import numpy as np from statsmodels.tools.tools import Bunch llf = np.array([-241.25977940638]) nobs = np.array([202]) k = np.array([4]) k_exog = np.array([1]) sigma = np.array([.79533686587485]) chi2 = np.array([48655.961417345]) df_model = np.array([3]) k_ar = np.array([2]) k_ma = np.array([1]) params = np.array([ 1.1870704073154, -.19095698898571, -.90853757573555, .79533686587485]) cov_params = np.array([ .00204336743511, -.00177522179187, -.00165894353702, -.00031352141782, -.00177522179187, .00157376214003, .00132907629148, .00030367391511, -.00165894353702, .00132907629148, .00210988984438, .00024199988464, -.00031352141782, .00030367391511, .00024199988464, .00027937875185]).reshape(4, 4) xb = np.array([ 0, 0, .11248598247766, .14283391833305, .0800810828805, .12544548511505, .07541109621525, .1297073662281, .10287435352802, .06303016841412, .09501431882381, .08120259642601, .07862555980682, .10874316096306, .06787430495024, .10527064651251, .08142036944628, .07337106764317, .11828763782978, .08380854874849, .11801292747259, .07338324189186, .0842502862215, .09106454998255, .10832596570253, .09570593386889, .1236881390214, .09362822026014, .13587079942226, .19111332297325, .14459040760994, .21043147146702, .12866979837418, .16308072209358, .19356986880302, .20215991139412, .23782986402512, .22326464951038, .28485587239265, .27474755048752, .28465977311134, .34938132762909, .3421268761158, .35463020205498, .39384591579437, .41037485003471, .36968034505844, .39875456690788, .40607318282127, .32915702462196, .40012913942337, .35161358118057, .34572568535805, .34037715196609, .3355179131031, .35895752906799, .38901025056839, .53648668527603, .43572762608528, .69034379720688, .69410443305969, .76356476545334, .77972346544266, .95276647806168, .9030898809433, .76722019910812, .84191131591797, .82463103532791, .82802563905716, .66399103403091, .79665386676788, .80260843038559, .78016436100006, .91813576221466, .80874294042587, .80483394861221, .8848432302475, .92809981107712, 1.0597171783447, 1.1029140949249, 1.0864543914795, 1.3046631813049, 1.4528053998947, 1.4744025468826, 1.6993381977081, 1.816978096962, 1.5705223083496, 1.6871707439423, 1.8281806707382, 1.7127912044525, 1.8617957830429, 1.7624272108078, 1.5169456005096, 1.3543643951416, 1.8122490644455, 1.3362231254578, 1.0437293052673, 1.2371381521225, 1.2306576967239, 1.2056746482849, 1.2665351629257, 1.2366921901703, 1.1172571182251, 1.1408381462097, 1.0126565694809, 1.1675561666489, 1.0074961185455, 1.0045058727264, 1.1498116254807, .44306626915932, .85451871156693, .81856834888458, .94427144527435, .99084824323654, .95836746692657, .994897544384, .95328682661057, 1.0093784332275, 1.0500040054321, 1.0956697463989, 1.090208530426, 1.2714649438858, 1.1823015213013, 1.0575052499771, 1.373840212822, 1.2371203899384, 1.3022859096527, 1.6853868961334, 1.3395566940308, 1.0802086591721, 1.2114092111588, 1.1690926551819, 1.1775953769684, 1.1662193536758, 1.1558910608292, 1.1743551492691, 1.1441857814789, 1.1080147027969, 1.0106881856918, 1.0909667015076, .97610247135162, 1.0038343667984, 1.0743995904922, 1.0255174636841, 1.0471519231796, 1.1034165620804, .97707790136337, .9856236577034, 1.0578545331955, 1.1219012737274, 1.0026258230209, 1.0733016729355, 1.0802255868912, .89154416322708, .85378932952881, .98660898208618, .82558387517929, .71030122041702, .88567733764648, .80868631601334, .82387971878052, .92999804019928, .83861750364304, .99909782409668, .97461491823196, 1.1019765138626, 1.1970175504684, 1.0780508518219, 1.2238110303879, 1.0100719928741, 1.0434579849243, .81277370452881, .72809249162674, 1.0880596637726, .87798285484314, .99824965000153, 1.0677480697632, .86986482143402, .81499886512756, .97921711206436, 1.0504562854767, .99342101812363, 1.1660186052322, 1.208247423172, 1.0516448020935, 1.3215674161911, 1.0694575309753, 2.0531799793243, 1.0617904663086, 1.2885792255402, 1.4795436859131, .73947989940643, 1.290878534317, 1.506583571434, 1.3157633543015, 1.424609541893, 1.8879710435867, 1.4916514158249, 2.3532779216766, .77780252695084, -.27798706293106, .7862361073494, 1.1202166080475]) y = np.array([ np.nan, 28.979999542236, 29.26248550415, 29.492834091187, 29.450082778931, 29.665447235107, 29.625410079956, 29.879707336426, 29.942874908447, 29.873029708862, 30.015014648438, 30.06120300293, 30.118625640869, 30.318742752075, 30.287874221802, 30.485269546509, 30.521421432495, 30.553371429443, 30.808288574219, 30.833808898926, 31.058013916016, 31.023384094238, 31.104249954224, 31.211065292358, 31.388326644897, 31.475704193115, 31.703687667847, 31.743627548218, 32.015869140625, 32.471111297607, 32.594593048096, 33.060428619385, 33.028671264648, 33.263080596924, 33.593570709229, 33.902160644531, 34.337829589844, 34.623264312744, 35.184856414795, 35.574745178223, 35.984661102295, 36.649379730225, 37.142127990723, 37.654628753662, 38.293846130371, 38.910373687744, 39.269680023193, 39.798755645752, 40.306076049805, 40.42915725708, 41.00012588501, 41.251613616943, 41.545726776123, 41.840377807617, 42.135517120361, 42.558959960938, 43.089012145996, 44.236488342285, 44.635726928711, 46.290340423584, 47.494102478027, 48.863563537598, 50.079723358154, 51.952766418457, 53.203090667725, 53.767219543457, 54.841911315918, 55.724632263184, 56.628025054932, 56.763988494873, 57.796653747559, 58.702610015869, 59.480163574219, 60.91813659668, 61.608741760254, 62.404830932617, 63.584842681885, 64.828102111816, 66.559715270996, 68.202911376953, 69.586456298828, 71.904663085938, 74.45280456543, 76.67440032959, 79.699340820313, 82.716979980469, 84.170516967773, 86.387168884277, 89.028175354004, 90.812789916992, 93.361793518066, 95.16242980957, 95.916946411133, 96.354362487793, 99.31224822998, 99.436218261719, 98.943733215332, 100.03713989258, 101.03066253662, 102.00567626953, 103.36653137207, 104.5366973877, 105.21725463867, 106.24083709717, 106.71265411377, 108.1675567627, 108.70749664307, 109.50450897217, 111.04981231689, 109.14306640625, 110.35451507568, 111.01856231689, 112.34427642822, 113.6908416748, 114.7583694458, 115.99489593506, 116.95328521729, 118.20937347412, 119.55000305176, 120.9956741333, 122.29020690918, 124.37145996094, 125.68230438232, 126.45750427246, 128.87384033203, 130.13711547852, 131.80229187012, 135.08538818359, 136.03955078125, 136.18022155762, 137.4114074707, 138.36909484863, 139.47760009766, 140.56620788574, 141.65588378906, 142.87435913086, 143.94418334961, 144.90802001953, 145.51068115234, 146.69097900391, 147.27610778809, 148.2038269043, 149.47439575195, 150.4255065918, 151.5471496582, 152.90342712402, 153.57708740234, 154.4856262207, 155.75785827637, 157.22190856934, 158.00262451172, 159.2733001709, 160.48022460938, 160.79153442383, 161.25378417969, 162.4866027832, 162.82557678223, 162.9102935791, 164.08567810059, 164.70867919922, 165.52388000488, 166.82998657227, 167.53861999512, 169.09910583496, 170.27461242676, 172.00196838379, 173.89701843262, 174.97804260254, 176.82382202148, 177.41006469727, 178.44345092773, 178.41278076172, 178.42808532715, 180.38806152344, 180.87797546387, 182.1982421875, 183.66775512695, 184.06985473633, 184.51499938965, 185.87921142578, 187.35046386719, 188.3934173584, 190.26602172852, 192.00825500488, 192.85165405273, 195.12156677246, 195.76945495605, 201.25317382813, 200.4617767334, 201.98857116699, 204.17953491211, 202.63948059082, 204.86488342285, 207.42657470703, 208.65376281738, 210.55760192871, 214.38296508789, 215.48864746094, 220.96327209473, 217.66680908203, 211.89601135254, 213.45724487305, 215.58921813965]) resid = np.array([ np.nan, .17000007629395, .08751478046179, -.12283346056938, .08991899341345, -.11544716358185, .12458966672421, -.03970721364021, -.13287504017353, .04697044193745, -.03501485288143, -.02120122499764, .09137260913849, -.09874293208122, .09212554246187, -.04526927694678, -.04142136126757, .13662992417812, -.0582881718874, .10619198530912, -.10801269859076, -.00338354869746, .01575009897351, .06893529742956, -.00832748971879, .10429482907057, -.05368844047189, .13637132942677, .26412883400917, -.02111134678125, .2554073035717, -.16042841970921, .07132714986801, .13692232966423, .1064293757081, .19783779978752, .0621731877327, .27673536539078, .11514183133841, .12525399029255, .31533870100975, .15061867237091, .15787313878536, .24537208676338, .20615255832672, -.01037331111729, .13031965494156, .10124543309212, -.20607624948025, .1708429902792, -.10012608766556, -.05161434784532, -.04572645947337, -.04037792980671, .06448362022638, .14104247093201, .61098974943161, -.03648666664958, .96427005529404, .50965696573257, .60589480400085, .43643599748611, .9202772974968, .34723278880119, -.20308908820152, .23277981579304, .05809023976326, .07536666095257, -.52802640199661, .23601049184799, .1033476293087, -.00260917330161, .51983487606049, -.11813650280237, -.00874368380755, .29516834020615, .31515756249428, .67189866304398, .54028129577637, .29708743095398, 1.0135440826416, 1.095338344574, .74719160795212, 1.3256005048752, 1.2006633281708, -.11698111891747, .52947622537613, .81282931566238, .07182084023952, .68721032142639, .03820572793484, -.7624272108078, -.91694712638855, 1.1456356048584, -1.2122505903244, -1.5362200737, -.14372782409191, -.23713812232018, -.2306577116251, .09432080388069, -.06653053313494, -.43669676780701, -.11725706607103, -.54083967208862, .28734645247459, -.467559248209, -.20749309659004, .39549562335014, -2.3498160839081, .3569367825985, -.15452179312706, .38143622875214, .35572397708893, .1091578528285, .24162948131561, .00510244909674, .24671010673046, .29062458872795, .34999752044678, .20432561635971, .80979299545288, .12853652238846, -.28230002522469, 1.042493224144, .02615367434919, .36288577318192, 1.5977079868317, -.38538381457329, -.93954759836197, .01978221163154, -.21140915155411, -.06908652186394, -.07760456204414, -.06621328741312, .0441059358418, -.07434900850058, -.14418575167656, -.40801778435707, .08931794017553, -.39096972346306, -.07610860466957, .19616261124611, -.07439963519573, .07448863238096, .25285106897354, -.30341354012489, -.07708399742842, .21437329053879, .34215462207794, -.22190742194653, .19737112522125, .12669529020786, -.58022564649582, -.3915441930294, .24621678888798, -.48660898208618, -.6255869269371, .28969877958298, -.18568041920662, -.00868325773627, .37611722946167, -.12999498844147, .5613916516304, .20089910924435, .6253759264946, .69802659749985, .00297940592282, .621961414814, -.42382326722145, -.01007199659944, -.84344571828842, -.71278285980225, .87191361188889, -.38806268572807, .32201409339905, .40175950527191, -.4677571952343, -.36986482143402, .38499811291695, .42079201340675, .04953457415104, .70659118890762, .53397834300995, -.20824746787548, .94835525751114, -.42157354950905, 3.4305424690247, -1.8531830310822, .23821261525154, .71142077445984, -2.2795467376709, .93453133106232, 1.0551145076752, -.08858433365822, .47923478484154, 1.9373899698257, -.38597220182419, 3.1213552951813, -4.0742712020874, -5.4928140640259, .77499634027481, 1.0117527246475, .79578375816345]) yr = np.array([ np.nan, .17000007629395, .08751478046179, -.12283346056938, .08991899341345, -.11544716358185, .12458966672421, -.03970721364021, -.13287504017353, .04697044193745, -.03501485288143, -.02120122499764, .09137260913849, -.09874293208122, .09212554246187, -.04526927694678, -.04142136126757, .13662992417812, -.0582881718874, .10619198530912, -.10801269859076, -.00338354869746, .01575009897351, .06893529742956, -.00832748971879, .10429482907057, -.05368844047189, .13637132942677, .26412883400917, -.02111134678125, .2554073035717, -.16042841970921, .07132714986801, .13692232966423, .1064293757081, .19783779978752, .0621731877327, .27673536539078, .11514183133841, .12525399029255, .31533870100975, .15061867237091, .15787313878536, .24537208676338, .20615255832672, -.01037331111729, .13031965494156, .10124543309212, -.20607624948025, .1708429902792, -.10012608766556, -.05161434784532, -.04572645947337, -.04037792980671, .06448362022638, .14104247093201, .61098974943161, -.03648666664958, .96427005529404, .50965696573257, .60589480400085, .43643599748611, .9202772974968, .34723278880119, -.20308908820152, .23277981579304, .05809023976326, .07536666095257, -.52802640199661, .23601049184799, .1033476293087, -.00260917330161, .51983487606049, -.11813650280237, -.00874368380755, .29516834020615, .31515756249428, .67189866304398, .54028129577637, .29708743095398, 1.0135440826416, 1.095338344574, .74719160795212, 1.3256005048752, 1.2006633281708, -.11698111891747, .52947622537613, .81282931566238, .07182084023952, .68721032142639, .03820572793484, -.7624272108078, -.91694712638855, 1.1456356048584, -1.2122505903244, -1.5362200737, -.14372782409191, -.23713812232018, -.2306577116251, .09432080388069, -.06653053313494, -.43669676780701, -.11725706607103, -.54083967208862, .28734645247459, -.467559248209, -.20749309659004, .39549562335014, -2.3498160839081, .3569367825985, -.15452179312706, .38143622875214, .35572397708893, .1091578528285, .24162948131561, .00510244909674, .24671010673046, .29062458872795, .34999752044678, .20432561635971, .80979299545288, .12853652238846, -.28230002522469, 1.042493224144, .02615367434919, .36288577318192, 1.5977079868317, -.38538381457329, -.93954759836197, .01978221163154, -.21140915155411, -.06908652186394, -.07760456204414, -.06621328741312, .0441059358418, -.07434900850058, -.14418575167656, -.40801778435707, .08931794017553, -.39096972346306, -.07610860466957, .19616261124611, -.07439963519573, .07448863238096, .25285106897354, -.30341354012489, -.07708399742842, .21437329053879, .34215462207794, -.22190742194653, .19737112522125, .12669529020786, -.58022564649582, -.3915441930294, .24621678888798, -.48660898208618, -.6255869269371, .28969877958298, -.18568041920662, -.00868325773627, .37611722946167, -.12999498844147, .5613916516304, .20089910924435, .6253759264946, .69802659749985, .00297940592282, .621961414814, -.42382326722145, -.01007199659944, -.84344571828842, -.71278285980225, .87191361188889, -.38806268572807, .32201409339905, .40175950527191, -.4677571952343, -.36986482143402, .38499811291695, .42079201340675, .04953457415104, .70659118890762, .53397834300995, -.20824746787548, .94835525751114, -.42157354950905, 3.4305424690247, -1.8531830310822, .23821261525154, .71142077445984, -2.2795467376709, .93453133106232, 1.0551145076752, -.08858433365822, .47923478484154, 1.9373899698257, -.38597220182419, 3.1213552951813, -4.0742712020874, -5.4928140640259, .77499634027481, 1.0117527246475, .79578375816345]) mse = np.array([ 1.4402351379395, 1.4402351379395, .80966705083847, .74677377939224, .71241801977158, .69108927249908, .67678099870682, .66667699813843, .6592805981636, .6537224650383, .64946305751801, .64614951610565, .64354157447815, .64147007465363, .639812707901, .63847899436951, .63740062713623, .63652545213699, .63581293821335, .63523155450821, .63475602865219, .63436657190323, .63404709100723, .63378477096558, .63356912136078, .63339179754257, .63324582576752, .63312560319901, .63302659988403, .63294500112534, .63287770748138, .63282227516174, .63277649879456, .63273876905441, .63270765542984, .63268196582794, .63266080617905, .63264334201813, .63262891769409, .63261699676514, .63260716199875, .63259905576706, .63259238004684, .63258683681488, .63258230686188, .63257849216461, .63257539272308, .63257282972336, .63257074356079, .63256901502609, .63256752490997, .63256633281708, .63256537914276, .63256454467773, .63256388902664, .63256335258484, .63256287574768, .63256251811981, .63256222009659, .63256192207336, .63256174325943, .6325615644455, .63256138563156, .63256126642227, .63256120681763, .63256108760834, .63256102800369, .63256096839905, .63256096839905, .6325609087944, .63256084918976, .63256084918976, .63256084918976, .63256078958511, .63256078958511, .63256078958511, .63256078958511, .63256078958511, .63256078958511, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047, .63256072998047]) icstats = np.array([ 202, np.nan, -241.25977940638, 4, 490.51955881276, 503.75262960236]) 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, icstats=icstats )