# coding: utf-8

# DO NOT EDIT
# Autogenerated from the notebook tsa_dates.ipynb.
# Edit the notebook and then sync the output with this file.
#
# flake8: noqa
# DO NOT EDIT

# # Dates in timeseries models

import statsmodels.api as sm
import numpy as np
import pandas as pd

# ## Getting started

data = sm.datasets.sunspots.load()

# Right now an annual date series must be datetimes at the end of the
# year.

from datetime import datetime
dates = sm.tsa.datetools.dates_from_range('1700', length=len(data.endog))

# ## Using Pandas
#
# Make a pandas TimeSeries or DataFrame

endog = pd.Series(data.endog, index=dates)

# Instantiate the model

ar_model = sm.tsa.AR(endog, freq='A')
pandas_ar_res = ar_model.fit(maxlag=9, method='mle', disp=-1)

# Out-of-sample prediction

pred = pandas_ar_res.predict(start='2005', end='2015')
print(pred)

# ## Using explicit dates

ar_model = sm.tsa.AR(data.endog, dates=dates, freq='A')
ar_res = ar_model.fit(maxlag=9, method='mle', disp=-1)
pred = ar_res.predict(start='2005', end='2015')
print(pred)

# This just returns a regular array, but since the model has date
# information attached, you can get the prediction dates in a roundabout
# way.

print(ar_res.data.predict_dates)

# Note: This attribute only exists if predict has been called. It holds
# the dates associated with the last call to predict.