reconnect moved files to git repo

venv/lib/python3.11/site-packages/statsmodels/tsa/interp/tests/test_denton.py

@@ -0,0 +1,30 @@
+import numpy as np
+from statsmodels.tsa.interp import dentonm
+
+
+def test_denton_quarterly():
+    # Data and results taken from IMF paper
+    indicator = np.array([98.2, 100.8, 102.2, 100.8, 99.0, 101.6,
+                          102.7, 101.5, 100.5, 103.0, 103.5, 101.5])
+    benchmark = np.array([4000.,4161.4])
+    x_imf = dentonm(indicator, benchmark, freq="aq")
+    imf_stata = np.array([969.8, 998.4, 1018.3, 1013.4, 1007.2, 1042.9,
+                                1060.3, 1051.0, 1040.6, 1066.5, 1071.7, 1051.0])
+    np.testing.assert_almost_equal(imf_stata, x_imf, 1)
+
+
+def test_denton_quarterly2():
+    # Test denton vs stata. Higher precision than other test.
+    zQ = np.array([50,100,150,100] * 5)
+    Y = np.array([500,400,300,400,500])
+    x_denton = dentonm(zQ, Y, freq="aq")
+    x_stata = np.array([64.334796,127.80616,187.82379,120.03526,56.563894,
+                    105.97568,147.50144,89.958987,40.547201,74.445963,
+                    108.34473,76.66211,42.763347,94.14664,153.41596,
+                    109.67405,58.290761,122.62556,190.41409,128.66959])
+    np.testing.assert_almost_equal(x_denton, x_stata, 5)
+
+
+if __name__ == "__main__":
+    import pytest
+    pytest.main([__file__, '-vvs', '-x', '--pdb'])