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Questions tagged [statsmodels]

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

Homepage: http://www.statsmodels.org/

An extensive list of descriptive statistics, statistical tests, plotting functions, and result statistics are available for different types of data and each estimator. Features include:

  • Linear regression models
  • Generalized linear models
  • Discrete choice models
  • Robust linear models
  • Many models and functions for time series analysis
  • Nonparametric estimators
  • A collection of datasets for examples
  • A wide range of statistical tests
  • Input-output tools for producing tables in a number of formats (Text, LaTex, HTML) and for reading Stata files into NumPy and Pandas.
  • Plotting functions
  • Extensive unit tests to ensure correctness of results
  • Many more models and extensions in development
2841 questions
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logit regression and singular Matrix error in Python

am trying to run logit regression for german credit data (www4.stat.ncsu.edu/~boos/var.select/german.credit.html). To test the code, I have used only numerical variables and tried regressing it with the result using the following code. import pandas…
user3122731
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Holt-Winters time series forecasting with statsmodels

I tried forecasting with holt-winters model as shown below but I keep getting a prediction that is not consistent with what I expect. I also showed a visualization of the plot Train = Airline[:130] Test = Airline[129:] from…
Mujeebla
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ValueWarning: No frequency information was provided, so inferred frequency MS will be used

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.statespace.SARIMAX(train.Demand, order=(1, 0, 0), …
Lê Ngọc Thạch
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Statsmodels ARIMA - Different results using predict() and forecast()

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 would get the same results from these two methods, but…
Simone
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How to perform a chi-squared goodness of fit test using scientific libraries in Python?

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 distributed (with some noise) and I want to verify this using a…
metakermit
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Specifying which category to treat as the base with 'statsmodels'

In understand that when I have a category variable in a model passed to a statsmodels fit that dummy variables will automatically be generated for the categories. For example if I have a variable 'Location' with values 'IndianOcean', 'Thailand',…
orome
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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 columns for different rows, and I keep getting the error message: ValueError: array must not contain infs or NaNs I saw this…
user2649353
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AttributeError: module 'statsmodels.formula.api' has no attribute 'OLS'

I am trying to use Ordinary Least Squares for multivariable regression. But it says that there is no attribute 'OLS' from statsmodels. formula. api library. I am following the code from a lecture on Udemy The code is as follows: import…
Shubham Trehan
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python 3.5 in statsmodels ImportError: cannot import name '_representation'

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_mode from . import (_representation,…
Jérémy
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How to interpret adfuller test results?

I am struggling to understand the concept of p-value and the various other results of adfuller test. The code I am using: (I found this code in Stack Overflow) import numpy as np import os import pandas as pd import statsmodels.api as sm import…
Sid
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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? I can't seem to find it. Pandas tells me doom is in the works: FutureWarning: The pandas.stats.ols module is deprecated and will be…
Asher11
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add_constant() in statsmodels not working

I try to use the add_constant() function with an array of dataset. At index 59 it works (the column is created) but at index 60 it isn't created. Initially, testmat[59] returns a shape of (24, 54) and testmat[60] a shape of (9, 54). Hereafter is…
florian
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Python: How to evaluate the residuals in StatsModels?

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('column1 ~ column2',data = df, return_type =…
DanielTheRocketMan
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Time Series Analysis - unevenly spaced measures - pandas + statsmodels

I have two numpy arrays light_points and time_points and would like to use some time series analysis methods on those data. I then tried this : import statsmodels.api as sm import pandas as pd tdf = pd.DataFrame({'time':time_points[:]}) rdf = …
Robin
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Analysing Time Series in Python - pandas formatting error - statsmodels

I am trying to analyse stars' data. I have light time series of the stars and I want to predict to which class (among 4 different types) they belong. I have light time series of those stars, and I want to analyse those time series by doing…
Robin
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