Questions tagged [statsmodels]

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How to implement large-scale Poisson Regression in Python

I am trying to implement a Poisson Regression in Python to predict rates. I am dealing with a ton of data (too much to store in a DataFrame), which means that using the standard statsmodels.api GLM ...
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0answers
38 views

Classification and clustering of Time series data of temperature

I have a time series recorded data of temperature. This is what my data looks like: The change in data represents specific event or a class which I would like to detect when new incoming data. ...
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15 views

Solve a regression equation algebraically in python

I fit a regression model using python statsmodels.formula.api package and obtain the coefficients/results. Here's the model: ...
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0answers
14 views

How to deduct ARIMA's order's parameters?

According to their official site, the ARIMA function has 3 parameters for the order parameters. It says: "The (p,d,q) order of the model for the number of AR parameters, differences, and MA ...
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31 views

statsmodels cointegration test order of variables

I am testing two time series for cointegration as follows: ...
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11 views

statsmodels: significance test (claim test), one sample, mean value - any function available?

We sample the bacteria contents of drinking water. Fact: when bacteria contents > 88, water is not safe to drink. These are the samples we've obtained: ...
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14 views

Python: significance test (claim), one sample, test the proportion - simpler code

We have two sheets with pictures of dogs and dog owners. On one sheet - owners and their dogs are associated correctly. The other sheet shows random associations between owners and dogs. 61 students ...
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28 views

Does statsmodels fully support MultiIndex?

The below code snippet shows how statsmodels seems to flatten MultiIndex tuples by joining them with an underscore "_". ...
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0answers
16 views

Stasmodels unexpected behaviour

I am using statsmodels in python to perform quantile regression. I am running quantile 99 and quantile 1 to see the extremes quantile of my distribution. ...
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1answer
28 views

Can we do multivariate time series analysis using holt-winter ( Exponential smoothing) method?

Just like we have a method like ARIMAX and SARIMAX where we can provide exog and endog variable for perfroming multivariate analysis. I was hoping is there a way, we can achieve same using ETS as well....
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5 views

Difference in Plots of VAR Plot_Forecast vs Simple Overlay on Pyplot

I am sure, I am doing some thing extremely silly but for the life of me not able to figure our cause of the issue. So here it is: Step 0: Form my training set ...
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2answers
43 views

High error Arima model - Python

I have a time series data. It has daily frequency. I want to forecast the data for the next week or month with an ARIMA model. This is a chart of my time series data: First I use the method ...
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7 views

How could i change the frequence of Date time from None to a specific frequency

I have mixed data that contains a different date-time value, not daily or weekly and I don't know how to change the frequency from None so I can use the algorithms like Arima to it
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1answer
568 views

Why Scikit and statsmodel provide different Coefficient of determination?

First of all, I know there is a similar question, however, I didn't find it so much helpful. My issue is concerning simple Linear regression and the outcome of R-Squared. I founded that results can ...
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1answer
40 views

what is the difference between Bias and overfilling and under fitting? [closed]

I am confused about Bias and overfitting as I see it sounds similar but not able to explain differene?
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1answer
29 views

Question on ANOVA and Correlation/Association

I've been working on examining statistical relationships between variable: Pearsons, Spearman's for continuous variables Kendall's Tau, Cramer's V for ordinal/nominal variables. I know there's many ...
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0answers
12 views

Using Residual Plots to combat Simpson's Paradox and Other Misleading phenomenon

I've read that univariate analysis is a huge part of EDA, pretty much everywhere. What I understand of univariate analysis basically comes down to using Seaborn pairplot and correlation matrices and ...
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1answer
23 views

How to do backward features elimination when considering interactions between them

I have a multi linear regression problem, $Y$ is my target and $X_1, X_2, X_3$ are my features. In my regression, I consider the interaction between $X_1, X_2, X_3$ and I add a bias. So my problem ...
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1answer
287 views

Timeseries VAR vs VARMA model: issue in time to fit model

I want to use VARMA model on a data of about 80000 samples with 10 features. I tried using VARMA model from statsmodels with p=50 and q=10 but it is taking too much time to build the model. I tested ...
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0answers
19 views

Is there a function that could find slope of a curve ignoring peaks?

Let's say I obtained a timeserie (in blue) (with some missing data) that is (as far as i understood) : - following a general trend between specific points - more or less cyclic I have drawn the red ...
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0answers
27 views

Using an unmerged branch from StatsModels for Anaconda

I am interested in using a statistical test from StatsModels, one that is not available in the default Anaconda StatsModels folder on my drive. See this blog, which as some point mentions, almost ...
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2answers
110 views

Can I conduct independent t-test when data is infested with outliers ? and how to interpret the t-statistics?

I am working on 2 sample independent t-test. I have conducted analysis on test group vs control group and I have to write a report but I have few questions. Do we have to take out the outliers and ...