I have some numbers stored in a variable called "constant" When I try to test the mean-reversion by using cadf = ts.adfuller(constant) I received ValueError: too many values to unpack. How c...

I want to build a Random Forest Regressor to model count data (Poisson distribution). The default 'mse' loss function is not suited to this problem. Is there a way to define a custom loss function ...

I'm using statsmodels.api to inspect the statistical parameters from different combinations of variables. You can use print(results.summary()) to get OLS Regression Results =====================...

I'm doing logistic regression using pandas 0.11.0(data handling) and statsmodels 0.4.3 to do the actual regression, on Mac OSX Lion. I'm going to be running ~2,900 different logistic regression mo...

I'm using ARIMA model to forecast no of sales of a product. Data is inside a csv file from 01-01-2015 to 24-11-2016 with 1 week interval. I'm trying to forecast for 9 steps ahead i.e. for 9 weeks i...

I try to fit Autoregression by sm.tsa.statespace.SARIMAX. But I meet a warning, then I want to set frequency information for this model. Who used to meet it, can you help me ? fit1 = sm.tsa.states...

I know there are many questions on this topic, but none of them helped me to solve this problem. I'm really stuck on this. With a simple series: 0 2016-01-31 266 2016-02-29 235 2016-03-31 347 201...

The question: How can I add a dummy / factor variable to a model using sm.OLS()? The details: Data sample structure: Date A B weekday 2013-05-04 25.03 88.51 Saturday 2013-05-05 52.98 67.99 Sund...

I want to test a hypothesis that "intercept = 0, beta = 1" so I should do wald test and used module 'statsmodel.formula.api'. But I'm not sure which code is correct when doing wald test. from sta...

I'm using statsmodels to fit a ARMA model. import statsmodels.api as sm arma = sm.tsa.ARMA(data, order =(4,4)); results = arma.fit( full_output=False, disp=0); Where data is a one-dimensional a...

I am using statsmodels.tsa.statespace.sarimax to make prediction. Here is my code pprint(list(rolmean_df.index)[0]) >> datetime.date(2015, 5, 19) mod = sm.tsa.statespace.SARIMAX(rolmean_df...

I found the statsmodels implementation of the anova testing for linear models to be very useful (http://www.statsmodels.org/dev/generated/statsmodels.stats.anova.anova_lm.html#statsmodels.stats.ano...

I want to check the stationary of a time series data saved in TS.csv. However, R's tseries::adf.test() and Python's statsmodels.tsa.stattools.adfuller() give completely different results. adf.tes...

I'm trying to do multiple regression with time series data, but when I add the time series column to my model, it ends up treating each unique value as a separate variable, like so (my 'date' colum...

Accidentally I have noticed, that OLS models implemented by sklearn and statsmodels yield different values of R^2 when not fitting intercept. Otherwise they seems to work fine. The following code y...

I'm new to using statsmodels to do statistical analyses. I'm getting expected answers most of the time but there are some things I don't quite understand about the way that statsmodels defines endo...

import statsmodels.api as sm xdat = rets['EUROSTOXX'] xdat = sm.add_constant(xdat) ydat = rets['VSTOXX'] model = sm.OLS(y=ydat,x=xdat).fit() I don't understand why there is an error popping up as...

I have some dataset: titanic Doing this in R glm(Survived ~ Sex, titanic, family = "binomial") I get (Intercept) SexMale 1.124321 -2.477825 R takes survived as positive outcome. But when I'...

I have a CSV file that contains the average temperature over almost 5 years. After decomposition using seasonal_decompose function from statsmodels.tsa.seasonal, I got the following results. Indeed...

I want to compare two nested linear models, call them m01, and m02 where m01 is the reduced model and m02 is the full model. I want to do a simple F-test to see if the full model adds significant u...

I'm fairly new to python and pandas (from using SAS as my workhorse analytical platform), so I apologize in advance if this has already been asked / answered. (I've searched through the documentati...

in the statsmodels summary, what does the P>|t| and t mean in relation to the variables when it says something like: coef std err t P>|t| [95.0% Conf. Int.] Intercept 7.0326 0.458 15.360 0.000...

I'd like to find the standard deviation and confidence intervals for an out-of-sample prediction from an OLS model. This question is similar to Confidence intervals for model prediction, but with...

I am following along with a statsmodels tutorial An OLS model is fitted with formula = 'S ~ C(E) + C(M) + X' lm = ols(formula, salary_table).fit() print lm.summary() Predicted values are provided...

I am performing an OLS on two sets of data Y and X. I use statsmodel.api.OLS. However I found some very different results whether I add a constant to X before or not. Here is the code: import sta...