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Showing posts with the label Statsmodels

Armax Model Forecasting Leads To "valueerror: Matrices Are Not Aligned" When Passing Exog Values

I'm struggling with forecasting out of sample values with an ARMAX model. Fitting the model wor… Read more Armax Model Forecasting Leads To "valueerror: Matrices Are Not Aligned" When Passing Exog Values

Statsmodels -- Weights In Robust Linear Regression

I was looking at the robust linear regression in statsmodels and I couldn't find a way to speci… Read more Statsmodels -- Weights In Robust Linear Regression

Statsmodels Arima: Constant Value For Each Forecast

I'm trying to use statsmodels' ARIMA to forecast a time series. I'm using sklearn'… Read more Statsmodels Arima: Constant Value For Each Forecast

Python Statsmodels: Ols Regressor Not Predicting

I wrote the following piece of code but I just cannot get the 'predict' method to work: imp… Read more Python Statsmodels: Ols Regressor Not Predicting

Python Error: Len() Of Unsized Object While Using Statsmodels With One Row Of Data

I'm able to use the statsmodel's WLS (weighted least squares regression) fine when I have l… Read more Python Error: Len() Of Unsized Object While Using Statsmodels With One Row Of Data

Where Can I Find Mad (mean Absolute Deviation) In Scipy?

It seems scipy once provided a function mad to calculate the mean absolute deviation for a set of n… Read more Where Can I Find Mad (mean Absolute Deviation) In Scipy?

While Implementing Varmax Model In Python, The Error Comes That Leading Minor Is Not Positive Definite

I am working on time series VARMAX model in python with 18000 rows of data and 6 parameters. Repeat… Read more While Implementing Varmax Model In Python, The Error Comes That Leading Minor Is Not Positive Definite

How To Do Test Of Equality Of Coefficient For 2sls In Statsmodels Or Linearmodels?

So if I ran an experiment with multiple treatment groups and a control, I would analyse the results… Read more How To Do Test Of Equality Of Coefficient For 2sls In Statsmodels Or Linearmodels?