reconnect moved files to git repo

venv/lib/python3.11/site-packages/statsmodels/sandbox/tests/savervs.py

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+'''generates some ARMA random samples and saves to python module file
+
+'''
+
+import numpy as np
+from statsmodels.tsa.arima_process import arma_generate_sample
+from .maketests_mlabwrap import HoldIt
+
+
+if __name__ == '__main__':
+    filen = 'savedrvs_tmp.py'
+    np.set_printoptions(precision=14, linewidth=100)
+
+
+    # check arma to return same as random.normal
+    np.random.seed(10000)
+    xo = arma_generate_sample([1], [1], nsample=100)
+    xo2 = np.round(xo*1000).astype(int)
+    np.random.seed(10000)
+    rvs = np.random.normal(size=100)
+    rvs2 = np.round(xo*1000).astype(int)
+    assert (xo2==rvs2).all()
+
+    nsample = 1000
+    data =  HoldIt('rvsdata')
+
+    np.random.seed(10000)
+    xo = arma_generate_sample([1, -0.8, 0.5], [1], nsample=nsample)
+    data.xar2 = np.round(xo*1000).astype(int)
+    np.random.seed(10000)
+    xo = np.random.normal(size=nsample)
+    data.xnormal = np.round(xo*1000).astype(int)
+    np.random.seed(10000)
+    xo = arma_generate_sample([1, -0.8, 0.5, -0.3], [1, 0.3, 0.2], nsample=nsample)
+    data.xarma32 = np.round(xo*1000).astype(int)
+
+    data.save(filename=filen, comment='generated data, divide by 1000, see savervs')