import numpy as np
from statsmodels.tsa.arima_process import arma_generate_sample
from statsmodels.iolib import savetxt

np.random.seed(12345)

# no constant
y_arma11 = arma_generate_sample([1., -.75],[1., .35], nsample=250)
y_arma14 = arma_generate_sample([1., -.75],[1., .35, -.75, .1, .35],
                nsample=250)
y_arma41 = arma_generate_sample([1., -.75, .25, .25, -.75], [1., .35],
                nsample=250)
y_arma22 = arma_generate_sample([1., -.75, .45],[1., .35, -.9], nsample=250)

y_arma50 = arma_generate_sample([1., -.75, .35, -.3, -.2, .1], [1.],
                nsample=250)

y_arma02 = arma_generate_sample([1.], [1., .35, -.75], nsample=250)


# constant
constant = 4.5
y_arma11c = arma_generate_sample([1., -.75],[1., .35], nsample=250) + constant
y_arma14c = arma_generate_sample([1., -.75],[1., .35, -.75, .1, .35],
                nsample=250) + constant
y_arma41c = arma_generate_sample([1., -.75, .25, .25, -.75], [1., .35],
                nsample=250) + constant
y_arma22c = arma_generate_sample([1., -.75, .45],[1., .35, -.9], nsample=250) + \
                    constant

y_arma50c = arma_generate_sample([1., -.75, .35, -.3, -.2, .1], [1.],
                nsample=250) + constant

y_arma02c = arma_generate_sample([1.], [1., .35, -.75], nsample=250) + constant

savetxt('y_arma_data.csv', np.column_stack((y_arma11, y_arma14, y_arma41,
            y_arma22,y_arma50, y_arma02,y_arma11c,y_arma14c,y_arma41c,y_arma22c,
            y_arma50c,y_arma02c)), names=['y_arma11','y_arma14','y_arma41',
                'y_arma22','y_arma50', 'y_arma02','y_arma11c','y_arma14c',
                'y_arma41c','y_arma22c', 'y_arma50c','y_arma02c'], delimiter=",")

