Questions tagged [statsmodels]
Statsmodels is a Python module that allows users to explore data, estimate statistical models, and perform statistical tests.
statsmodels
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Module statsmodels genmod families has no attribute quasi python
I am getting the following error in Jupyter Notepbook while trying to call
sm.GLM(y_total, X, family=sm.families.Quasi(link=sm.families.links.log)).fit()
AttributeError: module 'statsmodels.genmod....
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logistic regressions using statsmodel and pyspark result in different estimations
I have tested statsmodel and various pyspark ml packages for logistic regression with weightCol feature and found the model estimations vary.
For my particular tests:
statsmodel and pyspark.ml....
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Hausman test report [closed]
I've been working on a research project using a multi-level regression model, and I'm currently figuring out how to present the Hausman test results. I've seen some papers where authors mention doing ...
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Impact of r squared value on a linear regression equation output
I have a linear regression equation which goes something like this
y = B0 + B1x1 + B2x2 + B3x3 + ....Bnxn
Where:
y is my dependent variable and
xn are my independent variables
I am generating this ...
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How to update/append model estimated via pmdarima without restimating the parameters
I am using the pmdarima package fit a model with an exogeneous variable:
processor = preprocessing.LogEndogTransformer()
pipe_log_onw_price_model_2022 = pipeline.Pipeline([
("log", ...
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High Error Values with Optuna in SARIMAX Parameter Optimization
I'm encountering issues with the SARIMAX algorithm while using it to forecast 1-step customer demand. The problem is that the error in the trials is very high, resulting in a large MAPE and RMSE (...
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Does coint from statsmodels.tsa.stattools in python consider stationarity?
At the base level I am trying to determine if two stocks are cointegrated. To that end I take the adjusted close data of two stocks and call coint on this data. However I am unsure if the coint test ...
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I try to understand F ditribution and relations to chi square and variances
Hello to everyone out there, I am trying to understand why F distribution and how it's related to chi-square. Why there are two formulas (with chi-square values devided by their corresponsing degrees ...
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Decomposing a signal with a custom trend
I wanted to decompose the following signal, a numpy array:
I'm currently using the seasonal_decompose function from statsmodels.tsa.seasonal:
https://www.statsmodels.org/dev/generated/statsmodels.tsa....
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How do I rescale the impulse responses after a VAR in statsmodels?
Consider the example below:
import numpy as np
import pandas=
import statsmodels.api as sm
from statsmodels.tsa.api import VAR
mdata = sm.datasets.macrodata.load_pandas().data
# prepare the dates ...
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how to estimate a simple 1-factor model in statsmodels?
Consider the simple 1-factor model structure below:
R_it = a_i + beta_i*S_t + u_it
S_t = phi* S_t-1 + v_t
where R_it is a 5x1 vector, Vt is a normal N(0,1) and Uit is N(0, sigma) As you can see, ...
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Why does my forecast/prediction using a VAR in statsmodels quickly converge to zero?
Outline: I am using a vector autoregression (VAR) model from the statsmodel package https://www.statsmodels.org/stable/vector_ar.html#var.
My two time-series, let us call them time-series 1) ts1 and 2)...
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ARIMA model Ljung_Box test p-value
I have applied Ljung_Box test on residuals and I am getting 10 p-values associated with each lag. However, when I use arima_model.summary(), I get only one p-value. I am interested in knowing how does ...
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How to make statsmodels' ANOVA result match R's ANOVA result
The following question is sort of a concrete adaptation of a post on StatsExchange.
The following R script runs just fine:
library(reshape)
J1 <- c(9,6,8,7,10,6)
J2 <- c(2,1,4,1,5,2)
J3 <- c(...
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ValueError: list.remove(x): x not in list while doing Model Building - Stepwise selection for feature selection
I am doing Stepwise selection for feature selection using statsmodels.api as sm and while running the codes I am getting this error
ValueError: list.remove(x): x not in list
for the below piece of ...
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