1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
|
#! /usr/bin/env python
from __future__ import print_function
from openturns import *
TESTPREAMBLE()
RandomGenerator.SetSeed(0)
try:
# Constructor with size
dim = 1
p = 6
q = 4
lastValues = NumericalSample(p, dim)
lastNoiseValues = NumericalSample(q, dim)
for j in range(dim):
# Fill the AR-part (the last p-coefficients X_{-1}, X{-2},..., X_{-p})
for i in range(p):
lastValues[i, j] = 2.0 * i + 3.0 * j + 1.0
# Fill the MA-part (the last p-coefficients \epsilon_{-1},
# \epsilon_{-2},..., \epsilon_{-p})
for i in range(q):
lastNoiseValues[i, j] = RandomGenerator.Generate()
# Print the initial state of the ARMA : coefficients
print("Last values = ", repr(lastValues))
print("Last noise values = ", repr(lastNoiseValues))
# default constructor
myDefaultState = ARMAState()
print("ARMAState with default constructor = ", repr(myDefaultState))
# standard constructor
myState = ARMAState(lastValues, lastNoiseValues)
print("ARMAState = ", repr(myState))
except:
import sys
print("t_ARMAState_std.py", sys.exc_info()[0], sys.exc_info()[1])
|
