(python2.7)Toms-MacBook-Pro:python2.7 tom$ python -c "import statsmodels as s;
s.test('full')"
Running unit tests for statsmodels
NumPy version 1.8.0.dev-b5fd429
NumPy is installed in /Users/tom/python2.7/lib/python2.7/site-packages/numpy
Python version 2.7.3 (default, Feb 10 2013, 17:17:55) [GCC 4.2.1 Compatible Apple LLVM 4.2 (clang-425.0.24)]
nose version 1.3.0
/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/vector_ar/var_model.py:339: FutureWarning: The names argument is deprecated and will be removed in the next release.
"removed in the next release.", FutureWarning)
.........................................................................................................................S.....S.......................................................................S..............................................................................................................E...........................................................FFFFFFF......................................................................................QC check did not pass for 3 out of 4 parameters
Try increasing solver accuracy or number of iterations, decreasing alpha, or switch solvers
F..................EEEEE....................................................................................................................................................................................................................................EE..................................E.E............................................................S..............................................................................................................................................................................................................................................................................................S........S..........S........S.........S..........S........S.........S.........S...........................................................................................E....................../Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/stats/correlation_tools.py:82: UserWarning: maximum iteration reached
warnings.warn('maximum iteration reached')
.......................................................................................................................................................................................................................................................................................................................................................................................................................................................S....................................................................F.........no overlap, power is zero, TODO
no overlap, power is zero, TODO
no overlap, power is zero, TODO
..no overlap, power is zero, TODO
no overlap, power is zero, TODO
no overlap, power is zero, TODO
no overlap, power is zero, TODO
no overlap, power is zero, TODO
......./Users/tom/python2.7/lib/python2.7/site-packages/scipy/stats/stats.py:1292: UserWarning: kurtosistest only valid for n>=20 ... continuing anyway, n=15
int(n))
..................................................................................................................................................................................................F..................EEE.F............................................................................EEEEEEEE............................................................EEEE................................................................EEEE.E.E...EEEEE..EE.EE.........................................................
======================================================================
ERROR: test suite for <class 'statsmodels.discrete.tests.test_discrete.TestPoissonL1Compatability'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/discrete/tests/test_discrete.py", line 562, in setupClass
trim_mode='auto')
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/discrete/discrete_model.py", line 756, in fit_regularized
size_trim_tol=size_trim_tol, qc_tol=qc_tol, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/discrete/discrete_model.py", line 312, in fit_regularized
cov_params_func=cov_params_func, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/base/model.py", line 330, in fit
Hinv = cov_params_func(self, xopt, retvals)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/discrete/discrete_model.py", line 332, in cov_params_func_l1
H_restricted_inv = np.linalg.inv(-H_restricted)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/linalg/linalg.py", line 500, in inv
ainv = _umath_linalg.inv(a, signature=signature, extobj=extobj)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/linalg/linalg.py", line 88, in _raise_linalgerror_singular
raise LinAlgError("Singular matrix")
LinAlgError: Singular matrix
======================================================================
ERROR: Failure: IndexError (too many indices)
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/loader.py", line 518, in makeTest
return self._makeTest(obj, parent)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/loader.py", line 577, in _makeTest
return MethodTestCase(obj)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 345, in __init__
self.inst = self.cls()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/tests/test_aft.py", line 19, in __init__
super(Test_AFTModel, self).__init__()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/tests/test_aft.py", line 12, in __init__
self.mod1 = sm.emplike.emplikeAFT(endog, exog, data.censors)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/aft_el.py", line 248, in __init__
self.uncens_endog = self.endog[np.bool_(self.censors), :].\
IndexError: too many indices
======================================================================
ERROR: Failure: IndexError (too many indices)
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/loader.py", line 518, in makeTest
return self._makeTest(obj, parent)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/loader.py", line 577, in _makeTest
return MethodTestCase(obj)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 345, in __init__
self.inst = self.cls()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/tests/test_aft.py", line 19, in __init__
super(Test_AFTModel, self).__init__()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/tests/test_aft.py", line 12, in __init__
self.mod1 = sm.emplike.emplikeAFT(endog, exog, data.censors)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/aft_el.py", line 248, in __init__
self.uncens_endog = self.endog[np.bool_(self.censors), :].\
IndexError: too many indices
======================================================================
ERROR: Failure: IndexError (too many indices)
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/loader.py", line 518, in makeTest
return self._makeTest(obj, parent)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/loader.py", line 577, in _makeTest
return MethodTestCase(obj)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 345, in __init__
self.inst = self.cls()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/tests/test_aft.py", line 19, in __init__
super(Test_AFTModel, self).__init__()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/tests/test_aft.py", line 12, in __init__
self.mod1 = sm.emplike.emplikeAFT(endog, exog, data.censors)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/aft_el.py", line 248, in __init__
self.uncens_endog = self.endog[np.bool_(self.censors), :].\
IndexError: too many indices
======================================================================
ERROR: Failure: IndexError (too many indices)
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/loader.py", line 518, in makeTest
return self._makeTest(obj, parent)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/loader.py", line 577, in _makeTest
return MethodTestCase(obj)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 345, in __init__
self.inst = self.cls()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/tests/test_aft.py", line 19, in __init__
super(Test_AFTModel, self).__init__()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/tests/test_aft.py", line 12, in __init__
self.mod1 = sm.emplike.emplikeAFT(endog, exog, data.censors)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/aft_el.py", line 248, in __init__
self.uncens_endog = self.endog[np.bool_(self.censors), :].\
IndexError: too many indices
======================================================================
ERROR: Failure: IndexError (too many indices)
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/loader.py", line 518, in makeTest
return self._makeTest(obj, parent)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/loader.py", line 577, in _makeTest
return MethodTestCase(obj)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 345, in __init__
self.inst = self.cls()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/tests/test_aft.py", line 19, in __init__
super(Test_AFTModel, self).__init__()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/tests/test_aft.py", line 12, in __init__
self.mod1 = sm.emplike.emplikeAFT(endog, exog, data.censors)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/emplike/aft_el.py", line 248, in __init__
self.uncens_endog = self.endog[np.bool_(self.censors), :].\
IndexError: too many indices
======================================================================
ERROR: statsmodels.graphics.tests.test_correlation.test_plot_corr
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/decorators.py", line 149, in skipper_func
return f(*args, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/graphics/tests/test_correlation.py", line 20, in test_plot_corr
fig = plot_corr(corr_matrix, xnames=hie_data.names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/graphics/correlation.py", line 115, in plot_corr
fig.tight_layout()
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/figure.py", line 1543, in tight_layout
rect=rect)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/tight_layout.py", line 352, in get_tight_layout_figure
pad=pad, h_pad=h_pad, w_pad=w_pad)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/tight_layout.py", line 129, in auto_adjust_subplotpars
tight_bbox_raw = union([ax.get_tightbbox(renderer) for ax in subplots])
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/axes.py", line 8895, in get_tightbbox
bb.append(self.title.get_window_extent(renderer))
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/text.py", line 752, in get_window_extent
bbox, info = self._get_layout(self._renderer)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/text.py", line 304, in _get_layout
ismath=False)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/backends/backend_macosx.py", line 159, in get_text_width_height_descent
width, height, descent = self.gc.get_text_width_height_descent(unicode(s), family, size, weight, style)
RuntimeError: CGContextRef is NULL
======================================================================
ERROR: statsmodels.graphics.tests.test_correlation.test_plot_corr_grid
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/decorators.py", line 149, in skipper_func
return f(*args, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/graphics/tests/test_correlation.py", line 35, in test_plot_corr_grid
fig = plot_corr_grid([corr_matrix] * 2, xnames=hie_data.names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/graphics/correlation.py", line 218, in plot_corr_grid
normcolor=normcolor, ax=ax, cmap=cmap)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/graphics/correlation.py", line 115, in plot_corr
fig.tight_layout()
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/figure.py", line 1543, in tight_layout
rect=rect)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/tight_layout.py", line 352, in get_tight_layout_figure
pad=pad, h_pad=h_pad, w_pad=w_pad)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/tight_layout.py", line 129, in auto_adjust_subplotpars
tight_bbox_raw = union([ax.get_tightbbox(renderer) for ax in subplots])
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/axes.py", line 8897, in get_tightbbox
bb_xaxis = self.xaxis.get_tightbbox(renderer)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/axis.py", line 1018, in get_tightbbox
renderer)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/axis.py", line 1001, in _get_tick_bboxes
extent = tick.label1.get_window_extent(renderer)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/text.py", line 752, in get_window_extent
bbox, info = self._get_layout(self._renderer)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/text.py", line 304, in _get_layout
ismath=False)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/backends/backend_macosx.py", line 159, in get_text_width_height_descent
width, height, descent = self.gc.get_text_width_height_descent(unicode(s), family, size, weight, style)
RuntimeError: CGContextRef is NULL
======================================================================
ERROR: statsmodels.graphics.tests.test_regressionplots.TestPlot.test_plot_oth
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/graphics/tests/test_regressionplots.py", line 72, in test_plot_oth
plot_partregress_grid(res, exog_idx=[0,1])
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/graphics/regressionplots.py", line 466, in plot_partregress_grid
fig = utils.maybe_tight_layout(fig)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/graphics/utils.py", line 156, in maybe_tight_layout
fig.tight_layout()
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/figure.py", line 1543, in tight_layout
rect=rect)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/tight_layout.py", line 352, in get_tight_layout_figure
pad=pad, h_pad=h_pad, w_pad=w_pad)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/tight_layout.py", line 129, in auto_adjust_subplotpars
tight_bbox_raw = union([ax.get_tightbbox(renderer) for ax in subplots])
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/axes.py", line 8897, in get_tightbbox
bb_xaxis = self.xaxis.get_tightbbox(renderer)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/axis.py", line 1018, in get_tightbbox
renderer)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/axis.py", line 1001, in _get_tick_bboxes
extent = tick.label1.get_window_extent(renderer)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/text.py", line 752, in get_window_extent
bbox, info = self._get_layout(self._renderer)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/text.py", line 304, in _get_layout
ismath=False)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/backends/backend_macosx.py", line 159, in get_text_width_height_descent
width, height, descent = self.gc.get_text_width_height_descent(unicode(s), family, size, weight, style)
RuntimeError: CGContextRef is NULL
======================================================================
ERROR: statsmodels.graphics.tests.test_regressionplots.TestPlotPandas.test_plot_oth
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/graphics/tests/test_regressionplots.py", line 72, in test_plot_oth
plot_partregress_grid(res, exog_idx=[0,1])
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/graphics/regressionplots.py", line 466, in plot_partregress_grid
fig = utils.maybe_tight_layout(fig)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/graphics/utils.py", line 156, in maybe_tight_layout
fig.tight_layout()
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/figure.py", line 1543, in tight_layout
rect=rect)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/tight_layout.py", line 352, in get_tight_layout_figure
pad=pad, h_pad=h_pad, w_pad=w_pad)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/tight_layout.py", line 129, in auto_adjust_subplotpars
tight_bbox_raw = union([ax.get_tightbbox(renderer) for ax in subplots])
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/axes.py", line 8897, in get_tightbbox
bb_xaxis = self.xaxis.get_tightbbox(renderer)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/axis.py", line 1018, in get_tightbbox
renderer)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/axis.py", line 1001, in _get_tick_bboxes
extent = tick.label1.get_window_extent(renderer)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/text.py", line 752, in get_window_extent
bbox, info = self._get_layout(self._renderer)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/text.py", line 304, in _get_layout
ismath=False)
File "/Users/tom/python2.7/lib/python2.7/site-packages/matplotlib/backends/backend_macosx.py", line 159, in get_text_width_height_descent
width, height, descent = self.gc.get_text_width_height_descent(unicode(s), family, size, weight, style)
RuntimeError: CGContextRef is NULL
======================================================================
ERROR: test_10000_to_ch (statsmodels.stats.libqsturng.tests.test_qsturng.test_qsturng)
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/stats/libqsturng/tests/test_qsturng.py", line 123, in test_10000_to_ch
ps, rs, vs, qs = read_ch(curdir + '/bootleg.dat') # <- generated by qtukey in R
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/stats/libqsturng/tests/test_qsturng.py", line 19, in read_ch
with open(fname) as f:
IOError: [Errno 2] No such file or directory: '/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/stats/libqsturng/tests/bootleg.dat'
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_ARIMA101'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 544, in setupClass
cls.res1 = ARIMA(endog, (1,0,1)).fit(trend="c", disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_ARIMA111'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 557, in setupClass
cls.res1 = ARIMA(cpi, (1,1,1)).fit(disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 997, in fit
full_output, disp, callback, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_ARIMA111CSS'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 587, in setupClass
cls.res1 = ARIMA(cpi, (1,1,1)).fit(disp=-1, method='css')
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 997, in fit
full_output, disp, callback, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 442, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_Y_ARMA11_Const'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 263, in setupClass
cls.res1 = ARMA(endog, order=(1,1)).fit(trend="c", disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_Y_ARMA11_Const_CSS'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 406, in setupClass
disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 442, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_Y_ARMA11_NoConst'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 197, in setupClass
cls.res1 = ARMA(endog, order=(1,1)).fit(trend='nc', disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_Y_ARMA11_NoConst_CSS'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 327, in setupClass
disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 442, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_Y_ARMA14_Const'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 273, in setupClass
cls.res1 = ARMA(endog, order=(1,4)).fit(trend="c", disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_Y_ARMA14_Const_CSS'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 418, in setupClass
disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 442, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_Y_ARMA14_NoConst'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 216, in setupClass
cls.res1 = ARMA(endog, order=(1,4)).fit(trend='nc', disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_Y_ARMA14_NoConst_CSS'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 337, in setupClass
disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 442, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_Y_ARMA41_Const'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 282, in setupClass
cls.res1 = ARMA(endog, order=(4,1)).fit(trend="c", disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_Y_ARMA41_Const_CSS'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 429, in setupClass
disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 442, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_Y_ARMA41_NoConst'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 226, in setupClass
cls.res1 = ARMA(endog, order=(4,1)).fit(trend='nc', disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_arima.Test_Y_ARMA41_NoConst_CSS'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 208, in run
self.setUp()
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 291, in setUp
self.setupContext(ancestor)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/suite.py", line 314, in setupContext
try_run(context, names)
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/util.py", line 469, in try_run
return func()
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 352, in setupClass
disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 442, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_compare_arma
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 65, in test_compare_arma
reskf = modkf.fit(trend='nc', disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_reset_trend
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 471, in test_reset_trend
res1 = mod.fit(trend="c", disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_start_params_bug
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 537, in test_start_params_bug
res = ARMA(data, order=(4,1)).fit(disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_arima_predict_mle_dates
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 673, in test_arima_predict_mle_dates
res1 = ARIMA(cpi, (4,1,1), dates=cpi_dates, freq='Q').fit(disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 997, in fit
full_output, disp, callback, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_arima_predict_css_dates
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 726, in test_arima_predict_css_dates
method='css', trend='nc')
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 997, in fit
full_output, disp, callback, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 442, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_arima_predict_mle
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 773, in test_arima_predict_mle
res1 = ARIMA(cpi, (4,1,1)).fit(disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 997, in fit
full_output, disp, callback, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_arima_predict_css
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 1147, in test_arima_predict_css
trend="nc")
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 997, in fit
full_output, disp, callback, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 442, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_arima_predict_css_diffs
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 1286, in test_arima_predict_css_diffs
trend="c")
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 997, in fit
full_output, disp, callback, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 442, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_arima_predict_mle_diffs
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 1429, in test_arima_predict_mle_diffs
res1 = ARIMA(cpi, (4,1,1)).fit(disp=-1, trend="c")
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 997, in fit
full_output, disp, callback, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_arima_wrapper
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 1567, in test_arima_wrapper
res = ARIMA(cpi, (4,1,1), freq='Q').fit(disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 997, in fit
full_output, disp, callback, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_1dexog
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 1579, in test_1dexog
mod = ARMA(endog, (1,1), exog).fit(disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_arima_predict_pandas_nofreq
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 1616, in test_arima_predict_pandas_nofreq
arma = ARMA(data, order=(1,0)).fit(disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 425, in _fit_start_params_hr
raise ValueError("The computed initial AR coefficients are not "
ValueError: The computed initial AR coefficients are not stationary
You should induce stationarity, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_arima_predict_exog
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 1669, in test_arima_predict_exog
disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_arima_predict_noma
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 1727, in test_arima_predict_noma
arma_res = arma.fit(disp=-1)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_arimax
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 1749, in test_arimax
ftol=1e-12, xtol=1e-12)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 997, in fit
full_output, disp, callback, **kwargs)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 821, in fit
start_params = self._fit_start_params((k_ar,k_ma,k), method)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 446, in _fit_start_params
start_params = self._fit_start_params_hr(order)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/arima_model.py", line 432, in _fit_start_params_hr
raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params.
======================================================================
FAIL: statsmodels.discrete.tests.test_discrete.TestProbitL1.test_aic
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/discrete/tests/test_discrete.py", line 394, in test_aic
self.res1.aic, self.res2.aic, DECIMAL_3)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 474, in assert_almost_equal
raise AssertionError(msg)
AssertionError:
Arrays are not almost equal to 3 decimals
ACTUAL: 44.36141955583647
DESIRED: 38.39977387754293
======================================================================
FAIL: statsmodels.discrete.tests.test_discrete.TestProbitL1.test_bic
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/discrete/tests/test_discrete.py", line 398, in test_bic
self.res1.bic, self.res2.bic, DECIMAL_3)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 474, in assert_almost_equal
raise AssertionError(msg)
AssertionError:
Arrays are not almost equal to 3 decimals
ACTUAL: 44.36141955583647
DESIRED: 42.796981585942106
======================================================================
FAIL: statsmodels.discrete.tests.test_discrete.TestProbitL1.test_bse
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/discrete/tests/test_discrete.py", line 386, in test_bse
assert_almost_equal(self.res1.bse, self.res2.bse, DECIMAL_4)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 458, in assert_almost_equal
return assert_array_almost_equal(actual, desired, decimal, err_msg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 819, in assert_array_almost_equal
header=('Arrays are not almost equal to %d decimals' % decimal))
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 615, in assert_array_compare
chk_same_position(x_isnan, y_isnan, hasval='nan')
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 595, in chk_same_position
raise AssertionError(msg)
AssertionError:
Arrays are not almost equal to 4 decimals
x and y nan location mismatch:
x: array([ nan, nan, nan, nan])
y: array([ 2.05922641, 0.61889778, 0.07383875, nan])
======================================================================
FAIL: statsmodels.discrete.tests.test_discrete.TestProbitL1.test_conf_int
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/discrete/tests/test_discrete.py", line 383, in test_conf_int
self.res1.conf_int(), self.res2.conf_int, DECIMAL_4)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 458, in assert_almost_equal
return assert_array_almost_equal(actual, desired, decimal, err_msg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 819, in assert_array_almost_equal
header=('Arrays are not almost equal to %d decimals' % decimal))
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 615, in assert_array_compare
chk_same_position(x_isnan, y_isnan, hasval='nan')
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 595, in chk_same_position
raise AssertionError(msg)
AssertionError:
Arrays are not almost equal to 4 decimals
x and y nan location mismatch:
x: array([[ nan, nan],
[ nan, nan],
[ nan, nan],
[ nan, nan]])
y: array([[-9.44077951, -1.36876033],
[ 0.03716721, 2.46320194],
[-0.09727571, 0.19216687],
[ nan, nan]])
======================================================================
FAIL: statsmodels.discrete.tests.test_discrete.TestProbitL1.test_cov_params
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/discrete/tests/test_discrete.py", line 416, in test_cov_params
self.res1.cov_params(), self.res2.cov_params, DECIMAL_4)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 458, in assert_almost_equal
return assert_array_almost_equal(actual, desired, decimal, err_msg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 819, in assert_array_almost_equal
header=('Arrays are not almost equal to %d decimals' % decimal))
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 615, in assert_array_compare
chk_same_position(x_isnan, y_isnan, hasval='nan')
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 595, in chk_same_position
raise AssertionError(msg)
AssertionError:
Arrays are not almost equal to 4 decimals
x and y nan location mismatch:
x: array([[ nan, nan, nan, nan],
[ nan, nan, nan, nan],
[ nan, nan, nan, nan],
[ nan, nan, nan, nan]])
y: array([[ 4.24041339, -0.83432592, -0.06827915, nan],
[-0.83432592, 0.38303447, -0.01700249, nan],
[-0.06827915, -0.01700249, 0.00545216, nan],
[ nan, nan, nan, nan]])
======================================================================
FAIL: statsmodels.discrete.tests.test_discrete.TestProbitL1.test_nnz_params
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/discrete/tests/test_discrete.py", line 390, in test_nnz_params
self.res1.nnz_params, self.res2.nnz_params, DECIMAL_4)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 474, in assert_almost_equal
raise AssertionError(msg)
AssertionError:
Arrays are not almost equal to 4 decimals
ACTUAL: 0
DESIRED: 3
======================================================================
FAIL: statsmodels.discrete.tests.test_discrete.TestProbitL1.test_params
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/discrete/tests/test_discrete.py", line 379, in test_params
assert_almost_equal(self.res1.params, self.res2.params, DECIMAL_4)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 458, in assert_almost_equal
return assert_array_almost_equal(actual, desired, decimal, err_msg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 819, in assert_array_almost_equal
header=('Arrays are not almost equal to %d decimals' % decimal))
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 652, in assert_array_compare
raise AssertionError(msg)
AssertionError:
Arrays are not almost equal to 4 decimals
(mismatch 75.0%)
x: array([ 0., 0., 0., 0.])
y: array([-5.40476992, 1.25018458, 0.04744558, 0. ])
======================================================================
FAIL: statsmodels.discrete.tests.test_discrete.TestSweepAlphaL1.test_sweep_alpha
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/discrete/tests/test_discrete.py", line 494, in test_sweep_alpha
assert_almost_equal(res2.params, self.res1.params[i], DECIMAL_4)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 458, in assert_almost_equal
return assert_array_almost_equal(actual, desired, decimal, err_msg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 819, in assert_array_almost_equal
header=('Arrays are not almost equal to %d decimals' % decimal))
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 652, in assert_array_compare
raise AssertionError(msg)
AssertionError:
Arrays are not almost equal to 4 decimals
(mismatch 100.0%)
x: array([-4163.47806032, 1019.39255645, 6.04894582, 902.32935339])
y: array([-10.37593611, 2.27080968, 0.06670638, 2.05723691])
======================================================================
FAIL: statsmodels.stats.tests.test_power.test_power_solver_warn
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/stats/tests/test_power.py", line 725, in test_power_solver_warn
assert_almost_equal(val, 1600, decimal=4)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 474, in assert_almost_equal
raise AssertionError(msg)
AssertionError:
Arrays are not almost equal to 4 decimals
ACTUAL: 6.9030809341711435e-06
DESIRED: 1600
======================================================================
FAIL: statsmodels.tsa.tests.test_ar.TestARMLEConstant.test_dynamic_predict
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_ar.py", line 159, in test_dynamic_predict
assert_almost_equal(fv, res2.fcdyn[start:end+1], DECIMAL_4)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 458, in assert_almost_equal
return assert_array_almost_equal(actual, desired, decimal, err_msg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 819, in assert_array_almost_equal
header=('Arrays are not almost equal to %d decimals' % decimal))
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 652, in assert_array_compare
raise AssertionError(msg)
AssertionError:
Arrays are not almost equal to 4 decimals
(mismatch 27.9069767442%)
x: array([ 11.23049853, 13.23737915, 19.66416987, 27.00383112,
33.57868265, 44.90793235, 47.95875227, 45.09355264,
36.50664185, 28.78826358, 23.48721623, 22.53218482,...
y: array([ 11.23047, 13.23731, 19.66407, 27.00373, 33.57858, 44.90784,
47.95866, 45.09347, 36.50656, 28.78818, 23.48711, 22.53206,
25.68737, 31.07822, 38.54836, 45.41845, 49.67139, 49.37283,...
======================================================================
FAIL: statsmodels.tsa.tests.test_arima.Test_ARIMA112CSS.test_arroots
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/tom/python2.7/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/Users/tom/python2.7/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-macosx-10.8-x86_64.egg/statsmodels/tsa/tests/test_arima.py", line 105, in test_arroots
self.decimal_arroots)
File "/Users/tom/python2.7/lib/python2.7/site-packages/numpy/testing/utils.py", line 454, in assert_almost_equal
raise AssertionError(msg)
AssertionError:
Arrays are not almost equal to 3 decimals
ACTUAL: array([ -3.72917037e-155+0.j])
DESIRED: [(-1.4442+0j)]
----------------------------------------------------------------------
Ran 2315 tests in 456.576s
FAILED (SKIP=14, errors=41, failures=11)
I'd be happy to run more tests today. I've also got a python 3 environment setup. I can run those as well if you'd like.