Given a posterior p(Θ|D) over some parameters Θ, one can define the following: Highest Posterior Density Region: The Highest Posterior Density Region is the set of most probable values of Θ that, i...

Let's assume I have some data I obtained empirically: from scipy import stats size = 10000 x = 10 * stats.expon.rvs(size=size) + 0.2 * np.random.uniform(size=size) It is exponentially distribute...

I produce the following plot using statsmodels STL: The output is displayed using matplotlib.pyplot. I would like to get the data from the lines but can't figure out how to extract them, even afte...

I'm calculating the Autocorrelation Function for a stock's returns. To do so I tested two functions, the autocorr function built into Pandas, and the acf function supplied by statsmodels.tsa. This ...

from statsmodels.tsa.seasonal import seasonal_decompose def seasonal_decomp(df, model="additive"): seasonal_df = None seasonal_df = seasonal_decompose(df, model='additive') return sea...

I am trying to plot my actual time series values and predicted values but it gives me this error: ValueError: view limit minimum -36816.95989583333 is less than 1 and is an invalid Matplotlib da...

How can I find and plot a LOWESS curve that looks like the following using Python? I'm aware of the LOWESS implementation in statsmodels, but it doesn't seem to be able to give me 95% confidence...

How would I calculate the confidence intervals for a LOWESS regression in Python? I would like to add these as a shaded region to the LOESS plot created with the following code (other packages than...

I would like to perform a Granger Causality test on time series data using Python Pandas and I have two questions. (1) I have tried using the pandas.stats.var package, but that seems to be depreca...

I have a .csv file containing a 5-year time series, with hourly resolution (commoditiy price). Based on the historical data, I want to create a forecast of the prices for the 6th year. I have rea...

I want to evaluate the residuals: (y-hat y). I know how to do that: df = pd.read_csv('myFile', delim_whitespace = True, header = None) df.columns = ['column1', 'column2'] y, X = ps.dmatrices('col...

I have this code: from statsmodels.formula.api import OLS The error is as follows: ImportError: cannot import name 'OLS' from 'statsmodels.formula.api' I tried updating statsmodels, but it does ...

This question concerns the best-practice to do descriptive statistics in Python with a formatted output that correspond to tables found in academic publications: means with their respective standar...

From a dataset like this: import pandas as pd import numpy as np import statsmodels.api as sm # A dataframe with two variables np.random.seed(123) rows = 12 rng = pd.date_range('1/1/2017', period...

I am using my data to train a GLM model (poisson family) using python statsmodels package. The data I have contains both numeric values and categorical values. I did standardization for numeric val...

I want to calculate (weighted) logistic regression in Python. The weights were calculated to adjust the distribution of the sample regarding the population. However, the results don´t change if I u...

I am a bit confused about the output of Statsmodels Mixedlm and am hoping someone could explain. I have a large dataset of single family homes, including the previous two sale prices/sale dates f...

I have a DataFrame with a few time series: divida movav12 var varmovav12 Date 2004-01 0 NaN NaN NaN 2004-02 0 NaN NaN NaN 2004-03 0 NaN NaN NaN 2004-04 34 NaN inf NaN 2004-05 30 NaN -0.117647 Na...

I am trying to implement the Python version of this 'R' code to compare 2 or more Logistic Regression models by finding deviance statistics anova(LogisticModel.1, LogisticModel.2) which gives an o...

Background: I'm developing a program using statsmodels that fits 27 arima models (p,d,q=0,1,2) to over 100 variables and chooses the model with the lowest aic and statistically significant t-statis...

I am using statsmodel for OLS regression. When I clustered the standard error, there was this warning message indicating multicolinearity issue. However, if I just fit the model without clustered e...

Although the question seems to have been tackled a lot, I cannot figure out why seasonal decompose doesn't work in my case although I am giving as input a dataframe with a Datetime Index. Here is a...

I followed the tutorial to study the SARIMAX model: https://www.digitalocean.com/community/tutorials/a-guide-to-time-series-forecasting-with-arima-in-python-3. The date range of data is 1958-2001. ...

I want to use a logit model and trying to import statsmodels library. My Version: Python 3.6.8 The best suggestion I got is to downgrade scipy but unclear how to and to what version should I down...

For the past few days I'm going crazy with Times series using statsmodels (Python). I am a novice in the TS area, although i do have a better understanding of various regression models. Here is my ...