WebYou may also want to check out all available functions/classes of the module statsmodels.api , or try the search function . Example #1. Source File: linear_model.py From vnpy_crypto with MIT License. 6 votes. def _get_sigma(sigma, nobs): """ Returns sigma (matrix, nobs by nobs) for GLS and the inverse of its Cholesky decomposition. Web%matplotlib inline from __future__ import print_function import numpy as np from scipy import stats import statsmodels.api as sm import matplotlib.pyplot as plt from statsmodels.sandbox.regression.predstd import wls_prediction_std from statsmodels.iolib.table import (SimpleTable, default_txt_fmt) np.random.seed(1024)
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Webprediction_var = res_ols.mse_resid + (X * np.dot (covb, X.T).T).sum (1) prediction_std = np.sqrt (prediction_var) tppf = stats.t.ppf (0.975, res_ols.df_resid) pred_ols = res_ols.get_prediction () iv_l_ols = pred_ols.summary_frame () ["obs_ci_lower"] iv_u_ols = pred_ols.summary_frame () ["obs_ci_upper"] WebSorted by: 11 We've been meaning to make this easier to get to. You should be able to use from statsmodels.sandbox.regression.predstd import wls_prediction_std prstd, iv_l, iv_u = wls_prediction_std (results) If you have any problems, please file an issue on github. Share Follow answered Apr 27, 2013 at 5:42 jseabold 7,795 2 38 53 Thanks @jseabold. subject to tod rules
python - confidence and prediction intervals with …
Webimport statsmodels.api as sm from statsmodels.sandbox.regression.predstd import wls_prediction_std 2.2 导入样本数据 样本数据通常保存在数据文件中,因此要读取数据文件获得样本数据。为便于阅读和测试程序,本文使用随机数生成样本数据。 Webconfidence and prediction intervals with StatsModels Question: I do this linear regression with StatsModels: import numpy as np import statsmodels.api as sm from statsmodels.sandbox.regression.predstd import wls_prediction_std n = 100 x = np.linspace(0, 10, n) e = np.random.normal(size=n) y = 1 + 0.5*x + 2*e X = … Web我一直在嘗試使用 python 的 ARIMA 庫(statsmodels.tsa.arima.model.ARIMA)來預測時間序列。 我有 44 個月的火車積分和 16 個月的時間來預測。 時間序列如下所示: 我使用平穩測試找到 d,並使用 acf+pacf 找到最佳 p&q。 (p,d,q) = ([1,2,9],1,[1]) 我得到的預測是快速增長並 … subject to vs subject of