
    !g}              	       L   d Z ddlmZ ddlZddlmZ ddlmZ ddl	m
Z
 ddlmZ ddZd	 Z eee      Zej!                  d
 ed              eej%                  g d ej&                  g d      j(                  g dd              ed       g dZ ej&                  g d      j)                   ej,                  e      j.                        Z eej3                  g deeg dd              eej5                  eg d      d          ddZd Z e eej:                  j=                  d                    eee      Zej!                  dddg       g dZ ej@                  g d      dddf   Z eej3                  dgeedgd              eejC                  dg              eej5                  edg             dZ"e"rXddl#m$Z% ejM                  dg ej&                  dg      jN                          e%jP                  d        e%jR                          yy)z5
Created on Fri Sep 30 15:20:45 2011

@author: josef
    )lrangeN)stats)
StatTestMC)acorr_ljungboxadfullerc                 F    |t         j                  j                  |       z   S N)nprandomrandn)nobslocs     b/var/www/dash_apps/app1/venv/lib/python3.12/site-packages/statsmodels/sandbox/tools/try_mctools.pynormalnoisesimr      s    		%%&    c                 L    t        | d      \  }}t        j                  ||f   S )N   )lags)r   r   r_)xsps      r   lbr      s$    

#CAa55A;r   i  r   )statindices)         )r   r   r   )zlag 1zlag 2zlag 3r   )varnamestitlez

){Gz?g?皙?皙?g333333?r   c                 b    |t         j                  j                  |       z   j                         S r
   )r   r   r   cumsum)r   drifts     r   randwalksimr'   '   s#    "))//$''//11r   c                      t        | ddd       S )Nr   n)
regressionautolagr   )r   s    r   adf20r,   +   s    AqS$77r   d   i'  )r!   r"   r#   )gpepAg%,x"g'U֩adfr   zacorr_ljungbox - MC versus chi2)i  g        )*__doc__statsmodels.compat.pythonr   numpyr   scipyr   !statsmodels.sandbox.tools.mctoolsr   statsmodels.stats.diagnosticr   statsmodels.tsa.stattoolsr   r   r   mc1runprintsummary_quantileschi2ppffrac
atleast_2dTcritsummary_cdfcdfr'   r,   r   r   mc2array	quantilesdoplotmatplotlib.pyplotpyplotplt	plot_histpdfr    show r   r   <module>rM      s  
 -   8 7 .'
 $ &) $ cGZUZZ%8%<%<%@"2  4 5 f&uzz'}r}}T2445 coogtT:,  . / cggdGQ  28 eBIIOOC ! "e$ Aa5 !rxxOPQRSWQWX cooqc4 %w!  # $ cmmQC  cggdQC 	#MM1#jejj!o))*CII/0CHHJ	 
r   