o
    þ0Gfß  ã                   @   s*   d Z ddlZddlmZ G dd„ dƒZdS )zvDescriptive Statistics for Time Series

Created on Sat Oct 30 14:24:08 2010

Author: josef-pktd
License: BSD(3clause)
é    Né   )Ú	stattoolsc                   @   s\   e Zd ZdZddd„Zdd„ Zdd	d
„Zddd„Zddd„Zddd„Z	dd„ Z
ddd„ZdS )ÚTsaDescriptivezCcollection of descriptive statistical methods for time series

    NÚ c                 C   s   || _ || _|| _d S ©N)ÚdataÚlabelÚname)Úselfr   r   r	   © r   ú@lib/python3.10/site-packages/statsmodels/tsa/descriptivestats.pyÚ__init__   s   
zTsaDescriptive.__init__c                 C   s0   ddl m} |||| jƒ}|  || j| jd ¡S )Nr   )ÚlfilterZ	_filtered)Zscipy.signalr   r   Ú	__class__r   r	   )r
   ZnumZdenr   Z	xfilteredr   r   r   Úfilter   s   zTsaDescriptive.filterr   c                 C   s2   ddl m} |j| j|d}|  || j| jd ¡S )Nr   )Útsatools)ÚorderZ
_detrended)r   r   Údetrendr   r   r   r	   )r
   r   r   Z
xdetrendedr   r   r   r      s   zTsaDescriptive.detrend©r   r   r   c                 K   s6   ddl m} || jƒ| _| jjdd|i|¤Ž| _| jS )Nr   )ÚARMAr   r   )Zarima_modelr   r   ÚmodÚfitÚres)r
   r   Úkwdsr   r   r   r   r   "   s   zTsaDescriptive.fité(   c                 C   ó   t j| j|dS ©N)Únlags)ÚsttÚacfr   ©r
   r   r   r   r   r   )   ó   zTsaDescriptive.acfc                 C   r   r   )r   Úpacfr   r    r   r   r   r"   ,   r!   zTsaDescriptive.pacfc                 C   s   t  | j¡S r   )r   Úperiodogramr   )r
   r   r   r   r#   /   s   zTsaDescriptive.periodograméd   é   c                 C   s
  | j }|  |¡}|  |¡}tjdtj|dd}|  ¡ d |… }	|d u r-dd lm}
 |
 	¡ }| 
ddd¡}| jr<d| j nd}| |¡ | d| ¡ | 
ddd¡}| |¡ | d	| ¡ | 
ddd
¡}| |	¡ | d| ¡ | 
ddd¡}| |¡ | d| ¡ |S )Nr   F)Zendpointé   r   z for %sr   zTime seriesZAutocorrelationé   zPower Spectrumé   zPartial Autocorrelation)r   r   r"   ÚnpZlinspaceZpir#   Zmatplotlib.pyplotZpyplotZfigureZadd_subplotr	   ZplotZ	set_title)r
   ZfigZnobsZnacfZnfreqr   r   r"   ÚwZspdrZpltZaxZnamestrr   r   r   Úplot44   s,   





zTsaDescriptive.plot4)Nr   )r   )r   )r   )Nr$   r%   r$   )Ú__name__Ú
__module__Ú__qualname__Ú__doc__r   r   r   r   r   r"   r#   r+   r   r   r   r   r      s    




r   )r/   Znumpyr)   r   r   r   r   r   r   r   r   Ú<module>   s    