Questions tagged [statsmodels]

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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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49 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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17 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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12 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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9 views

From stationary value to original value

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