Top "Statsmodels" questions

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

Python ARIMA exogenous variable out of sample

I am trying to predict a time series in python statsmodels ARIMA package with the inclusion of an exogenous variable, …

python numpy statsmodels predict
Deprecated rolling window option in OLS from Pandas to Statsmodels

as the title suggests, where has the rolling function option in the ols command in Pandas migrated to in statsmodels? …

python pandas deprecated statsmodels
Ignoring missing values in multiple OLS regression with statsmodels

I'm trying to run a multiple OLS regression using statsmodels and a pandas dataframe. There are missing values in different …

python regression statsmodels
Python statistics package: difference between statsmodel and scipy.stats

I need some advice on selecting statistics package for Python, I've done quite some search, but not sure if I …

python scipy scikits statsmodels
How to fit a model to my testing set in statsmodels (python)

I am working on a logistic regression model and I am having trouble understanding how to take the model fit …

python statsmodels
Python statsmodels OLS: how to save learned model to file

I am trying to learn an ordinary least squares model using Python's statsmodels library, as described here. sm.OLS.fit() …

python least-squares statsmodels
ARMA out-of-sample prediction with statsmodels

I'm using statsmodels to fit a ARMA model. import statsmodels.api as sm arma = sm.tsa.ARMA(data, order =(4,4)); results = …

python forecasting statsmodels
Highest Posterior Density Region and Central Credible Region

Given a posterior p(Θ|D) over some parameters Θ, one can define the following: Highest Posterior Density Region: The Highest Posterior …

python statistics scipy statsmodels pymc
What to use to do multiple correlation?

I am trying to use python to compute multiple linear regression and multiple correlation between a response array and a …

python correlation statsmodels
bug of autocorrelation plot in matplotlib‘s plt.acorr?

I am plotting autocorrelation with python. I used three ways to do it: 1. pandas, 2. matplotlib, 3. statsmodels. I found the graph …

python matplotlib pandas statsmodels