
    !gi                        d Z ddlmZ ddlZddlZddlmZmZ ddl	Z
ddlZddlmZ ddlmZ ddlmZmZmZmZmZ ddlmZ d	 Zd
 Zd Zd Zd Z G d dej:                        Zd Zd Z d Z!d Z"d Z#d Z$d Z%d Z&d Z'd Z(y)zY
Tests for impulse responses of time series

Author: Chad Fulton
License: Simplified-BSD
    )	MONTH_ENDN)assert_assert_allclose)ortho_group)EstimationWarning)dynamic_factormlemodelsarimax
structuralvarmax)get_macrodatac                     t        j                  dgd      } d}| j                  |dgd      }t        j                  t        d      D cg c]  }||z  	 c}   }t        ||       t        j                  dgd	      } d}| j                  |dgd      }t        j                  d|dgd
z  f   }t        ||       g d}t        j                  dgdd      } | j                  |d      }g d}t        ||d       g d}t        j                  dd      dz  }t        j                  t        j                  d      ddd|d      } | j                  |d      }g d}t        ||d       y c c}w )Nr      r   r   order      ?r   
   steps   )r   r   r   	   )gd!绾?g6FgZdH?gJg7e4S?gӣIVg}hj?   r   r   cr   trend)r   gڌU?gsK!q?gP?g2y?gvp71$?g-c}c?g?gZrL_g?q ?gqqư>atol)gSs?g!WYj(@gI4X?g$ۮDg{d3?gG7g*`7@\   r   [   )r   r   r   )r   r   r      T)r   seasonal_orderr   exogsimple_differencing)r   gDL$z?gmY.?g:q9^?g8dgMHk:!?gp-ޫ?g?H?g<ݭ,ѱg[}uU?gNx	N}?)	r
   SARIMAXimpulse_responsesnpr_ranger   arangezeros)modphiactualidesiredthetaparamsr%   s           t/var/www/dash_apps/app1/venv/lib/python3.12/site-packages/statsmodels/tsa/statespace/tests/test_impulse_responses.pytest_sarimaxr6      sf   
//1#Y
/C
C""C82"6FeeU2Y/S!V/0GFG$ //1#Y
/CE""E1:R"8FeeAuqc!eO$GFG$5F
//1#Yc
:C""6"4F,GFG$/4F99QQD
//"((2,i)5St.24C ""6"4F4GFG$/Q 0s   E1c                  n   d} t        j                  dgd      }d}|j                  d|g|       }t        j                  t        | dz         D cg c]  }||z  	 c}   }t        ||       t        j                  dgd      }|j                  dg|       }t        |d       t        j                         5  t        j                  d       t        j                  dgd	      }d d d        |j                  dg|       }t        |d       t        j                  dgd
      }|j                  dg|       }t        |d       t        j                  dgd      }|j                  ddg|       }t        |d       t        j                  dgd      }|j                  dg|       }t        |d       t        j                         5  t        j                  d       t        j                  dgd      }d d d        |j                  dg|       }t        |d       t        j                  dgd      }|j                  dg|       }t        |d       t        j                  dgd      }|j                  ddg|       }t        |d       t        j                  dgd      }|j                  dg|       }t        |d       t        j                  dgd      }|j                  g d|       }t        |d       |j                  g d| d      }t        |t        j                  | dz                t        j                  dgd      }|j                  ddg|       }t        |t        j                  | dz                t        j                  dgd      }|j                  ddg|       }t        |t        j                  | dz                t        j                  dgddd      }|j                  dg|       }t        |d       t        j                  dgdd      }|j                  ddg|       }t        j                  dt        j                  ddg| dz        f   }t        ||       t        j                  dgdd      }|j                  ddg|       }t        |d       t        j                  dgddd      }|j                  g dd       }t        j                  d      t        j                  d      g}t        j                  d       t        j                  d      g}t        j                  ||g      }t        j                  | dz         }ddg}	t        | dz         D ](  }||xx   |	d   z  cc<   t        j                   ||	      }	* t        ||       y c c}w # 1 sw Y   xY w# 1 sw Y   xY w)!Nr   r   r   )autoregressiver   	irregular      ?ignorezfixed interceptzdeterministic constantzlocal levelzrandom walkzfixed slopezdeterministic trendz local linear deterministic trendzrandom walk with driftzlocal linear trend)r:   r:   r:   impulsezsmooth trendzrandom trendr   F)seasonalstochastic_seasonal)r>   T)cycle333333?)rA   stochastic_cycle)r:   r:   rB   r   )r   UnobservedComponentsr(   r)   r*   r+   r   warningscatch_warningssimplefilterr,   tilecossinarrayr-   dot)
r   r.   r/   r0   r1   r2   x1x2Tstatess
             r5   test_structuralrQ   L   sM   E 
)
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)
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 
	 	 	" Fh'--qc3DEF ""B4/FFA 
)
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)
)1#}
=C""B8U3FFA 
)
)1#}
=C""B4/FFA
 
	 	 	" Bh'--qc=AB ""B4/FFA 
)
)1#/D
EC""B4/FFA 
)
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/1C""B8U3FFA 
)
)1#/G
HC""B4/FFA 
)
)1#/C
DC""<7FFA""<"BFFBIIeai01 
)
)1#~
>C""B8U3FFBIIeai01 
)
)1#~
>C""B8U3FFBIIeai01 
)
)1#{Q>CEC""B4/FFA 
)
)1#{Q
GC""B8U3FeeArwwAw
334GFG$ 
)
)1#{$
GC""B9e4FFA 
)
)1#{$;?AC""=";F
&&+rvvc{	#B66#;,s	$B
"bAhhuqy!GVF519 #
fQi
6"# FG$[ 7F F0B Bs   V7-V-V*V'*V4c            	      	   d} i t         _        t        j                  dggdd      }t        j                  dgd      }|j                  g d|       }|j                  g d|       }t        ||       t        j                  dggd	d      }t        j                  dgd
      }|j                  g d|       }|j                  g d|       }t        ||       t        j                         5  t        j                  d       t        j                  dggdd      }d d d        t        j                  dgd      }|j                  g d|       }|j                  g d|       }t        ||       t        }d}t        j                  ||      5  t        j                  dggdd      }d d d        t        j                  dgdd      }|j                  g d|       }|j                  g d|       }t        ||       g d}g d}g d}	g d}
g d}g d}g d}g d}g d}t        j                  ddggdd      }|j                  || d      }t        |t        j                  ||	f   d       |j                  || d      }t        |t        j                  |
|f   d       |j                  || dd !      }t        |t        j                  ||f   d       |j                  || dd !      }t        |t        j                  ||f   d       t               j!                  t"        d"ft        j$                  #      }t'        j(                  |d d df   |d d df   |d d d$f   d%      }t        j                  |d&d      }|j+                         }t        j                  |d&d      }|j+                         }t        j,                  t.        d'      5  |j                  d(d)       d d d        |j                  d(d)      }|j                  d(g d*      }t        ||       t        j                         5  t        j                  d       t        j                  t        j0                  j3                  | d$f+      ddt        j4                  |       d,d,-      }d d d        |j                  |j6                  |        y # 1 sw Y   xY w# 1 sw Y   .xY w# 1 sw Y   xY w# 1 sw Y   LxY w).Nr   r   )r   r   nr   r   r   r   r   r   皙?r   )r   r   )r   r   r   r;   r   r   r   )r   rV   皙?皙ɿr   zVARMA\(p,q\) models is notmatchr   )r   r   rV   rX   rY   r   )g]ݕTg3hKʛˎ?gnͿg)3Һ?gjɯgv"vz?g:1?g&NQr?gl/ڬ?gT?g/]?g4rL Z?gDs?)r   gWͿgB"mOTgDlp?gQ^gY4gNGɫ?gnU?g =EQgK?2I?gh㈵4?)r   g!w(?gS"?g^IԀg8
?gϹr?g'eRC?g @=?gBD?3ۃ?g%?)r   g%Ѻ?gg\8?gqѰg	y?gmr	?gc wA?g4w?gºx?gA
A?gfh<A?)r   gCr?gKXc'?gA ?g͒ 5l?g33~?g^:?gVj?g10&T?g<-?p'P?gMb@?)g^W?g岁gǺ6gp?g 3O?g|	5g*6u!;?]/M?gמYgfLg?giUMu>)g_5!Z?gR=Ne?gV%a?g3/0gf.py9?g2+?gh㈵>g-C6>gIӠh>g	>gkNu>)r   gWB?gNp?g9̗Gg_vON?gmO>?:ܳS>r\   r]   gTqs*>r^   )g`ws?g%.?g5V?gŭG?gMۿҤ4?g]E~?g 3O?g?̔?g_>Y1\>g&|>g&|>r<   r   r   r   T)r=   orthogonalized   )typer   )abr   )r   r   zEndog must be pd.DataFrame.   rc   )r   r   r   sizeF)r   r   r%   enforce_stationarityenforce_invertibility)r   __warningregistry__VARMAXr
   r'   r(   r   rE   rF   rG   r   pytestwarnsr)   c_r   viewfloatndarraypd	DataFramefitraises
ValueErrorrandomnormalonesstart_params)r   mod1mod2r0   r2   warningr[   r4   irf_00irf_01irf_10irf_11oirf_00oirf_01oirf_10oirf_11r.   datadfmod1_resultmod2_result	response1	response2s                          r5   test_varmaxr      s   E "$F ==1#fC8D??A3i0D##M59F$$]E:GFG$ ==1#fC8D??A3i0D##M59F$$]E:GFG$ 
	 	 	" =h'}}qcU&<= ??A3i0D##$<eDF$$%=uEGFG$  G)E	gU	+ =}}qcU&<=??A3is;D##$@%HF$$%A5IGFG$/F2F2F2F0FBG@G7GAG --!Qc
:C ""65!"<FFBEE&&.1=""65!"<FFBEE&&.1= ""65!26 # 8FFBEE'7"23$?""65!26 # 8FFBEE'7"23$? ?
<D	!Q$Z!Q$Z!Q$Z 
B
 ==65D((*K==V37D((*K	z)F	G 6%%a%56 --a-=I--a-CIIy) 
	 	 	" )h'mmII5!*-V3e"')) #**E2y= == =D6 6) )s1   .0SSS%A$S1SS"%S.1S:c            	      :   d} t         j                  j                  |       }t        j                  ddggdd      }t        j                  dgd      }|j                  g d	|       }|j                  g d
|       }t        |d d df   d|z         t        |d d df   d|z         t        j                  t        j                  | df      dd|      }t        j                  dgd      }|j                  g d|       }|j                  g d
|       }t        |d d df   d|z         t        |d d df   d|z         t        j                  t         j                  j                  | df      dd|ddd      }|j                  |j                  |        y )Nr   re   r   r   r   )	k_factorsfactor_orderrT   r   )皙?r:   r:   r   rV   rU   r   r   )r   r   r%   )r   r      r:   r:   r   rV   r`   TF)r   r   r%   error_order	error_varrg   )r)   rv   rw   r   DynamicFactorr
   r'   r(   r   r-   ry   )r   r%   rz   r{   r0   r2   r.   s          r5   test_dynamic_factorr   7  s}   E99'D ''!QAAND??A3i0D##$A5IF$$]E:GF1a4L$.1F1a4L#-0 ''%(<56TCD??A3i0D##,e5F$$]E:GF1a4L$.1F1a4L#-0 
&
&ryy'7'7eQZ'7'H1234<ACC #**E2    c                     t        j                  dgdz  d      } | j                  ddg       t        j                  d      }d|dd d	f<   d
|dd	d f<   || d<   | j
                  j                         }t        j                  t        j                  ddgdz  d
gd	z  f         j                  dd      }t        ||       y )Nr   r   r   r   r   r:   )r   r   r   .r   rV   
transitionr   r#   r   )r
   r'   updater)   r-   ssmr(   cumprodr*   reshaper   )r.   rO   irfsr2   s       r5   test_time_varying_ssmr   V  s    
//1#()
4CJJSz
AAc2A2gJAc12gJC77$$&Djjq3%!)cUQY678@@QGGD'"r   c                   ,     e Zd ZdZd fd	ZddZ xZS )TVSSz
    Time-varying state space model for testing

    This creates a state space model with randomly generated time-varying
    system matrices. When used in a test, that test should use
    `reset_randomstate` to ensure consistent test runs.
    c                    d}d}||}t         |   |||d       t        j                  j	                  | j
                  | j                  f      | d<   t        j                  | j
                  | j                  | j                  f      | d<   t        j                  | j                  | j                  | j                  f      | d<   t        j                  | j                  | j                  j                  | j                  f      | d<   t        j                  j	                  | j
                  || j                  f      | dd d d |d d f<   t        j                  j                  d	d
| j                  |f      D cg c]  }t        j                  |       }}t        j                  || j                        }||z  |j                  ddd      z  j                  ddd      | dd |d |d d f<   t        j                  j	                  || j                  j                  | j                  f      | dd |d d d d f<   t        j                  j	                  | j
                  | j
                  | j                  f      }t        j                  j	                  | j                  j                  | j                  j                  | j                  f      }	t        j                   |      }
t        j                   |	      }t#        | j                        D ]`  }t        j$                  |d|f   |d|f   j&                        |
d|f<   t        j$                  |	d|f   |	d|f   j&                        |d|f<   b |
| d<   || d<   y c c}w )Nr   diffuse)k_statesk_posdefinitializationre   obs_interceptdesignr   	selectiongg?r   r   .obs_cov	state_cov)super__init__r)   rv   rw   k_endognobsr-   r   r   r   uniformdiagr   rvs	transpose
zeros_liker+   rL   rO   )selfendog	_k_statesr   r   dDQH05Q05Ht	__class__s               r5   r   zTVSS.__init__l  s    I$	 	 	
 !#		 0 0,,		* !1 !,_4<<		"JKXXX]]DMM49957\HH]]DHH--tyy9;[*,))*:*:,,$))4 +; +6Xq)8)Q&' ii''cH8M'NP WWQZ P POOH4995EAKK1a(())Aq!*< 	\9H9ixi23-/YY-=-=DHH--tyy9 .> .;[)8)Q)* iiT\\4<<$KLii((##TXX%6%6		B  DMM#MM#tyy! 	;As36{CQKMM:Ac1fIs36{CQKMM:Ac1fI	; Y[%Ps   ?Nc                      | j                   |fi |}| j                  j                  j                         D ]C  }|dv rt	        | j
                  |j
                        }| j                  |dd |f   ||dd |f<   E |S )N)obsstate_intercept.)r   r   shapeskeysminr   )r   r   r%   kwargsr.   keyrS   s          r5   clonez
TVSS.clone  s    dnnU-f-88??'') 	7C00DIIsxx(A $c2A2 6CS"1"		7 
r   )N)__name__
__module____qualname____doc__r   r   __classcell__)r   s   @r5   r   r   d  s    -^	r   r   c                    t        t        j                  d            }|j                  g |j                  dz
        }|j                  g |j                  dz
  d      }|j                  g |j                  dz
  d      }|j                  g |j                  dz
  d      }|j                  g |j                  dz
  dd	      }|d
   }|d   }|d   }	|d   }
t        j
                  j                  |
      }t        j                  |j                  dz
  df      t        j                  z  }t        j                  |j                  dz
  df      t        j                  z  }|	d   }t        d|j                        D ]|  }|d d d d |f   j                  |      d d df   ||dz
  <   |d d d d |f   j                  |      j                  |      d d df   ||dz
  <   |d d d d |f   j                  |      }~ t        ||       t        ||       t        |t        j                  |d             t        ||       t        |t        j                  |d             y )Nr   r   r   r   r   r   anchorT)r   
cumulative)r   r_   )r   r   r_   r   r   r   r   .r   r   .r   axisr   r)   r-   r(   r   linalgcholeskynanr+   rL   r   cumsum)reset_randomstater.   r   irfs_anchorcirfsoirfscoirfsZrO   Rr   Ldesired_irfsdesired_oirfstmpr1   s                   r5   test_time_varying_in_sampler     s#   
rxx 
!C   388a< 8D''#((Q,q'IK !!"CHHqLT!JE!!"CHHqL!NE""2SXX\d26 # 8F 	HALAKA A
		1A88SXX\1-.7LHHchhlA./"&&8M
F)C1chh "1ajnnS1!Q$7QU Aqz~~c266q9!Q$?a!e1ajnnS!"
 D,'K.E299\:;E=)FBIIm!<=r   c           
         t        t        j                  d            }t        j                  j	                  |dd d d d df   j
                        }t        j                  j	                  |dd d d d df   j
                        }|j                  g |j                  |d d d d d f   |d d d d d f         }|j                  g |j                  d|d d d d d f   |d d d d d f         }|j                  g |j                  |d d d d d f   |d d d d d f   d	
      }|j                  g |j                  |d d d d d f   |d d d d d f   d	      }|j                  g |j                  |d d d d d f   |d d d d d f   d	d	      }|d   }	|d   }
|d   }|d   }t        j                  j                  |      }t        j                  |j                  df      t        j                  z  }t        j                  |j                  df      t        j                  z  }|d   }t        d|j                        D ]|  }|	d d d d |f   j                  |      d d df   ||dz
  <   |	d d d d |f   j                  |      j                  |      d d df   ||dz
  <   |
d d d d |f   j                  |      }~ |j                  |      d d df   ||j                  dz
  <   |j                  |      j                  |      d d df   ||j                  dz
  <   t        ||       t        ||       t        |t        j                  |d             t        ||       t        |t        j                  |d             y )Nr   r   r@   re   r   )r   r   r   r   r   r   r   r   T)r   r   r   r   )r   r   r   r_   )r   r   r   r   r_   r   r   r   r   r   r   )r   r)   r-   rv   rw   shaper(   r   r   r   r   r+   rL   r   r   )r   r.   new_Znew_Tr   r   r   r   r   r   rO   r   r   r   r   r   r   r1   s                     r5   test_time_varying_out_of_sampler     sN   
rxx 
!C II#h1b&8"9"?"?@EII#lAq"&<"="C"CDE  
#((5At#4At$ ! &D ''
#((1U1a:->At$ ( &K
 !!"CHHU1a:=N-21a:->-1 " 3E !!"CHHU1a:=N-21a:->15 " 7E ""
#((5At#4At$d # LF
 	HALAKA A
		1A88SXXqM*RVV3LHHchh]+bff4M
F)C1chh "1ajnnS1!Q$7QU Aqz~~c266q9!Q$?a!e1ajnnS!" "'31!5LA"'))C."4"4Q"71"=M#((Q,D,'K.E299\:;E=)FBIIm!<=r   c                    t        t        j                  d            }d}|j                  g |j                  dz
  |z
  |      }|j                  g |j                  dz
  |z
  |d      }|j                  g |j                  dz
  |z
  |d      }|j                  g |j                  dz
  |z
  |dd      }|d	   }|d
   }|d   }	|dd|f   }
t        j
                  j                  |
      }t        j                  |j                  |z
  dz
  df      t        j                  z  }t        j                  |j                  |z
  dz
  df      t        j                  z  }|	d|f   }t        d|j                  |z
        D ]  }|d d d d ||z   f   j                  |      d d df   ||dz
  <   |d d d d ||z   f   j                  |      j                  |      d d df   ||dz
  <   |d d d d ||z   f   j                  |      } t        ||       t        |t        j                  |d             t        ||       t        |t        j                  |d             y )Nr   r   r   r   T)r   r   r   )r   r   r_   )r   r   r   r_   r   r   r   r   .r   r   r   )r   r.   r   r   r   r   r   r   rO   r   r   r   r   r   r   r1   s                   r5   $test_time_varying_in_sample_anchoredr     sd   
rxx 
!C F  
#((Q,' ! 8D !!
#((Q,' " E !!
#((Q,' " E ""
#((Q,' # .F
 	HALAKAKf$%A
		1A88SXX.2A67"&&@LHHchh/!3Q78266AM
CK.C1chh'( +1a&j 0155c:1a4@QU Aq6z!1266s;??B1a4Ha!e1a&j !%%c*+
 D,'E299\:;E=)FBIIm!<=r   c           
      F   t        t        j                  d            }d}|dd d d d df   }|dd d d d df   }|j                  g |j                  |z
  ||d d d d d f   |d d d d d f         }|j                  g |j                  |z
  ||d d d d d f   |d d d d d f   d      }|j                  g |j                  |z
  ||d d d d d f   |d d d d d f   d	      }|j                  g |j                  |z
  ||d d d d d f   |d d d d d f   dd
      }|d   }	|d   }
|d   }|dd|f   }t        j
                  j                  |      }t        j                  |j                  |z
  df      t        j                  z  }t        j                  |j                  |z
  df      t        j                  z  }|d|f   }t        d|j                  |z
        D ]  }|	d d d d ||z   f   j                  |      d d df   ||dz
  <   |	d d d d ||z   f   j                  |      j                  |      d d df   ||dz
  <   |
d d d d ||z   f   j                  |      } |j                  |      d d df   ||j                  |z
  dz
  <   |j                  |      j                  |      d d df   ||j                  |z
  dz
  <   t        ||       t        |t        j                  |d             t        ||       t        |t        j                  |d             y )Nr   r   r   r@   r   r   Tr   r   r   r   r   r   r   r   r   r_   r   r   r   r   r   r_   r   r   .r   r   r   r   )r   r.   r   r   r   r   r   r   r   r   rO   r   r   r   r   r   r   r1   s                     r5   (test_time_varying_out_of_sample_anchoredr   -  s9   
rxx 
!C F!Q"#EaB&'E  
#((V#F5At;LAt$ ! &D
 !!
#((V#FQ4Z U1a:-> " E
 !!
#((V#FQ4Z U1a:-> " E
 ""
#((V#FQ4Z U1a:-> # .F 	HALAKAKf$%A
		1A88SXX.23bff<LHHchh/34rvv=M
CK.C1chh'( +1a&j 0155c:1a4@QU Aq6z!1266s;??B1a4Ha!e1a&j !%%c*+ +0))C.A*>LF"Q&'+099S>+=+=a+@A+FM#((V#a'(D,'E299\:;E=)FBIIm!<=r   c           	         t        t        j                  d            }t        j                  t
        d      5  |j                  g dd       d d d        t        j                  j                  |dd d d d dd f   j                  	      }t        j                  j                  |d
d d d d dd f   j                  	      }|j                  g dd||      }|j                  g dd||d      }|j                  g dd||d      }|j                  g dd||dd      }|d   }|d   }	t        j                  j                  |	      }
t        j                  d      t        j                  z  }t        j                  d      t        j                  z  }|d   }|d d d d df   j                  |      d d df   |d<   |d d d d df   j                  |      j                  |
      d d df   |d<   |d   j                  |      }|d d d d df   j                  |      d d df   |d<   |d d d d df   j                  |      j                  |
      d d df   |d<   t        ||       t        |t        j                  |d             t        ||       t        |t        j                  |d             y # 1 sw Y   oxY w)Nr   zModel has time-varyingrZ   r   endr   r   r   re   r   r   Tr   r   r   r   )r   .r@   rW   ).r@   r   r   r   r   )r   r)   r-   rk   rt   ru   r(   rv   rw   r   r   r   r   rL   r   r   )r   r.   r   r   r   r   r   r   r   r   r   r   r   r   s                 r5   ,test_time_varying_out_of_sample_anchored_endr   a  s   
rxx 
!C 
z)A	B 9b%89 II#h1bc&9":"@"@AEII#lAq"#&=">"D"DEE  1U(-% ! AD !!
!E%E " E !!
!E%E " E ""
!E%E # .F
 	KA !A
		1A88F#bff,LHHV$rvv-M G*CAq!Gn((-ad3LOQ1W~))#.2215ad;M!
-

C
 CAq!Gn((-ad3LOQ1W~))#.2215ad;M!D,'E299\:;E=)FBIIm!<=Y9 9s   J<<Kc                     t        j                  t        j                  d            } t	        j
                  |       }|j                  ddg      }|j                  d      }t        j                  g d      }t        |j                  d      |       t        |j                  j                  |j                               y )Nr   r   r:   r   r:   r   g      ?)rq   Seriesr)   r-   r
   r'   filterr(   r   r   indexequalsr   r.   resr0   r2   s        r5   !test_pandas_univariate_rangeindexr     s    IIbhhqk"E
//%
 C
**c2Y
C""1%Fii(GC))!,g6FLL./r   c                     t        j                  ddt              } t        j                  t	        j
                  d      |       }t        j                  |      }|j                  ddg      }|j                  d      }t        j                  g d      }t        |j                  d      |       t        |j                  j                  |j                               y )	N2000r   startperiodsfreqr   r   r:   r   r   )rq   
date_ranger   r   r)   r-   r
   r'   r   r(   r   r   r   r   ixr   r.   r   r0   r2   s         r5    test_pandas_univariate_dateindexr    s    	VQY	?BIIbhhqk,E
//%
 C
**c2Y
C""1%Fii(GC))!,g6FLL./r   c                     t        j                  t        j                  d            } t	        j
                  | d      }|j                  g d      }|j                  d      }t        j                  g dg dg      j                  }t        ||       t        |j                  j                  |j                               y )Nr   r   rS   r   r           r  rV   r:   r  r:   r   r   r  r  r  )rq   rr   r)   r-   r   rj   r   r(   rO   r   r   r   r   r   s        r5   #test_pandas_multivariate_rangeindexr    s    LL&)*E
--S
)C
**3
4C""1%FllO\:;==GFG$FLL./r   c                     t        j                  ddt              } t        j                  t	        j
                  d      |       }t        j                  |d      }|j                  g d      }|j                  d	      }t        j                  g d
g dg      j                  }t        ||       t        |j                  j                  |j                               y )Nr  r   r  r  r  rS   r  r  r   r   r  )rq   r  r   rr   r)   r-   r   rj   r   r(   rO   r   r   r   r   r	  s         r5   "test_pandas_multivariate_dateindexr    s    	VQY	?BLL&)4E
--S
)C
**3
4C""1%FllO\:;==GFG$FLL./r   c                  (   t        j                  ddt              } t        j                  t	        j
                  d      |       }t        |      }|j                  g       }|j                  dd      }|j                  d| d         }t        ||       t        |j                  j                  |j                               |j                  dd	      }t        ||       t        |j                  j                  |j                               y )
Nr  r   r  r   r  r   r   )r   i)rq   r  r   rr   r)   r-   r   r   r(   r   r   r   r   )r
  r   r.   r   r2   r0   s         r5   test_pandas_anchorr    s    	VRi	@BLL'*"5E
u+C
**R.C##Aa#0G ""1RU"3FFG$FLL./ ""1R"0FFG$FLL./r   ))r   statsmodels.compat.pandasr   rE   numpyr)   numpy.testingr   r   pandasrq   rk   scipy.statsr   statsmodels.tools.sm_exceptionsr   statsmodels.tsa.statespacer   r	   r
   r   r   (statsmodels.tsa.vector_ar.tests.test_varr   r6   rQ   r   r   r   MLEModelr   r   r   r   r   r   r   r  r  r  r   r   r5   <module>r!     s    0   2   # =  C-0`t%nq3h3>#@8 @F$>N1>h(>V1>h0>f	0
0	0
00r   