
    "gZ                        d Z ddlZddlZddlmZ ddlmZ ddlm	Z	 ej                  j                  d ej                  g        ej                  g       df ej                  dg       ej                  dg      df ej                  d	g       ej                  g       df ej                  g        ej                  d	g      df ej                  g d
       ej                  ddg      df ej                  ddg       ej                  g d
      dfg      d        Zej                  j                  dddgdgddgf      d        Zy)z.
Tests for ARMA innovations algorithm wrapper
    N)assert_allclose)arma_innovations)SARIMAXzar_params,ma_params,sigma2   g        g?)g?gٿ皙?r   g      ?r   g+?c                    t         j                  j                  d       t         j                  j                  d      }t	        j
                  || ||      }t	        j                  || ||      }t	        j                  || ||      }t	        j                  || ||      }t        |t        |       dt        |      f      }t         j                  | ||f   }	t        ||j                  |	             t        ||j                  |	             t        ||j                  |	      d       t        ||j!                  |	      d       y )N*   d   sizer   )ordergh㈵>)atol)nprandomseednormalr   arma_loglikearma_loglikeobs
arma_scorearma_scoreobsr   lenr_r   loglike
loglikeobsscore	score_obs)
	ar_params	ma_paramssigma2endogllfllf_obsr   r   modparamss
             t/var/www/dash_apps/app1/venv/lib/python3.12/site-packages/statsmodels/tsa/innovations/tests/test_arma_innovations.py*test_innovations_algo_filter_kalman_filterr&      s    IINN2II#&E 
'
'y)V
LC..ui/57G''y)VLE ..ui/57I %I3y>B
CCUU9i/0F CV,-GS^^F34E399V,48Is}}V44@    r   gffffff?gg      ?g       @g      c                    t         j                  j                  d       t         j                  j                  d      }t	        j
                  t        d      5  t        j                  ||        d d d        y # 1 sw Y   y xY w)Nr	   r
   r   zThe model's autoregressive)match)r   )r   r   r   r   pytestraises
ValueErrorr   )r   r    s     r%   test_innovations_nonstationaryr-   /   sa    IINN2II#&E	z)E	F F))%9EF F Fs   A<<B)__doc__numpyr   r*   numpy.testingr   statsmodels.tsa.innovationsr   "statsmodels.tsa.statespace.sarimaxr   markparametrizearrayr&   r-    r'   r%   <module>r7      sK     ) 8 6 5RXXb\8288B<#RXXrd^XRXXrd^Q'RXXse_hbhhrlA&RXXb\8288SE?A&RXX#$hbhhSz&:EBRXXsCj8288$9:EB8 AA4 T{SEC;&GHF IFr'   