Working through a logistic regression example and encountering some difficulties when approaching the statsmodels portion. I have difficulties in the past with Python 3 and pandas dataframes where ...

I am trying a grid search to perform model selection by fitting SARIMAX(p, d, q)x(P, D, Q, s) models using SARIMAX() method in statsmodels. I do set d and D to 1 and s to 7 and iterate over values ...

I am currently writing a function to do a grid search for the order of a SARIMAX model: (p,q,d)X(P,Q,D,s). However, I routinely get the following types of error with the default settings on statsmo...

So I am plotting a normal Q-Q plot using statsmodels.graphics.gofplots.qqplot(). The module uses matplotlib.pyplot to create figure instance. It plots the graph well. However, I would like to pl...

I'm using statsmodels.tsa.SARIMAX() to train a model with exogenous variables. Is there an equivalent of get_prediction() when a model is trained with exogenous variables so that the object returne...

I am trying to model a time series in python using python 2.7.11 and the excellent statsmodels.tsa package. My data consists of hourly measurements of traffic intensity over several weeks. Thus, th...

I am new to Python ARIMA implementation. I have a data at 15 min frequency for few months. In my attempt to follow the Box-Jenkins method to fit a timeseries model. I ran into an issue towards the ...

I am using scipy.stats.chi2_contingency method to get chi square statistics. We need to pass frequency table i.e. contingency table as parameter. But I have a feature vector and want to automatical...

I looked in the examples on stats models but I don't see many examples of applying cross-validation to time series. Let's say I have something like this `In [1]: from __future__ import print_fu...

I was planning to use sklearn linear_model to plot a graph of linear regression result, and statsmodels.api to get a detail summary of the learning result. However, the two packages produce very di...

I have tried looking through multiple statistics modules for Python but can't seem to find any that support one-way ANOVA post hoc tests.

It seems whenever I run ARIMA.fit(), I always get a stdout from the kalman filter: ## -- End pasted text -- RUNNING THE L-BFGS-B CODE * * * Machine precision = 2.220D-16 N = 1 M = 12 This pro...

Is there a statsmodels or other Python equivalent for R's step functionality for selecting a formula-based model using AIC?

I'm trying to run a panel regression on pandas Dataframes: Currently I have two dataframes each containing 52 rows(dates)*99 columns(99stocks) :Markdown file with data representation When running...

I have time-series data, as followed: emplvl date 2003-01-01 10955.000000 2003-04-01 11090.333333 2003-07-01 11157.000000 2003-10-01 11335.666667 2004-01-01 11045.000000 2004-04-01 11175.666667 ...

Each one of my variables is a list on its own. I am using a method found on another thread here. import numpy as np import statsmodels.api as sm y = [1,2,3,4,3,4,5,4,5,5,4,5,4,5,4,5,6,5,4,5,4,3...

I have the following linear regression: import statsmodels.formula.api as sm model = sm.ols(formula = 'a ~ b + c', data = data).fit() I want to add a quadratic term for b in this model. Is there ...

I try to use the add_constant() function with an array of dataset. At index 59 it works (the column is created) but at index 60 it isn't created. Initially, testmat[59] returns a shape of (24, 54) ...

I'm following this first example in statsmodels tutorial: http://statsmodels.sourceforge.net/devel/ How do I specify not to use constant term for linear fit in ols? # Fit regression model (using...

We have following linear regression: y ~ b0 + b1 * x1 + b2 * x2. I know that regress function in Matlab does calculate it, but numpy's linalg.lstsq doesn't (https://docs.scipy.org/doc/numpy-dev/use...

Given the code: import statsmodels.api as sm import statsmodels.formula.api as smf df.reset_index(drop=True, inplace=True) display(df.describe()) md = smf.mixedlm("c ~ iscorr", df, groups=df.subn...

Using Python 3.4, Pandas 0.15 and Statsmodels 0.6.0, I try to create a mosaic plot from a dataframe as described in the Statsmodels documentation. However, I just don't understand how the input has...

I am following the StatsModels example here to plot quantile regression lines. With only slight modification for my data, the example works great, producing this plot (note that I have modified the...

I have a correlation plot for two variables, the predictor variable (temperature) on the x-axis, and the response variable (density) on the y-axis. My best fit least squares regression line is a 2n...

I have two numpy arrays light_points and time_points and would like to use some time series analysis methods on those data. I then tried this : import statsmodels.api as sm import pandas as pd td...