Top "Statsmodels" questions

Statsmodels is a Python module that allows users to explore data, estimate statistical models, and perform statistical tests.

How to iterate over columns of pandas dataframe to run regression

I'm sure this is simple, but as a complete newbie to python, I'm having trouble figuring out how to iterate …

python pandas statsmodels
Run an OLS regression with Pandas Data Frame

I have a pandas data frame and I would like to able to predict the values of column A from …

python pandas scikit-learn regression statsmodels
ValueError: numpy.dtype has the wrong size, try recompiling

I just installed pandas and statsmodels package on my python 2.7 When I tried "import pandas as pd", this error message …

python numpy installation pandas statsmodels
Pythonic way of detecting outliers in one dimensional observation data

For the given data, I want to set the outlier values (defined by 95% confidense level or 95% quantile function or anything …

python numpy matplotlib statistics statsmodels
ImportError: No module named statsmodels

I downloaded the StatsModels source from this location. Then untarred to /usr/local/lib/python2.7/dist-packages and per this documentation, …

python import statsmodels
auto.arima() equivalent for python

I am trying to predict weekly sales using ARMA ARIMA models. I could not find a function for tuning the …

python r time-series statsmodels forecasting
Building multi-regression model throws error: `Pandas data cast to numpy dtype of object. Check input data with np.asarray(data).`

I have pandas dataframe with some categorical predictors (i.e. variables) as 0 & 1, and some numeric variables. When I fit …

python numpy pandas statsmodels
Why am I getting "LinAlgError: Singular matrix" from grangercausalitytests?

I am trying to run grangercausalitytests on two time series: import numpy as np import pandas as pd from statsmodels.…

python statsmodels
Variance Inflation Factor in Python

I'm trying to calculate the variance inflation factor (VIF) for each column in a simple dataset in python: a b …

python r numpy statistics statsmodels
confidence and prediction intervals with StatsModels

I do this linear regression with StatsModels: import numpy as np import statsmodels.api as sm from statsmodels.sandbox.regression.…

python statistics statsmodels