Questions tagged [statsmodels]
Statsmodels is a Python module that allows users to explore data, estimate statistical models, and perform statistical tests.
2,087
questions
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7 views
Passing multiple exogeneous variables into ARMA
just wanted to check if I am doing this correctly. I am trying to obtain a one-step ahead out-of-sample forecast in a model with multiple exogeneous variables. In particular, I want to confirm if the ...
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1answer
19 views
Displaying floats instead of exponentials in statsmodel outputs
I am running a One-Way Anova using statsmodels, where a group-variable ('age_group') predicts the dependant variable ('score'). I then conduct pairwise t-tests (using t_test_pairwise) to examine ...
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1answer
23 views
Error calculating r squared with statsmodels for multiple yfinance data in a DataFrame
I recently began learning Python, but rather with a complex project I had already started in Excel. I have used different guides for the code I have used so far, tweaked to my needs.
I am using '...
1
vote
1answer
16 views
How to update statsmodels to 0.13.0.dev0 version (to use OrderedModel module)?
What I was trying to do?
I was trying to analyze data using ordinal logistic regression. For that, I tried to import OrderedModel from statsmodels.miscmodels.ordinal_model as suggested by this doc.
...
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36 views
Error when using predict function in statsmodels
I get a PatsyError that I am not sure how to resolve, when running a Marginal Regression model in Python. The documentation for the class in statsmodels is available here. I used similar code to ...
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22 views
Python plot overlapping axis for ETS
I am trying to plot my seasonal decomposition but have found the dates of the x-axis overlap extremely.
I have tried fig.autofmt_xdate() which seems to be the general suggestions and didn't have any ...
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0answers
34 views
How to forecast using an autoregressive distributed lag (ADL) model with AR error in Python?
Below is some toy time series data:
year
Y
X
2015
34000
54031
2016
40034
48095
2017
65344
78900
2018
48830
55233
2019
50701
61008
2020
79981
90033
2021
-
70000
2022
-
65000
2023
-
75000
...
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0answers
14 views
How to choose a specific kernel and bandwdith selection for Statsmodels' Multivariate KDE [closed]
I was reviewing the code for the Multivariate KDE in statsmodels, I choose this library because it has a theoretical basis for bandwidth selection which is the LSCV and MLCV, but upon checking the ...
0
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1answer
31 views
Why do I receive this numpy error when using statsmodels to predict test values?
I am getting an error when trying to use statsmodels .predict to predict my test values.
Code:
X_train, X_test, y_train, y_test = train_test_split(X_new_np, y, test_size=0.2, random_state=42)
logit = ...
0
votes
1answer
37 views
python- GLM Poisson Regression Probabilities
I am using Statsmodel GLM model to perform a poisson regression. I have a dataset that looks like this:
Quantity Month cannibal_numbers category_performance
0 0.0 11 ...
1
vote
1answer
25 views
Standardize features to calculate variance inflation factors
I'm calculating variance inflation factors
from patsy import dmatrices
from statsmodels.stats.outliers_influence import variance_inflation_factor
y, X = dmatrices('A ~ B + C + D + E + F + G, data=df, ...
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0answers
14 views
Statsmodels Memory Error although free RAM using MixedLM fit
i am facing the following problem. I am fitting a mixed linear model with statsmodels using smf.mixedlm. I have gene expression data and i am fitting one model per gene over several conditions. The ...
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0answers
17 views
Statsmodels Holt-Winters Predictions are just linear
Working with Statsmodels' Holt method and came across with a strange situation (maybe it is not a strange and just my lack of understanding of how Holt works). After fitting a model in sample and out ...
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0answers
15 views
Python statsmodels Probit and Logit produce an error, while OLS works fine?
My dependent variable is full of 0s and 1s. It is in the train_label pandas dataframe, with the column name 'Offer Accepted'.
train_label.info()
<class 'pandas.core.frame.DataFrame'>
RangeIndex: ...
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0answers
22 views
Multiprocessing getting stuck with ARMAX while refitting
I am trying to train multiple time series models using the below code in Jupyter Notebook.
import statsmodels.api as sm
import multiprocessing
import tqdm
train_dict = dict() # A dictionary of ...
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