# Use future annotations for better handling of forward references.
from __future__ import annotations
import sys
from enum import Enum
from numbers import Integral
from typing import Any, List, Literal, Optional, Union
from numpy.random import Generator
from packaging.specifiers import SpecifierSet
# Define model and block compressor types using Literal for clearer enum-style typing.
ModelTypesWithoutArch = Literal["ar", "arima", "sarima", "var"]
ModelTypes = Literal["ar", "arima", "sarima", "var", "arch"]
BlockCompressorTypes = Literal[
"first",
"middle",
"last",
"mean",
"mode",
"median",
"kmeans",
"kmedians",
"kmedoids",
]
[docs]
class DistributionTypes(Enum):
"""
Enumeration of supported distribution types for block length sampling.
"""
NONE = "none"
POISSON = "poisson"
EXPONENTIAL = "exponential"
NORMAL = "normal"
GAMMA = "gamma"
BETA = "beta"
LOGNORMAL = "lognormal"
WEIBULL = "weibull"
PARETO = "pareto"
GEOMETRIC = "geometric"
UNIFORM = "uniform"
# Check Python version for compatibility issues.
sys_version = sys.version.split(" ")[0]
new_typing_available = sys_version in SpecifierSet(">=3.10")
[docs]
def FittedModelTypes() -> tuple:
"""
Return a tuple of fitted model types for use in isinstance checks.
Returns
-------
tuple: A tuple containing the result wrapper types for fitted models.
"""
from arch.univariate.base import ARCHModelResult
from statsmodels.tsa.ar_model import AutoRegResultsWrapper
from statsmodels.tsa.arima.model import ARIMAResultsWrapper
from statsmodels.tsa.statespace.sarimax import SARIMAXResultsWrapper
from statsmodels.tsa.vector_ar.var_model import VARResultsWrapper
fmt = (
AutoRegResultsWrapper,
ARIMAResultsWrapper,
SARIMAXResultsWrapper,
VARResultsWrapper,
ARCHModelResult,
)
return fmt
# Define complex type conditions using the Python 3.10 union operator if available.
if new_typing_available:
OrderTypesWithoutNone = Union[
Integral,
List[Integral],
tuple[Integral, Integral, Integral],
tuple[Integral, Integral, Integral, Integral],
]
OrderTypes = Optional[OrderTypesWithoutNone]
RngTypes = Optional[Union[Generator, Integral]]
else:
OrderTypesWithoutNone = Any
OrderTypes = Any
RngTypes = Any