I cannot manage to import statsmodels.api correctly when i do that I have this error: File "/home/mlv/.local/lib/python3.5/site-packages/statsmodels/tsa/statespace/tools.py", line 59, in set_mod...

Logistic regression model using statesmodels: log_reg = st.logit(formula = 'label ~ pregnant + glucose + bp + insulin + bmi + pedigree + age', data=pima).fit() is there any short way of writing ...

I am looking for influence statistics after fitting a linear regression. In R I can obtain them (e.g.) like this: hatvalues(fitted_model) #hatvalues (leverage) cooks.distance(fitted_model) #Cook's...

I am trying calculate a regression output using python library but I am unable to get the intercept value when I use the library: import statsmodels.api as sm It prints all the regression analysis...

Taken from here (my website). I wonder how to plot interaction plot from statsmodels.formula.api objects. Consumption = [51, 52, 53, 54, 56, 57, 55, 56, 58, 59, 62, 63] Gender = ["Male", ...

I'm trying to run a multiple OLS regression using statsmodels and a pandas dataframe. There are missing values in different columns for different rows, and I keep getting the error message: ValueEr...

I have a dataframe which is of length 177 and I want to calculate and plot the partial auto-correlation function (PACF). I have the data imported etc and I do: from statsmodels.tsa.stattools imp...

I'm trying, similar to R's ugarch # standard GARCH model with optional ARMA part spec <- ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(r,s)), mean.model = list(armaOrder ...

I am using statsmodels (open to other python options) to run some linear regression. My problem is that I need the regression to have no intercept and constraint the coefficients in the range (0,1)...

I am trying to implement a time series model and getting some strange exceptions that tells nothing to me. I wonder if I am making a mistake or if it is totally expected. Here comes details... Whe...

I use ARIMA from statsmodels package in order to predict values from a series: plt.plot(ind, final_results.predict(start=0 ,end=26)) plt.plot(ind, forecast.values) plt.show() I thought that I woul...

I'd like to choose the best algorithm for future. I found some solutions, but I didn't understand which R-Squared value is correct. For this, I divided my data into two as test and training, and I...

There was a post a few years ago on this but only a quick fix was included. Specifying a Constant in Statsmodels Linear Regression? Quick fix was to run first and subtract interception equation An...

ARIMA from statsmodels is giving me inaccurate answers for my output. I was wondering whether someone could help me understand what's wrong with my code. This is a sample: import pandas as pd imp...

I am having an issue with my statsmodels OLS estimation. The model runs without any issues, but when I try to call for a summary so that I can see the actual results I get the TypeError of the axis...

I have a dataframe with 3 columns ['X', 'Y', 'Z'] and I would like to study how the X and Y influence the distribution of Z. For that, I wanted to use the nonparametric regressor of nadaraya watson...

I just installed pandas and statsmodels package on my python 2.7 When I tried "import pandas as pd", this error message comes out. Can anyone help? Thanks!!! numpy.dtype has the wrong size, try re...

I have a set of data. I have use pandas to convert them in a dummy and categorical variables respectively. So, now I want to know, how to run a multiple linear regression (I am using statsmodels) i...

How can I calculate the weighted coefficient of variation (CV) over a NumPy array in Python? It's okay to use any popular third-party Python package for this purpose. I can calculate the CV using ...

I am running OLS regression using pandas.stats.api.ols using a groupby with the following code: from pandas.stats.api import ols df=pd.read_csv(r'F:\file.csv') result=df.groupby(['FID']).apply(la...

I've been experimenting with Seaborn's lmplot() and Statsmodels .ols() functions for simple linear regression plots and their associated p-values, r-squared, etc. I've noticed that when I specify...

I followed the statsmodel tutorial on VAR models and have a question about the results I obtain (my entire code can be found at the end of this post). The original data (stored in mdata)is clearly...

I'm trying to test ARMA models, and working through the examples provided here: http://www.statsmodels.org/dev/examples/notebooks/generated/tsa_arma_0.html I can't tell if there is a straightforw...

I want to calculate Cooks_d and DFFITS in Python using statsmodel. Here is my code in Python: X = your_str_cleaned[param] y = your_str_cleaned['Visitor'] X = sm.add_constant(X) model = sm.OLS(y, ...

After fitting a local level model using UnobservedComponents from statsmodels , we are trying to find ways to simulate new time series with the results. Something like: import numpy as np import s...