import numpy as np from statsmodels.tools.tools import Bunch llf = np.array([-240.21658671417]) nobs = np.array([202]) k = np.array([4]) k_exog = np.array([1]) sigma = np.array([.79473430527544]) chi2 = np.array([54633.096432541]) df_model = np.array([3]) k_ar = np.array([2]) k_ma = np.array([1]) params = np.array([ 1.1970355174119, -.19724105359909, -.91770441432171, .63160261598163]) cov_params = np.array([ .00182362158934, -.00163271308366, -.00140915922719, -.00044400541718, -.00163271308366, .00148731108625, .00117094734518, .00044939207189, -.00140915922719, .00117094734518, .00181742086472, .00032737864417, -.00044400541718, .00044939207189, .00032737864417, .00071193796554]).reshape(4, 4) xb = np.array([ 0, 0, .04999904707074, .06866559386253, .02903163060546, .07047952711582, .03383458778262, .08519082516432, .06387747824192, .0323903337121, .0664371997118, .056028008461, .05634552612901, .08741936087608, .04945361241698, .0881454795599, .06608437746763, .05997726693749, .1058451384306, .07246486097574, .10775856673717, .06419499218464, .07649331539869, .08432687073946, .10236189514399, .09031195193529, .11902847886086, .08933536708355, .13242828845978, .18790599703789, .1410321444273, .2076324224472, .12561346590519, .16128000617027, .19236192107201, .20115886628628, .23716603219509, .22255305945873, .28473255038261, .27441227436066, .28466689586639, .34994292259216, .3424659371376, .35532799363136, .39506548643112, .41180691123009, .37130555510521, .40151777863503, .40951976180077, .33306270837784, .40587121248245, .35764938592911, .35284259915352, .34843212366104, .34438464045525, .36860400438309, .3990384042263, .54691004753113, .44432625174522, .70020270347595, .70163971185684, .77033877372742, .78572767972946, .95923948287964, .90811860561371, .77250319719315, .85019183158875, .83438217639923, .83959633111954, .67678385972977, .81331378221512, .8202628493309, .79870623350143, .93831378221512, .8281461596489, .8256653547287, .9071888923645, .95076316595078, 1.0827594995499, 1.1249971389771, 1.1078934669495, 1.3271758556366, 1.4741442203522, 1.4939774274826, 1.7192279100418, 1.8355281352997, 1.5873348712921, 1.7079899311066, 1.8515517711639, 1.7368041276932, 1.8895095586777, 1.7913619279861, 1.5485136508942, 1.3914349079132, 1.8569093942642, 1.378589630127, 1.0909280776978, 1.2919955253601, 1.2874838113785, 1.2636196613312, 1.3255174160004, 1.2952193021774, 1.1754019260406, 1.2002106904984, 1.0717958211899, 1.2283787727356, 1.0664055347443, 1.0640426874161, 1.2097471952438, .49885395169258, .91795635223389, .88015007972717, 1.0048481225967, 1.0485925674438, 1.0131514072418, 1.0480036735535, 1.0044000148773, 1.0596977472305, 1.0989319086075, 1.1431447267532, 1.1360602378845, 1.316884636879, 1.2248164415359, 1.0992801189423, 1.4178918600082, 1.2780615091324, 1.3436778783798, 1.727570772171, 1.376532793045, 1.1185711622238, 1.2548811435699, 1.2139776945114, 1.22409760952, 1.2136551141739, 1.2040791511536, 1.2232189178467, 1.1931306123734, 1.1573059558868, 1.0603547096252, 1.1422899961472, 1.0268490314484, 1.0556720495224, 1.1264756917953, 1.0764141082764, 1.0978548526764, 1.1536711454391, 1.025780916214, 1.034966468811, 1.1074740886688, 1.1707112789154, 1.0496238470078, 1.1209251880646, 1.1271858215332, .93740028142929, .90130144357681, 1.0357736349106, .87323325872421, .75861483812332, .93606770038605, .85732334852219, .87216699123383, .97779452800751, .88410341739655, 1.0446182489395, 1.0177079439163, 1.144193649292, 1.2372444868088, 1.1155867576599, 1.2619564533234, 1.0462523698807, 1.0816910266876, .85130125284195, .76972281932831, 1.1335872411728, .92024201154709, 1.0416384935379, 1.1102936267853, .91037821769714, .85678082704544, 1.022847533226, 1.0930491685867, 1.0342184305191, 1.2070096731186, 1.2472279071808, 1.0886085033417, 1.3604420423508, 1.1053978204727, 2.0939025878906, 1.0898643732071, 1.3238569498062, 1.5171576738358, .77435439825058, 1.3360253572464, 1.5512014627457, 1.3569095134735, 1.4669530391693, 1.9312930107117, 1.52878677845, 2.3952746391296, .80755305290222, -.2365039139986, .85178333520889, 1.1858888864517]) y = np.array([ np.nan, 28.979999542236, 29.199998855591, 29.4186668396, 29.399032592773, 29.610481262207, 29.583833694458, 29.835191726685, 29.903877258301, 29.842390060425, 29.986436843872, 30.036027908325, 30.096345901489, 30.29741859436, 30.269453048706, 30.468145370483, 30.506084442139, 30.539976119995, 30.795845031738, 30.822463989258, 31.047760009766, 31.014196395874, 31.096494674683, 31.204328536987, 31.382362365723, 31.470310211182, 31.699028015137, 31.739334106445, 32.012428283691, 32.467903137207, 32.591033935547, 33.057632446289, 33.025615692139, 33.261280059814, 33.592365264893, 33.901161193848, 34.33716583252, 34.622554779053, 35.184734344482, 35.574413299561, 35.984668731689, 36.649940490723, 37.142463684082, 37.655326843262, 38.295066833496, 38.911808013916, 39.271308898926, 39.801517486572, 40.309520721436, 40.433059692383, 41.005870819092, 41.257652282715, 41.552845001221, 41.848430633545, 42.144382476807, 42.568603515625, 43.099040985107, 44.246910095215, 44.644325256348, 46.300201416016, 47.501640319824, 48.870338439941, 50.08572769165, 51.959239959717, 53.208118438721, 53.77250289917, 54.850193023682, 55.734382629395, 56.639595031738, 56.776782989502, 57.813312530518, 58.720264434814, 59.498706817627, 60.938312530518, 61.628147125244, 62.425662994385, 63.607189178467, 64.850761413574, 66.58275604248, 68.224998474121, 69.607894897461, 71.927177429199, 74.474143981934, 76.693977355957, 79.719230651855, 82.735527038574, 84.18733215332, 86.407989501953, 89.051551818848, 90.836799621582, 93.389511108398, 95.191360473633, 95.948516845703, 96.39143371582, 99.356910705566, 99.478584289551, 98.990928649902, 100.09199523926, 101.08748626709, 102.063621521, 103.42551422119, 104.59522247314, 105.27539825439, 106.30020904541, 106.77178955078, 108.2283782959, 108.76640319824, 109.5640411377, 111.10974884033, 109.19885253906, 110.41795349121, 111.08014678955, 112.40484619141, 113.74858856201, 114.81315612793, 116.04800415039, 117.00440216064, 118.25969696045, 119.59893035889, 121.04314422607, 122.33605957031, 124.41688537598, 125.72481536865, 126.49928283691, 128.91789245605, 130.17805480957, 131.84367370605, 135.12756347656, 136.07652282715, 136.21858215332, 137.45487976074, 138.41397094727, 139.52409362793, 140.61364746094, 141.70408630371, 142.92321777344, 143.99313354492, 144.9573059082, 145.56034851074, 146.74229431152, 147.32685852051, 148.25567626953, 149.52647399902, 150.47640991211, 151.59785461426, 152.95367431641, 153.62579345703, 154.53497314453, 155.80746459961, 157.27072143555, 158.04962158203, 159.32092285156, 160.52717590332, 160.83738708496, 161.30130004883, 162.53576660156, 162.87322998047, 162.95861816406, 164.13606262207, 164.75732421875, 165.57215881348, 166.8777923584, 167.58410644531, 169.14462280273, 170.31771850586, 172.04418945313, 173.93724060059, 175.01557922363, 176.86196899414, 177.44624328613, 178.48168945313, 178.4513092041, 178.4697265625, 180.43359375, 180.92024230957, 182.24163818359, 183.71029663086, 184.11038208008, 184.5567779541, 185.92283630371, 187.39305114746, 188.43421936035, 190.30702209473, 192.04722595215, 192.88861083984, 195.16044616699, 195.8053894043, 201.29389953613, 200.48985290527, 202.0238494873, 204.21714782715, 202.67434692383, 204.91003417969, 207.47120666504, 208.6949005127, 210.59994506836, 214.42628479004, 215.52578735352, 221.00527954102, 217.6965637207, 211.93748474121, 213.52278137207, 215.65487670898]) resid = np.array([ np.nan, .17000007629395, .150001719594, -.04866513609886, .1409684419632, -.06048120185733, .16616617143154, .00480932369828, -.09387816488743, .07761027663946, -.00643773004413, .00397336483002, .1136526465416, -.07741913199425, .11054623872042, -.02814410813153, -.02608536928892, .15002372860909, -.04584567248821, .11753567308187, -.09775833785534, .00580469891429, .02350706420839, .07567297667265, -.00236342288554, .10968881100416, -.04902878031135, .14066417515278, .2675713300705, -.01790400780737, .25896555185318, -.15762937068939, .074383482337, .13872304558754, .10763731598854, .19883884489536, .06283701956272, .27744692564011, .11526516824961, .12558923661709, .3153315782547, .15005706250668, .1575340628624, .24467428028584, .20493300259113, -.01180539745837, .12869445979595, .09848223626614, -.20952282845974, .166937276721, -.1058681756258, -.05765015259385, -.05284334719181, -.04843288660049, .05561690032482, .13139598071575, .60096162557602, -.04691004380584, .95567148923874, .49979802966118, .5983595252037, .42966198921204, .91427308320999, .34075975418091, -.20811785757542, .22749677300453, .049809679389, .06561553478241, -.53959709405899, .2232176810503, .08668774366379, -.02026358619332, .50129300355911, -.13831453025341, -.02814690209925, .27433693408966, .29281187057495, .64923530817032, .51723897457123, .27500438690186, .99210506677628, 1.0728256702423, .72585266828537, 1.3060256242752, 1.1807736158371, -.13553117215633, .51266354322433, .79201000928879, .0484497398138, .66319739818573, .0104919327423, -.79136198759079, -.94851511716843, 1.1085650920868, -1.2569109201431, -1.5785865783691, -.19092650711536, -.29199549555779, -.2874838411808, .03637577593327, -.12551285326481, -.49522390961647, -.17540194094181, -.60021221637726, .22820720076561, -.52838176488876, -.26640248298645, .33595886826515, -2.4097516536713, .30114910006523, -.21795941889286, .31985449790955, .29514732956886, .05141358822584, .18684551119804, -.04800364747643, .19559693336487, .24030530452728, .30106961727142, .15685074031353, .76394122838974, .08311692625284, -.32481494545937, 1.0007183551788, -.01789797656238, .32194453477859, 1.5563160181046, -.42756772041321, -.97652357816696, -.01858037337661, -.25488117337227, -.11397163569927, -.12410674989223, -.1136489585042, -.00408222479746, -.12321277707815, -.19313062727451, -.45730903744698, .03965143114328, -.44229298830032, -.12685517966747, .1443248540163, -.12647566199303, .02359197475016, .20214818418026, -.35366812348366, -.12578700482845, .16503044962883, .29253509640694, -.27071738243103, .15037304162979, .07907173037529, -.6271858215332, -.43740031123161, .19870468974113, -.53577369451523, -.67323631048203, .24138513207436, -.23607075214386, -.05732027813792, .32782995700836, -.17779149115086, .51590573787689, .15537866950035, .5822828412056, .65580940246582, -.03724759072065, .58442544937134, -.46196871995926, -.04625232890248, -.88167881965637, -.75131040811539, .83028328418732, -.43359026312828, .2797549366951, .35837066173553, -.51030284166336, -.41037824749947, .34321609139442, .37716165184975, .00694172456861, .66579383611679, .49298724532127, -.24722795188427, .91139149665833, -.46044808626175, 3.3946022987366, -1.8939057588577, .21013870835304, .67614299058914, -2.3171606063843, .89965683221817, 1.0099676847458, -.13320215046406, .43808862566948, 1.8950464725494, -.42929407954216, 3.0842199325562, -4.1162676811218, -5.5225644111633, .73351317644119, .94620555639267, .73011147975922]) yr = np.array([ np.nan, .17000007629395, .150001719594, -.04866513609886, .1409684419632, -.06048120185733, .16616617143154, .00480932369828, -.09387816488743, .07761027663946, -.00643773004413, .00397336483002, .1136526465416, -.07741913199425, .11054623872042, -.02814410813153, -.02608536928892, .15002372860909, -.04584567248821, .11753567308187, -.09775833785534, .00580469891429, .02350706420839, .07567297667265, -.00236342288554, .10968881100416, -.04902878031135, .14066417515278, .2675713300705, -.01790400780737, .25896555185318, -.15762937068939, .074383482337, .13872304558754, .10763731598854, .19883884489536, .06283701956272, .27744692564011, .11526516824961, .12558923661709, .3153315782547, .15005706250668, .1575340628624, .24467428028584, .20493300259113, -.01180539745837, .12869445979595, .09848223626614, -.20952282845974, .166937276721, -.1058681756258, -.05765015259385, -.05284334719181, -.04843288660049, .05561690032482, .13139598071575, .60096162557602, -.04691004380584, .95567148923874, .49979802966118, .5983595252037, .42966198921204, .91427308320999, .34075975418091, -.20811785757542, .22749677300453, .049809679389, .06561553478241, -.53959709405899, .2232176810503, .08668774366379, -.02026358619332, .50129300355911, -.13831453025341, -.02814690209925, .27433693408966, .29281187057495, .64923530817032, .51723897457123, .27500438690186, .99210506677628, 1.0728256702423, .72585266828537, 1.3060256242752, 1.1807736158371, -.13553117215633, .51266354322433, .79201000928879, .0484497398138, .66319739818573, .0104919327423, -.79136198759079, -.94851511716843, 1.1085650920868, -1.2569109201431, -1.5785865783691, -.19092650711536, -.29199549555779, -.2874838411808, .03637577593327, -.12551285326481, -.49522390961647, -.17540194094181, -.60021221637726, .22820720076561, -.52838176488876, -.26640248298645, .33595886826515, -2.4097516536713, .30114910006523, -.21795941889286, .31985449790955, .29514732956886, .05141358822584, .18684551119804, -.04800364747643, .19559693336487, .24030530452728, .30106961727142, .15685074031353, .76394122838974, .08311692625284, -.32481494545937, 1.0007183551788, -.01789797656238, .32194453477859, 1.5563160181046, -.42756772041321, -.97652357816696, -.01858037337661, -.25488117337227, -.11397163569927, -.12410674989223, -.1136489585042, -.00408222479746, -.12321277707815, -.19313062727451, -.45730903744698, .03965143114328, -.44229298830032, -.12685517966747, .1443248540163, -.12647566199303, .02359197475016, .20214818418026, -.35366812348366, -.12578700482845, .16503044962883, .29253509640694, -.27071738243103, .15037304162979, .07907173037529, -.6271858215332, -.43740031123161, .19870468974113, -.53577369451523, -.67323631048203, .24138513207436, -.23607075214386, -.05732027813792, .32782995700836, -.17779149115086, .51590573787689, .15537866950035, .5822828412056, .65580940246582, -.03724759072065, .58442544937134, -.46196871995926, -.04625232890248, -.88167881965637, -.75131040811539, .83028328418732, -.43359026312828, .2797549366951, .35837066173553, -.51030284166336, -.41037824749947, .34321609139442, .37716165184975, .00694172456861, .66579383611679, .49298724532127, -.24722795188427, .91139149665833, -.46044808626175, 3.3946022987366, -1.8939057588577, .21013870835304, .67614299058914, -2.3171606063843, .89965683221817, 1.0099676847458, -.13320215046406, .43808862566948, 1.8950464725494, -.42929407954216, 3.0842199325562, -4.1162676811218, -5.5225644111633, .73351317644119, .94620555639267, .73011147975922]) mse = np.array([ 1.1635265350342, .70545583963394, .63365471363068, .633325278759, .63304948806763, .63281834125519, .63262450695038, .63246184587479, .63232523202896, .63221049308777, .63211411237717, .63203299045563, .63196486234665, .63190752267838, .63185924291611, .63181865215302, .63178449869156, .63175576925278, .631731569767, .63171118497849, .63169401884079, .63167959451675, .63166743516922, .63165718317032, .63164860010147, .63164132833481, .6316351890564, .63163006305695, .63162571191788, .63162207603455, .63161903619766, .63161641359329, .63161426782608, .63161242008209, .63161087036133, .63160955905914, .63160848617554, .63160753250122, .63160675764084, .63160610198975, .63160556554794, .63160508871078, .63160473108292, .63160437345505, .63160407543182, .63160383701324, .63160365819931, .63160347938538, .63160336017609, .6316032409668, .63160312175751, .63160306215286, .63160300254822, .63160294294357, .63160288333893, .63160282373428, .63160282373428, .63160276412964, .63160276412964, .63160270452499, .63160270452499, .63160270452499, .63160270452499, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035, .63160264492035]) stdp = np.array([ 0, 0, .04999904707074, .06866559386253, .02903163060546, .07047952711582, .03383458778262, .08519082516432, .06387747824192, .0323903337121, .0664371997118, .056028008461, .05634552612901, .08741936087608, .04945361241698, .0881454795599, .06608437746763, .05997726693749, .1058451384306, .07246486097574, .10775856673717, .06419499218464, .07649331539869, .08432687073946, .10236189514399, .09031195193529, .11902847886086, .08933536708355, .13242828845978, .18790599703789, .1410321444273, .2076324224472, .12561346590519, .16128000617027, .19236192107201, .20115886628628, .23716603219509, .22255305945873, .28473255038261, .27441227436066, .28466689586639, .34994292259216, .3424659371376, .35532799363136, .39506548643112, .41180691123009, .37130555510521, .40151777863503, .40951976180077, .33306270837784, .40587121248245, .35764938592911, .35284259915352, .34843212366104, .34438464045525, .36860400438309, .3990384042263, .54691004753113, .44432625174522, .70020270347595, .70163971185684, .77033877372742, .78572767972946, .95923948287964, .90811860561371, .77250319719315, .85019183158875, .83438217639923, .83959633111954, .67678385972977, .81331378221512, .8202628493309, .79870623350143, .93831378221512, .8281461596489, .8256653547287, .9071888923645, .95076316595078, 1.0827594995499, 1.1249971389771, 1.1078934669495, 1.3271758556366, 1.4741442203522, 1.4939774274826, 1.7192279100418, 1.8355281352997, 1.5873348712921, 1.7079899311066, 1.8515517711639, 1.7368041276932, 1.8895095586777, 1.7913619279861, 1.5485136508942, 1.3914349079132, 1.8569093942642, 1.378589630127, 1.0909280776978, 1.2919955253601, 1.2874838113785, 1.2636196613312, 1.3255174160004, 1.2952193021774, 1.1754019260406, 1.2002106904984, 1.0717958211899, 1.2283787727356, 1.0664055347443, 1.0640426874161, 1.2097471952438, .49885395169258, .91795635223389, .88015007972717, 1.0048481225967, 1.0485925674438, 1.0131514072418, 1.0480036735535, 1.0044000148773, 1.0596977472305, 1.0989319086075, 1.1431447267532, 1.1360602378845, 1.316884636879, 1.2248164415359, 1.0992801189423, 1.4178918600082, 1.2780615091324, 1.3436778783798, 1.727570772171, 1.376532793045, 1.1185711622238, 1.2548811435699, 1.2139776945114, 1.22409760952, 1.2136551141739, 1.2040791511536, 1.2232189178467, 1.1931306123734, 1.1573059558868, 1.0603547096252, 1.1422899961472, 1.0268490314484, 1.0556720495224, 1.1264756917953, 1.0764141082764, 1.0978548526764, 1.1536711454391, 1.025780916214, 1.034966468811, 1.1074740886688, 1.1707112789154, 1.0496238470078, 1.1209251880646, 1.1271858215332, .93740028142929, .90130144357681, 1.0357736349106, .87323325872421, .75861483812332, .93606770038605, .85732334852219, .87216699123383, .97779452800751, .88410341739655, 1.0446182489395, 1.0177079439163, 1.144193649292, 1.2372444868088, 1.1155867576599, 1.2619564533234, 1.0462523698807, 1.0816910266876, .85130125284195, .76972281932831, 1.1335872411728, .92024201154709, 1.0416384935379, 1.1102936267853, .91037821769714, .85678082704544, 1.022847533226, 1.0930491685867, 1.0342184305191, 1.2070096731186, 1.2472279071808, 1.0886085033417, 1.3604420423508, 1.1053978204727, 2.0939025878906, 1.0898643732071, 1.3238569498062, 1.5171576738358, .77435439825058, 1.3360253572464, 1.5512014627457, 1.3569095134735, 1.4669530391693, 1.9312930107117, 1.52878677845, 2.3952746391296, .80755305290222, -.2365039139986, .85178333520889, 1.1858888864517]) icstats = np.array([ 202, np.nan, -240.21658671417, 4, 488.43317342834, 501.66624421795]) 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 )