I was trying to find the optimal parameter order by using a loop: d = 1 for p in range(3): for q in range(3): try: order = (p, 0, q) params = (p, d, q) arima_mod = ARIMA(ts.dropna(), order)....

I trained the logistic model using the following, from breast cancer data and ONLY using one feature 'mean_area' from statsmodels.formula.api import logit logistic_model = logit('target ~ mean_are...

I want to get decomposed by statsmodels STL method my time series data looks like bellow: success.rate Date 2020-09-11 24.735701 2020-09-14 24.616301 2020-09-15 24.695900 2020-09-16 24.467051 2020...

I am running an analysis that could benefit from clustering by BEA regions. I have not used the clustered standard error option in Statsmodels before, so I am unclear of whether or not I am messing...

I am trying to do MLE regression using AR(p) by importing the module from statsmodels.tsa.ar_model import AutoReg, ar_select_order, but this ImportError keeps coming. How to solve this? Is there an...

I want to implement vector autoregression in python. My data is saved as a list of 3 lists. I found this - http://statsmodels.sourceforge.net/stable/vector_ar.html#var, but could not figure out th...

I want to test for stationarity on a time series (nobs = 23) and implemented the adfuller test from statsmodels.tsa.stattools. Here are the original data: 1995-01-01 3126.0 1996-01-01 3321.0 19...

I am performing component wise regression on a time series data. This is basically where instead of regressing y against x1, x2, ..., xN, we would regress y against x1 only, y against x2 only, ...,...

I'm new in python and have this problem. I have install Pandas, Numpy, Scipy, and I install Stats Models with apt-get install python-statsmodels, but when I try to use: import statsmodels.api as s...

In understand that when I have a category variable in a model passed to a statsmodels fit that dummy variables will automatically be generated for the categories. For example if I have a variable '...

In Python's statsmodels.api package, one of OLS regression's outputs is the following: Covariance type: nonrobust What would that mean?

I am comparatively new to Python, Stats and using DS libraries, my requirement is to run a multicollinearity test on a dataset having n number of columns and ensure the columns/variables having VIF...

I'm trying to do 2 stage least squares regression in python using the statsmodels library: from statsmodels.sandbox.regression.gmm import IV2SLS resultIV = IV2SLS(dietdummy['Log Income'], dietdu...

I am running a regression as follows (df is a pandas dataframe): import statsmodels.api as sm est = sm.OLS(df['p'], df[['e', 'varA', 'meanM', 'varM', 'covAM']]).fit() est.summary() Which gave me...

I am trying to fit a multivariate linear regression model with statsmodels.api. I get an error MissingDataError: exog contains inf or nans. I have checked for nans and inf and find none. How is thi...

I'm running the code below with statsmodel 0.8.0 which i believe is the latest. import statsmodels.api as sm est = sm.Logit(y_train, x_train) result = est.fit() print(result.summary()) This is ...

I have a pandas data frame and I would like to able to predict the values of column A from the values in columns B and C. Here is a toy example: import pandas as pd df = pd.DataFrame({"A": [10,20,...

is there a way to have a similar, nice output for the scikit logistic regression models as in statsmodels? With all the p-values, std. errors etc. in one table?

I am running the following source code: import statsmodels.formula.api as sm # Add one column of ones for the intercept term X = np.append(arr= np.ones((50, 1)).astype(int), values=X, axis=1) re...

I am trying to make QQ-plots using the statsmodel package. However, the resolution of the figure is so low that I could not possibly use the results in a presentation. I know that to make network...

as the title suggests, where has the rolling function option in the ols command in Pandas migrated to in statsmodels? I can't seem to find it. Pandas tells me doom is in the works: FutureWarning: ...

For my evaluation, I wanted to run a rolling 1000 window OLS regression estimation of the dataset found in this URL: https://drive.google.com/open?id=0B2Iv8dfU4fTUa3dPYW5tejA0bzg using the followin...

I’m trying to download the package statsmodels by running in command prompt(admin) this command: pip3 install statsmodels and I get this error “error: Microsoft Visual C++ 14.0 is required. ...

I'm using the Statsmodels statespace sarimax like so: model = sm.tsa.statespace.SARIMAX(param1, param2, etc) fit_model = model.fit() When this process is running, there's an output of the proces...

I have this issue now, I cannot import STL from statsmodels. I've tried to uninstall statsmodels as it was recommended somewhere with a similar issue but it is not possible, at least the way I do i...