748, .78478264808655, .91281259059906, .9670450091362, .94373846054077, .98408794403076, .9486455321312, 1.0052901506424, 1.0478744506836, 1.095078587532, 1.0925225019455, 1.2685979604721, 1.1865184307098, 1.0648469924927, 1.3658550977707, 1.2376955747604, 1.2978720664978, 1.6663243770599, 1.338112950325, 1.0797605514526, 1.1944576501846, 1.1494234800339, 1.153874874115, 1.1408479213715, 1.1294689178467, 1.1464176177979, 1.1174235343933, 1.0820926427841, .98742854595184, 1.0630278587341, .95385235548019, .97988063097, 1.049503326416, 1.0058189630508, 1.0283635854721, 1.0849515199661, .96609032154083, .97366327047348, 1.0440692901611, 1.1086683273315, .99680209159851, 1.0642927885056, 1.0725424289703, .8914600610733, .85157895088196, .97811859846115, .8258438706398, .71353197097778, .88130152225494, .81193578243256, .82894796133041, .9344978928566, .85150623321533, 1.0080153942108, .9895287156105, 1.1147927045822, 1.2104271650314, 1.0987895727158, 1.23719227314, 1.0314946174622, 1.0577303171158, .8316445350647, .74243623018265, 1.0848734378815, .88838368654251, 1.0033586025238, 1.0730868577957, .88500571250916, .82902699708939, .98530465364456, 1.057307600975, 1.0057097673416, 1.1727533340454, 1.2172684669495, 1.0678850412369, 1.3246995210648, 1.0841422080994, 2.0282983779907, 1.0879902839661, 1.289278626442, 1.4674614667892, .75163400173187, 1.2650294303894, 1.4760826826096, 1.2972749471664, 1.3993507623672, 1.8463147878647, 1.4716247320175, 2.2955448627472, .7857254743576, -.26799991726875, .71938097476959, 1.0508332252502]) y = np.array([ np.nan, 29.841327667236, 29.739316940308, 29.886957168579, 29.808752059937, 29.978939056396, 29.918973922729, 30.143831253052, 30.192686080933, 30.113269805908, 30.24062538147, 30.27862739563, 30.32836151123, 30.519681930542, 30.486276626587, 30.67635345459, 30.710220336914, 30.73900604248, 30.988555908203, 31.01389503479, 31.234069824219, 31.199960708618, 31.278051376343, 31.383066177368, 31.558530807495, 31.645753860474, 31.871654510498, 31.912395477295, 32.181865692139, 32.635040283203, 32.760883331299, 33.223064422607, 33.194358825684, 33.425113677979, 33.753528594971, 34.061447143555, 34.495269775391, 34.781021118164, 35.339279174805, 35.729465484619, 36.137809753418, 36.798892974854, 37.291561126709, 37.802066802979, 38.438148498535, 39.052764892578, 39.41174697876, 39.936618804932, 40.44144821167, 40.564964294434, 41.129554748535, 41.381477355957, 41.673278808594, 41.966110229492, 42.259845733643, 42.681274414063, 43.209983825684, 44.352661132813, 44.758304595947, 46.402488708496, 47.609901428223, 48.977100372314, 50.192024230957, 52.05647277832, 53.308044433594, 53.871974945068, 54.935218811035, 55.81286239624, 56.710227966309, 56.846534729004, 57.86633682251, 58.769569396973, 59.545490264893, 60.975856781006, 61.670738220215, 62.463428497314, 63.637741088867, 64.878845214844, 66.605453491211, 68.248466491699, 69.632263183594, 71.940208435059, 74.484275817871, 76.70565032959, 79.71955871582, 82.73193359375, 84.190444946289, 86.389930725098, 89.016830444336, 90.798706054688, 93.331428527832, 95.128364562988, 95.880767822266, 96.308967590332, 99.23755645752, 99.379722595215, 98.885719299316, 99.959945678711, 100.95308685303, 101.93017578125, 103.29084014893, 104.4662399292, 105.15404510498, 106.17743682861, 106.65645599365, 108.10667419434, 108.65817260742, 109.45676422119, 111.00000762939, 109.12435150146, 110.31153106689, 110.98477935791, 112.31281280518, 113.66704559326, 114.74374389648, 115.98408508301, 116.94864654541, 118.20528411865, 119.54787445068, 120.99507904053, 122.29251861572, 124.36859893799, 125.68651580811, 126.46485137939, 128.86585998535, 130.1376953125, 131.79786682129, 135.06631469727, 136.03811645508, 136.17976379395, 137.39445495605, 138.34942626953, 139.45387268066, 140.54084777832, 141.6294708252, 142.84642028809, 143.91741943359, 144.88209533691, 145.48742675781, 146.66304016113, 147.25386047363, 148.17987060547, 149.4494934082, 150.40580749512, 151.52836608887, 152.88494873047, 153.56610107422, 154.47366333008, 155.74406433105, 157.20867919922, 157.9967956543, 159.26428222656, 160.47253417969, 160.79145812988, 161.25157165527, 162.47811889648, 162.82585144043, 162.91352844238, 164.08129882813, 164.71192932129, 165.52894592285, 166.83448791504, 167.55149841309, 169.10801696777, 170.28953552246, 172.0147857666, 173.9104309082, 174.99877929688, 176.83720397949, 177.43148803711, 178.45771789551, 178.43165588379, 178.44242858887, 180.38487243652, 180.88838195801, 182.20335388184, 183.67309570313, 184.08500671387, 184.5290222168, 185.88529968262, 187.35731506348, 188.40570068359, 190.27276611328, 192.01727294922, 192.8678894043, 195.12471008301, 195.78413391113, 201.22830200195, 200.48799133301, 201.98927307129, 204.16746520996, 202.65162658691, 204.83903503418, 207.39608764648, 208.63526916504, 210.53234863281, 214.34130859375, 215.4686126709, 220.9055480957, 217.67472839355, 211.90599060059, 213.39038085938, 215.51982116699]) resid = np.array([ np.nan, -.6913286447525, -.38931575417519, -.51695597171783, -.26875102519989, -.42893922328949, -.16897420585155, -.30383053421974, -.38268667459488, -.19326950609684, -.26062506437302, -.2386272996664, -.11836158484221, -.29968178272247, -.10627794265747, -.23635374009609, -.2302208840847, -.04900583252311, -.23855529725552, -.07389451563358, -.28406995534897, -.17996114492416, -.15805125236511, -.10306460410357, -.17853192985058, -.06575367599726, -.22165396809578, -.03239719197154, .09813265502453, -.18503764271736, .08911459892988, -.32306101918221, -.09436126798391, -.02511045895517, -.05352900549769, .03854943066835, -.09526748210192, .11897913366556, -.0392786487937, -.02946598827839, .16219010949135, .00110464950558, .00843739509583, .09793642908335, .06185294687748, -.15276403725147, -.01174682471901, -.03661911562085, -.34144860506058, .0350341796875, -.22955468297005, -.18147730827332, -.17327722907066, -.16611096262932, -.05984530970454, .01872771047056, .49001583456993, -.15266172587872, .84169203042984, .39751008152962, .4900975227356, .32289886474609, .80797618627548, .24352477490902, -.30804550647736, .12802444398403, -.03521826863289, -.01286232378334, -.61022931337357, .15346619486809, .03366623818874, -.06956738233566, .45450806617737, -.17585784196854, -.07074139267206, .236572265625, .26226228475571, .62115287780762, .49454152584076, .2515344619751, .96773761510849, 1.059788107872, .71571981906891, 1.2943501472473, 1.1804445981979, -.13193695247173, .50954836606979, .81006240844727, .08316437155008, .70129698514938, .0685763657093, -.72836673259735, -.88076442480087, 1.191029548645, -1.1375564336777, -1.4797197580338, -.08571709692478, -.15994438529015, -.15308164060116, .16982398927212, .00916088558733, -.36624330282211, -.0540459305048, -.47744059562683, .34354037046432, -.40667590498924, -.15817116200924, .44324016571045, -2.3000116348267, .37564942240715, -.11153698712587, .41522192955017, .38718286156654, .13296109437943, .25625845789909, .01591204665601, .25135138630867, .2947128713131, .35212710499763, .20491683483124, .80747896432877, .13140361011028, -.28651690483093, 1.0351514816284, .03413881734014, .36231052875519, 1.6021218299866, -.36632135510445, -.93810379505157, .02023027092218, -.19445763528347, -.04941740259528, -.05388405546546, -.04084182903171, .0705279931426, -.04641156643629, -.11742353439331, -.38209563493729, .11257757246494, -.36303088068962, -.05385848507285, .22011630237103, -.04950327426195, .09418711811304, .27163949608803, -.28494849801064, -.06609643250704, .22633366286755, .35593989491463, -.20867441594601, .20319482684135, .13570418953896, -.57254236936569, -.3914600610733, .24842712283134, -.47811862826347, -.62584692239761, .28646802902222, -.18130460381508, -.01193272508681, .37104898691177, -.13449484109879, .54850292205811, .19198158383369, .61046212911606, .6852103471756, -.01043024007231, .60122263431549, -.43720445036888, -.03149457275867, -.85771811008453, -.73165369033813, .85756987333298, -.38487648963928, .31161326169968, .39665061235428, -.47309604287148, -.38500571250916, .3709699511528, .4147045314312, .04268322139978, .69430238008499, .52724367380142, -.2172684520483, .93211495876312, -.42470565438271, 3.4158577919006, -1.8283013105392, .21201276779175, .7107213139534, -2.2674646377563, .92237722873688, 1.0809636116028, -.05808337032795, .49772322177887, 1.9626487493515, -.34431591629982, 3.1413819789886, -4.016538143158, -5.5007371902466, .76500922441483, 1.078607916832, .86516714096069]) yr = np.array([ np.nan, -.6913286447525, -.38931575417519, -.51695597171783, -.26875102519989, -.42893922328949, -.16897420585155, -.30383053421974, -.38268667459488, -.19326950609684, -.26062506437302, -.2386272996664, -.11836158484221, -.29968178272247, -.10627794265747, -.23635374009609, -.2302208840847, -.04900583252311, -.23855529725552, -.07389451563358, -.28406995534897, -.17996114492416, -.15805125236511, -.10306460410357, -.17853192985058, -.06575367599726, -.22165396809578, -.03239719197154, .09813265502453, -.18503764271736, .08911459892988, -.32306101918221, -.09436126798391, -.02511045895517, -.05352900549769, .03854943066835, -.09526748210192, .11897913366556, -.0392786487937, -.02946598827839, .16219010949135, .00110464950558, .00843739509583, .09793642908335, .06185294687748, -.15276403725147, -.01174682471901, -.03661911562085, -.34144860506058, .0350341796875, -.22955468297005, -.18147730827332, -.17327722907066, -.16611096262932, -.05984530970454, .01872771047056, .49001583456993, -.15266172587872, .84169203042984, .39751008152962, .4900975227356, .32289886474609, .80797618627548, .24352477490902, -.30804550647736, .12802444398403, -.03521826863289, -.01286232378334, -.61022931337357, .15346619486809, .03366623818874, -.06956738233566, .45450806617737, -.17585784196854, -.07074139267206, .236572265625, .26226228475571, .62115287780762, .49454152584076, .2515344619751, .96773761510849, 1.059788107872, .71571981906891, 1.2943501472473, 1.1804445981979, -.13193695247173, .50954836606979, .81006240844727, .08316437155008, .70129698514938, .0685763657093, -.72836673259735, -.88076442480087, 1.191029548645, -1.1375564336777, -1.4797197580338, -.08571709692478, -.15994438529015, -.15308164060116, .16982398927212, .00916088558733, -.36624330282211, -.0540459305048, -.47744059562683, .34354037046432, -.40667590498924, -.15817116200924, .44324016571045, -2.3000116348267, .37564942240715, -.11153698712587, .41522192955017, .38718286156654, .13296109437943, .25625845789909, .01591204665601, .25135138630867, .2947128713131, .35212710499763, .20491683483124, .80747896432877, .13140361011028, -.28651690483093, 1.0351514816284, .03413881734014, .36231052875519, 1.6021218299866, -.36632135510445, -.93810379505157, .02023027092218, -.19445763528347, -.04941740259528, -.05388405546546, -.04084182903171, .0705279931426, -.04641156643629, -.11742353439331, -.38209563493729, .11257757246494, -.36303088068962, -.05385848507285, .22011630237103, -.04950327426195, .09418711811304, .27163949608803, -.28494849801064, -.06609643250704, .22633366286755, .35593989491463, -.20867441594601, .20319482684135, .13570418953896, -.57254236936569, -.3914600610733, .24842712283134, -.47811862826347, -.62584692239761, .28646802902222, -.18130460381508, -.01193272508681, .37104898691177, -.13449484109879, .54850292205811, .19198158383369, .61046212911606, .6852103471756, -.01043024007231, .60122263431549, -.43720445036888, -.03149457275867, -.85771811008453, -.73165369033813, .85756987333298, -.38487648963928, .31161326169968, .39665061235428, -.47309604287148, -.38500571250916, .3709699511528, .4147045314312, .04268322139978, .69430238008499, .52724367380142, -.2172684520483, .93211495876312, -.42470565438271, 3.4158577919006, -1.8283013105392, .21201276779175, .7107213139534, -2.2674646377563, .92237722873688, 1.0809636116028, -.05808337032795, .49772322177887, 1.9626487493515, -.34431591629982, 3.1413819789886, -4.016538143158, -5.5007371902466, .76500922441483, 1.078607916832, .86516714096069]) mse = np.array([ .80370712280273, .80370712280273, .67928272485733, .66423606872559, .65418779850006, .64722007513046, .64226144552231, .63866710662842, .63602674007416, .63406819105148, .6326048374176, .63150554895401, .63067644834518, .63004916906357, .62957346439362, .62921214103699, .62893730401993, .62872803211212, .6285685300827, .62844693660736, .62835419178009, .62828344106674, .62822943925858, .62818819284439, .62815672159195, .6281327009201, .62811434268951, .62810027599335, .62808960676193, .6280814409256, .6280751824379, .62807041406631, .62806677818298, .62806397676468, .62806183099747, .62806022167206, .62805896997452, .6280580163002, .62805730104446, .62805676460266, .62805634737015, .62805598974228, .6280557513237, .62805557250977, .62805545330048, .62805533409119, .6280552148819, .62805515527725, .62805509567261, .62805509567261, .62805503606796, .62805503606796, .62805503606796, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332, .62805497646332]) stdp = np.array([ .86132872104645, .86132872104645, .58931648731232, .53695642948151, .43875110149384, .43893754482269, .36897498369217, .39383068680763, .35268598794937, .30327013134956, .3206245303154, .29862868785858, .2883597612381, .30968201160431, .26627779006958, .29635512828827, .27021989226341, .25900682806969, .29855474829674, .26389503479004, .2940701842308, .24996083974838, .25805163383484, .26306444406509, .27853038907051, .26575443148613, .29165366292, .262396723032, .30186694860458, .35503962635994, .31088310480118, .37306407094002, .29435822367668, .32511350512505, .35352823138237, .36144828796387, .39527052640915, .38102087378502, .43927636742592, .42946752905846, .43780836462975, .49889534711838, .49156260490417, .50206583738327, .53814554214478, .55276554822922, .51174682378769, .53661912679672, .54144555330276, .4649658203125, .52955776453018, .48147654533386, .47327646613121, .46611019968987, .45984682440758, .48127228021622, .50998419523239, .65266174077988, .5583056807518, .80249065160751, .80990171432495, .87710189819336, .89202457666397, 1.0564744472504, 1.0080462694168, .87197554111481, .93521976470947, .9128600358963, .91022855043411, .7465353012085, .866335272789, .86956661939621, .84549117088318, .97585707902908, .87074065208435, .86343002319336, .93773847818375, .97884559631348, 1.1054569482803, 1.1484670639038, 1.1322609186172, 1.3402134180069, 1.4842771291733, 1.5056529045105, 1.719556927681, 1.8319338560104, 1.5904501676559, 1.6899375915527, 1.8168371915817, 1.6987046003342, 1.8314251899719, 1.7283667325974, 1.4807628393173, 1.308970451355, 1.7375549077988, 1.2797228097916, .98571860790253, 1.1599444150925, 1.1530816555023, 1.13017141819, 1.1908437013626, 1.1662386655807, 1.0540459156036, 1.0774390697479, .95646268129349, 1.1066728830338, .95817422866821, .95676136016846, 1.1000070571899, .42435362935066, .81153392791748, .78478264808655, .91281259059906, .9670450091362, .94373846054077, .98408794403076, .9486455321312, 1.0052901506424, 1.0478744506836, 1.095078587532, 1.0925225019455, 1.2685979604721, 1.1865184307098, 1.0648469924927, 1.3658550977707, 1.2376955747604, 1.2978720664978, 1.6663243770599, 1.338112950325, 1.0797605514526, 1.1944576501846, 1.1494234800339, 1.153874874115, 1.1408479213715, 1.1294689178467, 1.1464176177979, 1.1174235343933, 1.0820926427841, .98742854595184, 1.0630278587341, .95385235548019, .97988063097, 1.049503326416, 1.0058189630508, 1.0283635854721, 1.0849515199661, .96609032154083, .97366327047348, 1.0440692901611, 1.1086683273315, .99680209159851, 1.0642927885056, 1.0725424289703, .8914600610733, .85157895088196, .97811859846115, .8258438706398, .71353197097778, .88130152225494, .81193578243256, .82894796133041, .9344978928566, .85150623321533, 1.0080153942108, .9895287156105, 1.1147927045822, 1.2104271650314, 1.0987895727158, 1.23719227314, 1.0314946174622, 1.0577303171158, .8316445350647, .74243623018265, 1.0848734378815, .88838368654251, 1.0033586025238, 1.0730868577957, .88500571250916, .82902699708939, .98530465364456, 1.057307600975, 1.0057097673416, 1.1727533340454, 1.2172684669495, 1.0678850412369, 1.3246995210648, 1.0841422080994, 2.0282983779907, 1.0879902839661, 1.289278626442, 1.4674614667892, .75163400173187, 1.2650294303894, 1.4760826826096, 1.2972749471664, 1.3993507623672, 1.8463147878647, 1.4716247320175, 2.2955448627472, .7857254743576, -.26799991726875, .71938097476959, 1.0508332252502]) icstats = np.array([ 202, np.nan, -239.91961140777, 5, 489.83922281554, 506.38056130255]) 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 )