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1 | Package:·python-statsmodels-doc | 1 | Package:·python-statsmodels-doc |
2 | Source:·statsmodels | 2 | Source:·statsmodels |
3 | Version:·0.14.1+dfsg-2 | 3 | Version:·0.14.1+dfsg-2 |
4 | Architecture:·all | 4 | Architecture:·all |
5 | Maintainer:·Debian·Science·Maintainers·<debian-science-maintainers@lists.alioth.debian.org> | 5 | Maintainer:·Debian·Science·Maintainers·<debian-science-maintainers@lists.alioth.debian.org> |
6 | Installed-Size:·15592 | 6 | Installed-Size:·155926 |
7 | Depends:·libjs-sphinxdoc·(>=·7.2.2),·libjs-requirejs,·libjs-mathjax | 7 | Depends:·libjs-sphinxdoc·(>=·7.2.2),·libjs-requirejs,·libjs-mathjax |
8 | Suggests:·python3-statsmodels,·python3-doc,·python-numpy-doc,·python-patsy-doc,·python-pandas-doc,·python-scipy-doc | 8 | Suggests:·python3-statsmodels,·python3-doc,·python-numpy-doc,·python-patsy-doc,·python-pandas-doc,·python-scipy-doc |
9 | Breaks:·python-scikits-statsmodels-doc,·python-scikits.statsmodels-doc,·python-statsmodels·(<<·0.9.0-3~) | 9 | Breaks:·python-scikits-statsmodels-doc,·python-scikits.statsmodels-doc,·python-statsmodels·(<<·0.9.0-3~) |
10 | Replaces:·python-scikits-statsmodels-doc,·python-scikits.statsmodels-doc,·python-statsmodels·(<<·0.9.0-3~) | 10 | Replaces:·python-scikits-statsmodels-doc,·python-scikits.statsmodels-doc,·python-statsmodels·(<<·0.9.0-3~) |
11 | Section:·doc | 11 | Section:·doc |
12 | Priority:·optional | 12 | Priority:·optional |
13 | Homepage:·https://www.statsmodels.org | 13 | Homepage:·https://www.statsmodels.org |
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186 | usr/share/doc/python-statsmodels-doc/html/_images/examples_notebooks_generated_discrete_choice_example_62_1.png | 186 | usr/share/doc/python-statsmodels-doc/html/_images/examples_notebooks_generated_discrete_choice_example_62_1.png |
187 | usr/share/doc/python-statsmodels-doc/html/_images/examples_notebooks_generated_discrete_choice_example_64_0.png | 187 | usr/share/doc/python-statsmodels-doc/html/_images/examples_notebooks_generated_discrete_choice_example_64_0.png |
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52 | ················"import·numpy·as·np\n", | 52 | ················"import·numpy·as·np\n", |
53 | ················"import·pandas·as·pd\n", | 53 | ················"import·pandas·as·pd\n", |
54 | ················"\n", | 54 | ················"\n", |
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13 | ············"metadata":·{ | 13 | ············"metadata":·{ |
14 | ················"execution":·{ | 14 | ················"execution":·{ |
15 | ····················"iopub.execute_input":·"202 | 15 | ····················"iopub.execute_input":·"2024-04-20T04:00:59.010173Z", |
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19 | ················} | 19 | ················} |
20 | ············}, | 20 | ············}, |
21 | ············"outputs":·[], | 21 | ············"outputs":·[], |
22 | ············"source":·[ | 22 | ············"source":·[ |
23 | ················"import·matplotlib.pyplot·as·plt\n", | 23 | ················"import·matplotlib.pyplot·as·plt\n", |
24 | ················"import·numpy·as·np\n", | 24 | ················"import·numpy·as·np\n", |
25 | ················"import·pandas·as·pd\n", | 25 | ················"import·pandas·as·pd\n", |
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22 | ············] | 22 | ············] |
23 | ········}, | 23 | ········}, |
24 | ········{ | 24 | ········{ |
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27 | ············"metadata":·{ | 27 | ············"metadata":·{ |
28 | ················"execution":·{ | 28 | ················"execution":·{ |
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32 | ····················"shell.execute_reply":·"202 | 32 | ····················"shell.execute_reply":·"2024-04-20T04:00:57.788606Z" |
33 | ················} | 33 | ················} |
34 | ············}, | 34 | ············}, |
35 | ············"outputs":·[], | 35 | ············"outputs":·[], |
36 | ············"source":·[ | 36 | ············"source":·[ |
37 | ················"%matplotlib·inline" | 37 | ················"%matplotlib·inline" |
38 | ············] | 38 | ············] |
39 | ········}, | 39 | ········}, |
40 | ········{ | 40 | ········{ |
41 | ············"cell_type":·"code", | 41 | ············"cell_type":·"code", |
42 | ············"execution_count":·2, | 42 | ············"execution_count":·2, |
43 | ············"metadata":·{ | 43 | ············"metadata":·{ |
44 | ················"execution":·{ | 44 | ················"execution":·{ |
45 | ····················"iopub.execute_input":·"202 | 45 | ····················"iopub.execute_input":·"2024-04-20T04:00:57.793697Z", |
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48 | ····················"shell.execute_reply":·"202 | 48 | ····················"shell.execute_reply":·"2024-04-20T04:00:58.878959Z" |
49 | ················} | 49 | ················} |
50 | ············}, | 50 | ············}, |
51 | ············"outputs":·[], | 51 | ············"outputs":·[], |
52 | ············"source":·[ | 52 | ············"source":·[ |
53 | ················"import·matplotlib.pyplot·as·plt\n", | 53 | ················"import·matplotlib.pyplot·as·plt\n", |
54 | ················"import·numpy·as·np\n", | 54 | ················"import·numpy·as·np\n", |
55 | ················"import·pandas·as·pd\n", | 55 | ················"import·pandas·as·pd\n", |
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8 | ············] | 8 | ············] |
9 | ········}, | 9 | ········}, |
10 | ········{ | 10 | ········{ |
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13 | ············"metadata":·{ | 13 | ············"metadata":·{ |
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19 | ················}, | 19 | ················}, |
20 | ················"jupyter":·{ | 20 | ················"jupyter":·{ |
21 | ····················"outputs_hidden":·false | 21 | ····················"outputs_hidden":·false |
22 | ················} | 22 | ················} |
23 | ············}, | 23 | ············}, |
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10 | ············] | 10 | ············] |
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12 | ········{ | 12 | ········{ |
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14 | ············"execution_count":·1, | 14 | ············"execution_count":·1, |
15 | ············"metadata":·{ | 15 | ············"metadata":·{ |
16 | ················"execution":·{ | 16 | ················"execution":·{ |
17 | ····················"iopub.execute_input":·"202 | 17 | ····················"iopub.execute_input":·"2024-04-20T04:00:56.474664Z", |
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20 | ····················"shell.execute_reply":·"202 | 20 | ····················"shell.execute_reply":·"2024-04-20T04:00:57.417145Z" |
21 | ················} | 21 | ················} |
22 | ············}, | 22 | ············}, |
23 | ············"outputs":·[], | 23 | ············"outputs":·[], |
24 | ············"source":·[ | 24 | ············"source":·[ |
25 | ················"import·numpy·as·np\n", | 25 | ················"import·numpy·as·np\n", |
26 | ················"from·scipy.stats.distributions·import·norm\n", | 26 | ················"from·scipy.stats.distributions·import·norm\n", |
27 | ················"from·statsmodels.base.distributed_estimation·import·DistributedModel\n", | 27 | ················"from·statsmodels.base.distributed_estimation·import·DistributedModel\n", |
Offset 811, 23 lines modified | Offset 811, 14 lines modified | ||
811 | <span·class="n">fit</span><span·class="o">.</span><span·class="n">fittedvalues</span><span·class="o">.</span><span·class="n">plot</span><span·class="p">(</span><span·class="n">label</span><span·class="o">=</span><span·class="s2">"statsmodels·fit"</span><span·class="p">)</span> | 811 | <span·class="n">fit</span><span·class="o">.</span><span·class="n">fittedvalues</span><span·class="o">.</span><span·class="n">plot</span><span·class="p">(</span><span·class="n">label</span><span·class="o">=</span><span·class="s2">"statsmodels·fit"</span><span·class="p">)</span> |
812 | <span·class="n">fit_R</span><span·class="o">.</span><span·class="n">fittedvalues</span><span·class="o">.</span><span·class="n">plot</span><span·class="p">(</span><span·class="n">label</span><span·class="o">=</span><span·class="s2">"R·fit"</span><span·class="p">,</span>·<span·class="n">linestyle</span><span·class="o">=</span><span·class="s2">"--"</span><span·class="p">)</span> | 812 | <span·class="n">fit_R</span><span·class="o">.</span><span·class="n">fittedvalues</span><span·class="o">.</span><span·class="n">plot</span><span·class="p">(</span><span·class="n">label</span><span·class="o">=</span><span·class="s2">"R·fit"</span><span·class="p">,</span>·<span·class="n">linestyle</span><span·class="o">=</span><span·class="s2">"--"</span><span·class="p">)</span> |
813 | <span·class="n">plt</span><span·class="o">.</span><span·class="n">legend</span><span·class="p">()</span> | 813 | <span·class="n">plt</span><span·class="o">.</span><span·class="n">legend</span><span·class="p">()</span> |
814 | </pre></div> | 814 | </pre></div> |
815 | </div> | 815 | </div> |
816 | </div> | 816 | </div> |
817 | <div·class="nboutput·docutils·container"> | 817 | <div·class="nboutput·docutils·container"> |
818 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[9]: | ||
819 | </pre></div> | ||
820 | </div> | ||
821 | <div·class="output_area·docutils·container"> | ||
822 | <div·class="highlight"><pre> | ||
823 | <matplotlib.legend.Legend·at·0xadde5de1e8ed> | ||
824 | </pre></div></div> | ||
825 | </div> | ||
826 | <div·class="nboutput·docutils·container"> | ||
827 | <div·class="prompt·empty·docutils·container"> | 818 | <div·class="prompt·empty·docutils·container"> |
828 | </div> | 819 | </div> |
829 | <div·class="output_area·docutils·container"> | 820 | <div·class="output_area·docutils·container"> |
830 | <div·class="highlight"><pre> | 821 | <div·class="highlight"><pre> |
831 | RUNNING·THE·L-BFGS-B·CODE | 822 | RUNNING·THE·L-BFGS-B·CODE |
832 | ···········*·*·* | 823 | ···········*·*·* |
Offset 402, 16 lines modified | Offset 402, 14 lines modified | ||
402 | austourists.plot(label="data") | 402 | austourists.plot(label="data") |
403 | plt.ylabel("Australian·Tourists") | 403 | plt.ylabel("Australian·Tourists") |
404 | fit.fittedvalues.plot(label="statsmodels·fit") | 404 | fit.fittedvalues.plot(label="statsmodels·fit") |
405 | fit_R.fittedvalues.plot(label="R·fit",·linestyle="--") | 405 | fit_R.fittedvalues.plot(label="R·fit",·linestyle="--") |
406 | plt.legend() | 406 | plt.legend() |
407 | [9]: | ||
408 | <matplotlib.legend.Legend·at·0xadde5de1e8ed> | ||
409 | RUNNING·THE·L-BFGS-B·CODE | 407 | RUNNING·THE·L-BFGS-B·CODE |
410 | ···········*·*·* | 408 | ···········*·*·* |
411 | Machine·precision·=·2.220D-16 | 409 | Machine·precision·=·2.220D-16 |
412 | ·N·=············9·····M·=···········10 | 410 | ·N·=············9·····M·=···········10 |
Offset 21, 18 lines modified | Offset 21, 18 lines modified | ||
21 | ············] | 21 | ············] |
22 | ········}, | 22 | ········}, |
23 | ········{ | 23 | ········{ |
24 | ············"cell_type":·"code", | 24 | ············"cell_type":·"code", |
25 | ············"execution_count":·1, | 25 | ············"execution_count":·1, |
26 | ············"metadata":·{ | 26 | ············"metadata":·{ |
27 | ················"execution":·{ | 27 | ················"execution":·{ |
28 | ····················"iopub.execute_input":·"202 | 28 | ····················"iopub.execute_input":·"2024-04-20T04:00:05.721600Z", |
29 | ····················"iopub.status.busy":·"202 | 29 | ····················"iopub.status.busy":·"2024-04-20T04:00:05.721236Z", |
30 | ····················"iopub.status.idle":·"202 | 30 | ····················"iopub.status.idle":·"2024-04-20T04:00:07.502454Z", |
31 | ····················"shell.execute_reply":·"202 | 31 | ····················"shell.execute_reply":·"2024-04-20T04:00:07.501646Z" |
32 | ················} | 32 | ················} |
33 | ············}, | 33 | ············}, |
34 | ············"outputs":·[], | 34 | ············"outputs":·[], |
35 | ············"source":·[ | 35 | ············"source":·[ |
36 | ················"import·numpy·as·np\n", | 36 | ················"import·numpy·as·np\n", |
37 | ················"import·matplotlib.pyplot·as·plt\n", | 37 | ················"import·matplotlib.pyplot·as·plt\n", |
38 | ················"import·pandas·as·pd\n", | 38 | ················"import·pandas·as·pd\n", |
Offset 26, 18 lines modified | Offset 26, 18 lines modified | ||
26 | ············"execution_count":·1, | 26 | ············"execution_count":·1, |
27 | ············"metadata":·{ | 27 | ············"metadata":·{ |
28 | ················"ExecuteTime":·{ | 28 | ················"ExecuteTime":·{ |
29 | ····················"end_time":·"2017-12-07T12:39:15.020317Z", | 29 | ····················"end_time":·"2017-12-07T12:39:15.020317Z", |
30 | ····················"start_time":·"2017-12-07T12:39:14.263100Z" | 30 | ····················"start_time":·"2017-12-07T12:39:14.263100Z" |
31 | ················}, | 31 | ················}, |
32 | ················"execution":·{ | 32 | ················"execution":·{ |
33 | ····················"iopub.execute_input":·"202 | 33 | ····················"iopub.execute_input":·"2024-04-20T04:00:05.700766Z", |
34 | ····················"iopub.status.busy":·"202 | 34 | ····················"iopub.status.busy":·"2024-04-20T04:00:05.700437Z", |
35 | ····················"iopub.status.idle":·"202 | 35 | ····················"iopub.status.idle":·"2024-04-20T04:00:07.318015Z", |
36 | ····················"shell.execute_reply":·"202 | 36 | ····················"shell.execute_reply":·"2024-04-20T04:00:07.316328Z" |
37 | ················} | 37 | ················} |
38 | ············}, | 38 | ············}, |
39 | ············"outputs":·[], | 39 | ············"outputs":·[], |
40 | ············"source":·[ | 40 | ············"source":·[ |
41 | ················"import·os\n", | 41 | ················"import·os\n", |
42 | ················"import·numpy·as·np\n", | 42 | ················"import·numpy·as·np\n", |
43 | ················"import·pandas·as·pd\n", | 43 | ················"import·pandas·as·pd\n", |
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19 | ············] | 19 | ············] |
20 | ········}, | 20 | ········}, |
21 | ········{ | 21 | ········{ |
22 | ············"cell_type":·"code", | 22 | ············"cell_type":·"code", |
23 | ············"execution_count":·1, | 23 | ············"execution_count":·1, |
24 | ············"metadata":·{ | 24 | ············"metadata":·{ |
25 | ················"execution":·{ | 25 | ················"execution":·{ |
26 | ····················"iopub.execute_input":·"202 | 26 | ····················"iopub.execute_input":·"2024-04-20T04:00:56.477607Z", |
27 | ····················"iopub.status.busy":·"202 | 27 | ····················"iopub.status.busy":·"2024-04-20T04:00:56.477263Z", |
28 | ····················"iopub.status.idle":·"202 | 28 | ····················"iopub.status.idle":·"2024-04-20T04:00:58.198374Z", |
29 | ····················"shell.execute_reply":·"202 | 29 | ····················"shell.execute_reply":·"2024-04-20T04:00:58.197554Z" |
30 | ················}, | 30 | ················}, |
31 | ················"jupyter":·{ | 31 | ················"jupyter":·{ |
32 | ····················"outputs_hidden":·false | 32 | ····················"outputs_hidden":·false |
33 | ················} | 33 | ················} |
34 | ············}, | 34 | ············}, |
35 | ············"outputs":·[], | 35 | ············"outputs":·[], |
36 | ············"source":·[ | 36 | ············"source":·[ |
Offset 486, 27 lines modified | Offset 486, 27 lines modified | ||
486 | ······<th></th> | 486 | ······<th></th> |
487 | ······<th>Variance</th> | 487 | ······<th>Variance</th> |
488 | ····</tr> | 488 | ····</tr> |
489 | ··</thead> | 489 | ··</thead> |
490 | ··<tbody> | 490 | ··<tbody> |
491 | ····<tr> | 491 | ····<tr> |
492 | ······<th>groups_ix</th> | 492 | ······<th>groups_ix</th> |
493 | ······<td>0.9 | 493 | ······<td>0.967781</td> |
494 | ····</tr> | 494 | ····</tr> |
495 | ····<tr> | 495 | ····<tr> |
496 | ······<th>level1_ix</th> | 496 | ······<th>level1_ix</th> |
497 | ······<td>1. | 497 | ······<td>1.848224</td> |
498 | ····</tr> | 498 | ····</tr> |
499 | ····<tr> | 499 | ····<tr> |
500 | ······<th>level2_ix</th> | 500 | ······<th>level2_ix</th> |
501 | ······<td>3.0 | 501 | ······<td>3.086934</td> |
502 | ····</tr> | 502 | ····</tr> |
503 | ····<tr> | 503 | ····<tr> |
504 | ······<th>Residual</th> | 504 | ······<th>Residual</th> |
505 | ······<td> | 505 | ······<td>4.002498</td> |
506 | ····</tr> | 506 | ····</tr> |
507 | ··</tbody> | 507 | ··</tbody> |
508 | </table> | 508 | </table> |
509 | </div></div> | 509 | </div></div> |
510 | </div> | 510 | </div> |
511 | </section> | 511 | </section> |
Offset 79, 18 lines modified | Offset 79, 18 lines modified | ||
79 | The·estimated·covariance·parameters·should·be·similar·to·groups_var, | 79 | The·estimated·covariance·parameters·should·be·similar·to·groups_var, |
80 | level1_var,·etc.·as·defined·above. | 80 | level1_var,·etc.·as·defined·above. |
81 | [13]: | 81 | [13]: |
82 | r.cov_struct.summary() | 82 | r.cov_struct.summary() |
83 | [13]: | 83 | [13]: |
84 | ·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8· | 84 | ·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8· |
85 | |_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8|_\x8V\x8V_\x8a\x8a_\x8r\x8r_\x8i\x8i_\x8a\x8a_\x8n\x8n_\x8c\x8c_\x8e\x8e| | 85 | |_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8·_\x8|_\x8V\x8V_\x8a\x8a_\x8r\x8r_\x8i\x8i_\x8a\x8a_\x8n\x8n_\x8c\x8c_\x8e\x8e| |
86 | |_\x8g\x8g_\x8r\x8r_\x8o\x8o_\x8u\x8u_\x8p\x8p_\x8s\x8s_\x8_\x8__\x8i\x8i_\x8x\x8x_\x8|_\x80_\x8._\x89_\x8 | 86 | |_\x8g\x8g_\x8r\x8r_\x8o\x8o_\x8u\x8u_\x8p\x8p_\x8s\x8s_\x8_\x8__\x8i\x8i_\x8x\x8x_\x8|_\x80_\x8._\x89_\x86_.7_.7_.8_.1| |
87 | |_\x8l\x8l_\x8e\x8e_\x8v\x8v_\x8e\x8e_\x8l\x8l_\x81\x81_\x8_\x8__\x8i\x8i_\x8x\x8x_\x8|_\x81_\x8._\x8 | 87 | |_\x8l\x8l_\x8e\x8e_\x8v\x8v_\x8e\x8e_\x8l\x8l_\x81\x81_\x8_\x8__\x8i\x8i_\x8x\x8x_\x8|_\x81_\x8._\x88_.4_.8_.2_.2_.4| |
88 | |_\x8l\x8l_\x8e\x8e_\x8v\x8v_\x8e\x8e_\x8l\x8l_\x82\x82_\x8_\x8__\x8i\x8i_\x8x\x8x_\x8|_\x83_\x8._\x80_\x8 | 88 | |_\x8l\x8l_\x8e\x8e_\x8v\x8v_\x8e\x8e_\x8l\x8l_\x82\x82_\x8_\x8__\x8i\x8i_\x8x\x8x_\x8|_\x83_\x8._\x80_\x88_.6_.9_.3_.4| |
89 | |_\x8R\x8R_\x8e\x8e_\x8s\x8s_\x8i\x8i_\x8d\x8d_\x8u\x8u_\x8a\x8a_\x8l\x8l_\x8·_\x8|_\x8 | 89 | |_\x8R\x8R_\x8e\x8e_\x8s\x8s_\x8i\x8i_\x8d\x8d_\x8u\x8u_\x8a\x8a_\x8l\x8l_\x8·_\x8|_\x84_.._.0_.0_.2_.4_.9_\x88| |
90 | _\x8[_\x8L_\x8o_\x8g_\x8o_\x8] | 90 | _\x8[_\x8L_\x8o_\x8g_\x8o_\x8] |
91 | *\x8**\x8**\x8**\x8*·_\x8T\x8T_\x8a\x8a_\x8b\x8b_\x8l\x8l_\x8e\x8e_\x8·_\x8o\x8o_\x8f\x8f_\x8·_\x8C\x8C_\x8o\x8o_\x8n\x8n_\x8t\x8t_\x8e\x8e_\x8n\x8n_\x8t\x8t_\x8s\x8s·*\x8**\x8**\x8**\x8* | 91 | *\x8**\x8**\x8**\x8*·_\x8T\x8T_\x8a\x8a_\x8b\x8b_\x8l\x8l_\x8e\x8e_\x8·_\x8o\x8o_\x8f\x8f_\x8·_\x8C\x8C_\x8o\x8o_\x8n\x8n_\x8t\x8t_\x8e\x8e_\x8n\x8n_\x8t\x8t_\x8s\x8s·*\x8**\x8**\x8**\x8* |
92 | ····*·_\x8I_\x8n_\x8s_\x8t_\x8a_\x8l_\x8l_\x8i_\x8n_\x8g_\x8·_\x8s_\x8t_\x8a_\x8t_\x8s_\x8m_\x8o_\x8d_\x8e_\x8l_\x8s | 92 | ····*·_\x8I_\x8n_\x8s_\x8t_\x8a_\x8l_\x8l_\x8i_\x8n_\x8g_\x8·_\x8s_\x8t_\x8a_\x8t_\x8s_\x8m_\x8o_\x8d_\x8e_\x8l_\x8s |
93 | ····*·_\x8G_\x8e_\x8t_\x8t_\x8i_\x8n_\x8g_\x8·_\x8s_\x8t_\x8a_\x8r_\x8t_\x8e_\x8d | 93 | ····*·_\x8G_\x8e_\x8t_\x8t_\x8i_\x8n_\x8g_\x8·_\x8s_\x8t_\x8a_\x8r_\x8t_\x8e_\x8d |
94 | ····*·_\x8U_\x8s_\x8e_\x8r_\x8·_\x8G_\x8u_\x8i_\x8d_\x8e | 94 | ····*·_\x8U_\x8s_\x8e_\x8r_\x8·_\x8G_\x8u_\x8i_\x8d_\x8e |
95 | ····*·_\x8E_\x8x_\x8a_\x8m_\x8p_\x8l_\x8e_\x8s | 95 | ····*·_\x8E_\x8x_\x8a_\x8m_\x8p_\x8l_\x8e_\x8s |
96 | ····*·_\x8A_\x8P_\x8I_\x8·_\x8R_\x8e_\x8f_\x8e_\x8r_\x8e_\x8n_\x8c_\x8e | 96 | ····*·_\x8A_\x8P_\x8I_\x8·_\x8R_\x8e_\x8f_\x8e_\x8r_\x8e_\x8n_\x8c_\x8e |
Offset 12, 18 lines modified | Offset 12, 18 lines modified | ||
12 | ············] | 12 | ············] |
13 | ········}, | 13 | ········}, |
14 | ········{ | 14 | ········{ |
15 | ············"cell_type":·"code", | 15 | ············"cell_type":·"code", |
16 | ············"execution_count":·1, | 16 | ············"execution_count":·1, |
17 | ············"metadata":·{ | 17 | ············"metadata":·{ |
18 | ················"execution":·{ | 18 | ················"execution":·{ |
19 | ····················"iopub.execute_input":·"202 | 19 | ····················"iopub.execute_input":·"2024-04-20T04:00:55.965125Z", |
20 | ····················"iopub.status.busy":·"202 | 20 | ····················"iopub.status.busy":·"2024-04-20T04:00:55.964817Z", |
21 | ····················"iopub.status.idle":·"202 | 21 | ····················"iopub.status.idle":·"2024-04-20T04:00:57.132460Z", |
22 | ····················"shell.execute_reply":·"202 | 22 | ····················"shell.execute_reply":·"2024-04-20T04:00:57.131673Z" |
23 | ················} | 23 | ················} |
24 | ············}, | 24 | ············}, |
25 | ············"outputs":·[], | 25 | ············"outputs":·[], |
26 | ············"source":·[ | 26 | ············"source":·[ |
27 | ················"import·numpy·as·np\n", | 27 | ················"import·numpy·as·np\n", |
28 | ················"import·pandas·as·pd\n", | 28 | ················"import·pandas·as·pd\n", |
29 | ················"import·statsmodels.api·as·sm" | 29 | ················"import·statsmodels.api·as·sm" |
Offset 14, 18 lines modified | Offset 14, 18 lines modified | ||
14 | ············] | 14 | ············] |
15 | ········}, | 15 | ········}, |
16 | ········{ | 16 | ········{ |
17 | ············"cell_type":·"code", | 17 | ············"cell_type":·"code", |
18 | ············"execution_count":·1, | 18 | ············"execution_count":·1, |
19 | ············"metadata":·{ | 19 | ············"metadata":·{ |
20 | ················"execution":·{ | 20 | ················"execution":·{ |
21 | ····················"iopub.execute_input":·"202 | 21 | ····················"iopub.execute_input":·"2024-04-20T04:00:05.773227Z", |
22 | ····················"iopub.status.busy":·"202 | 22 | ····················"iopub.status.busy":·"2024-04-20T04:00:05.772931Z", |
23 | ····················"iopub.status.idle":·"202 | 23 | ····················"iopub.status.idle":·"2024-04-20T04:00:07.378403Z", |
24 | ····················"shell.execute_reply":·"202 | 24 | ····················"shell.execute_reply":·"2024-04-20T04:00:07.377549Z" |
25 | ················} | 25 | ················} |
26 | ············}, | 26 | ············}, |
27 | ············"outputs":·[], | 27 | ············"outputs":·[], |
28 | ············"source":·[ | 28 | ············"source":·[ |
29 | ················"import·pandas·as·pd\n", | 29 | ················"import·pandas·as·pd\n", |
30 | ················"import·numpy·as·np\n", | 30 | ················"import·numpy·as·np\n", |
31 | ················"from·scipy.stats.distributions·import·norm,·poisson\n", | 31 | ················"from·scipy.stats.distributions·import·norm,·poisson\n", |
Offset 27, 18 lines modified | Offset 27, 18 lines modified | ||
27 | ············] | 27 | ············] |
28 | ········}, | 28 | ········}, |
29 | ········{ | 29 | ········{ |
30 | ············"cell_type":·"code", | 30 | ············"cell_type":·"code", |
31 | ············"execution_count":·1, | 31 | ············"execution_count":·1, |
32 | ············"metadata":·{ | 32 | ············"metadata":·{ |
33 | ················"execution":·{ | 33 | ················"execution":·{ |
34 | ····················"iopub.execute_input":·"202 | 34 | ····················"iopub.execute_input":·"2024-04-20T04:00:05.750418Z", |
35 | ····················"iopub.status.busy":·"202 | 35 | ····················"iopub.status.busy":·"2024-04-20T04:00:05.750104Z", |
36 | ····················"iopub.status.idle":·"202 | 36 | ····················"iopub.status.idle":·"2024-04-20T04:00:07.003043Z", |
37 | ····················"shell.execute_reply":·"202 | 37 | ····················"shell.execute_reply":·"2024-04-20T04:00:07.002186Z" |
38 | ················}, | 38 | ················}, |
39 | ················"jupyter":·{ | 39 | ················"jupyter":·{ |
40 | ····················"outputs_hidden":·false | 40 | ····················"outputs_hidden":·false |
41 | ················} | 41 | ················} |
42 | ············}, | 42 | ············}, |
43 | ············"outputs":·[], | 43 | ············"outputs":·[], |
44 | ············"source":·[ | 44 | ············"source":·[ |
Offset 631, 15 lines modified | Offset 631, 15 lines modified | ||
631 | </pre></div></div> | 631 | </pre></div></div> |
632 | </div> | 632 | </div> |
633 | <div·class="nboutput·nblast·docutils·container"> | 633 | <div·class="nboutput·nblast·docutils·container"> |
634 | <div·class="prompt·empty·docutils·container"> | 634 | <div·class="prompt·empty·docutils·container"> |
635 | </div> | 635 | </div> |
636 | <div·class="output_area·stderr·docutils·container"> | 636 | <div·class="output_area·stderr·docutils·container"> |
637 | <div·class="highlight"><pre> | 637 | <div·class="highlight"><pre> |
638 | /tmp/ipykernel_2 | 638 | /tmp/ipykernel_2634684/4175420381.py:1:·FutureWarning:·Calling·float·on·a·single·element·Series·is·deprecated·and·will·raise·a·TypeError·in·the·future.·Use·float(ser.iloc[0])·instead |
639 | ··print("%2.4f%%"·%·(diff*100)) | 639 | ··print("%2.4f%%"·%·(diff*100)) |
640 | </pre></div></div> | 640 | </pre></div></div> |
641 | </div> | 641 | </div> |
642 | </section> | 642 | </section> |
643 | <section·id="Plots"> | 643 | <section·id="Plots"> |
644 | <h3>Plots<a·class="headerlink"·href="#Plots"·title="Link·to·this·heading">¶</a></h3> | 644 | <h3>Plots<a·class="headerlink"·href="#Plots"·title="Link·to·this·heading">¶</a></h3> |
645 | <p>We·extract·information·that·will·be·used·to·draw·some·interesting·plots:</p> | 645 | <p>We·extract·information·that·will·be·used·to·draw·some·interesting·plots:</p> |
Offset 244, 17 lines modified | Offset 244, 17 lines modified | ||
244 | resp_75·=·res.predict(means75) | 244 | resp_75·=·res.predict(means75) |
245 | diff·=·resp_75·-·resp_25 | 245 | diff·=·resp_75·-·resp_25 |
246 | The·interquartile·first·difference·for·the·percentage·of·low·income·households | 246 | The·interquartile·first·difference·for·the·percentage·of·low·income·households |
247 | in·a·school·district·is: | 247 | in·a·school·district·is: |
248 | [10]: | 248 | [10]: |
249 | print("%2.4f%%"·%·(diff*100)) | 249 | print("%2.4f%%"·%·(diff*100)) |
250 | -11.8753% | 250 | -11.8753% |
251 | /tmp/ipykernel_2 | 251 | /tmp/ipykernel_2634684/4175420381.py:1:·FutureWarning:·Calling·float·on·a |
252 | element·Series·is·deprecated·and·will·raise·a·TypeError·in·the·future. | 252 | single·element·Series·is·deprecated·and·will·raise·a·TypeError·in·the·future. |
253 | float(ser.iloc[0])·instead | 253 | Use·float(ser.iloc[0])·instead |
254 | ··print("%2.4f%%"·%·(diff*100)) | 254 | ··print("%2.4f%%"·%·(diff*100)) |
255 | *\x8**\x8**\x8**\x8*·P\x8Pl\x8lo\x8ot\x8ts\x8s_\x8?\x8¶·*\x8**\x8**\x8**\x8* | 255 | *\x8**\x8**\x8**\x8*·P\x8Pl\x8lo\x8ot\x8ts\x8s_\x8?\x8¶·*\x8**\x8**\x8**\x8* |
256 | We·extract·information·that·will·be·used·to·draw·some·interesting·plots: | 256 | We·extract·information·that·will·be·used·to·draw·some·interesting·plots: |
257 | [11]: | 257 | [11]: |
258 | nobs·=·res.nobs | 258 | nobs·=·res.nobs |
259 | y·=·data.endog.iloc[:,0]/data.endog.sum(1) | 259 | y·=·data.endog.iloc[:,0]/data.endog.sum(1) |
260 | yhat·=·res.mu | 260 | yhat·=·res.mu |
Offset 8, 34 lines modified | Offset 8, 34 lines modified | ||
8 | ············] | 8 | ············] |
9 | ········}, | 9 | ········}, |
10 | ········{ | 10 | ········{ |
11 | ············"cell_type":·"code", | 11 | ············"cell_type":·"code", |
12 | ············"execution_count":·1, | 12 | ············"execution_count":·1, |
13 | ············"metadata":·{ | 13 | ············"metadata":·{ |
14 | ················"execution":·{ | 14 | ················"execution":·{ |
15 | ····················"iopub.execute_input":·"202 | 15 | ····················"iopub.execute_input":·"2024-04-20T04:00:54.192088Z", |
16 | ····················"iopub.status.busy":·"202 | 16 | ····················"iopub.status.busy":·"2024-04-20T04:00:54.191770Z", |
17 | ····················"iopub.status.idle":·"202 | 17 | ····················"iopub.status.idle":·"2024-04-20T04:00:54.829180Z", |
18 | ····················"shell.execute_reply":·"202 | 18 | ····················"shell.execute_reply":·"2024-04-20T04:00:54.828459Z" |
19 | ················} | 19 | ················} |
20 | ············}, | 20 | ············}, |
21 | ············"outputs":·[], | 21 | ············"outputs":·[], |
22 | ············"source":·[ | 22 | ············"source":·[ |
23 | ················"%matplotlib·inline" | 23 | ················"%matplotlib·inline" |
24 | ············] | 24 | ············] |
25 | ········}, | 25 | ········}, |
26 | ········{ | 26 | ········{ |
27 | ············"cell_type":·"code", | 27 | ············"cell_type":·"code", |
28 | ············"execution_count":·2, | 28 | ············"execution_count":·2, |
29 | ············"metadata":·{ | 29 | ············"metadata":·{ |
30 | ················"execution":·{ | 30 | ················"execution":·{ |
31 | ····················"iopub.execute_input":·"202 | 31 | ····················"iopub.execute_input":·"2024-04-20T04:00:54.833665Z", |
32 | ····················"iopub.status.busy":·"202 | 32 | ····················"iopub.status.busy":·"2024-04-20T04:00:54.833226Z", |
33 | ····················"iopub.status.idle":·"202 | 33 | ····················"iopub.status.idle":·"2024-04-20T04:00:55.911531Z", |
34 | ····················"shell.execute_reply":·"202 | 34 | ····················"shell.execute_reply":·"2024-04-20T04:00:55.910706Z" |
35 | ················} | 35 | ················} |
36 | ············}, | 36 | ············}, |
37 | ············"outputs":·[], | 37 | ············"outputs":·[], |
38 | ············"source":·[ | 38 | ············"source":·[ |
39 | ················"import·numpy·as·np\n", | 39 | ················"import·numpy·as·np\n", |
40 | ················"import·statsmodels.api·as·sm\n", | 40 | ················"import·statsmodels.api·as·sm\n", |
41 | ················"from·scipy·import·stats\n", | 41 | ················"from·scipy·import·stats\n", |
Offset 486, 17 lines modified | Offset 486, 17 lines modified | ||
486 | </pre></div></div> | 486 | </pre></div></div> |
487 | </div> | 487 | </div> |
488 | <div·class="nboutput·nblast·docutils·container"> | 488 | <div·class="nboutput·nblast·docutils·container"> |
489 | <div·class="prompt·empty·docutils·container"> | 489 | <div·class="prompt·empty·docutils·container"> |
490 | </div> | 490 | </div> |
491 | <div·class="output_area·stderr·docutils·container"> | 491 | <div·class="output_area·stderr·docutils·container"> |
492 | <div·class="highlight"><pre> | 492 | <div·class="highlight"><pre> |
493 | /tmp/ipykernel_2 | 493 | /tmp/ipykernel_2634385/1000445862.py:1:·FutureWarning:·Series.__getitem__·treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by·position,·use·`ser.iloc[pos]` |
494 | ··print(mod1.params[1]) | 494 | ··print(mod1.params[1]) |
495 | /tmp/ipykernel_2 | 495 | /tmp/ipykernel_2634385/1000445862.py:2:·FutureWarning:·Series.__getitem__·treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by·position,·use·`ser.iloc[pos]` |
496 | ··print(mod2.params[1]·*·2) | 496 | ··print(mod2.params[1]·*·2) |
497 | </pre></div></div> | 497 | </pre></div></div> |
498 | </div> | 498 | </div> |
499 | </section> | 499 | </section> |
500 | ············<div·class="clearer"></div> | 500 | ············<div·class="clearer"></div> |
Offset 176, 20 lines modified | Offset 176, 20 lines modified | ||
176 | As·expected,·the·coefficient·for·double_it(LOWINC)·in·the·second·model·is·half | 176 | As·expected,·the·coefficient·for·double_it(LOWINC)·in·the·second·model·is·half |
177 | the·size·of·the·LOWINC·coefficient·from·the·first·model: | 177 | the·size·of·the·LOWINC·coefficient·from·the·first·model: |
178 | [4]: | 178 | [4]: |
179 | print(mod1.params[1]) | 179 | print(mod1.params[1]) |
180 | print(mod2.params[1]·*·2) | 180 | print(mod2.params[1]·*·2) |
181 | -0.020395987154756403 | 181 | -0.020395987154756403 |
182 | -0.020395987154757343 | 182 | -0.020395987154757343 |
183 | /tmp/ipykernel_2 | 183 | /tmp/ipykernel_2634385/1000445862.py:1:·FutureWarning:·Series.__getitem__ |
184 | treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys | 184 | treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys |
185 | will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To | 185 | will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To |
186 | access·a·value·by·position,·use·`ser.iloc[pos]` | 186 | access·a·value·by·position,·use·`ser.iloc[pos]` |
187 | ··print(mod1.params[1]) | 187 | ··print(mod1.params[1]) |
188 | /tmp/ipykernel_2 | 188 | /tmp/ipykernel_2634385/1000445862.py:2:·FutureWarning:·Series.__getitem__ |
189 | treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys | 189 | treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys |
190 | will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To | 190 | will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To |
191 | access·a·value·by·position,·use·`ser.iloc[pos]` | 191 | access·a·value·by·position,·use·`ser.iloc[pos]` |
192 | ··print(mod2.params[1]·*·2) | 192 | ··print(mod2.params[1]·*·2) |
193 | _\x8[_\x8L_\x8o_\x8g_\x8o_\x8] | 193 | _\x8[_\x8L_\x8o_\x8g_\x8o_\x8] |
194 | *\x8**\x8**\x8**\x8*·_\x8T\x8T_\x8a\x8a_\x8b\x8b_\x8l\x8l_\x8e\x8e_\x8·_\x8o\x8o_\x8f\x8f_\x8·_\x8C\x8C_\x8o\x8o_\x8n\x8n_\x8t\x8t_\x8e\x8e_\x8n\x8n_\x8t\x8t_\x8s\x8s·*\x8**\x8**\x8**\x8* | 194 | *\x8**\x8**\x8**\x8*·_\x8T\x8T_\x8a\x8a_\x8b\x8b_\x8l\x8l_\x8e\x8e_\x8·_\x8o\x8o_\x8f\x8f_\x8·_\x8C\x8C_\x8o\x8o_\x8n\x8n_\x8t\x8t_\x8e\x8e_\x8n\x8n_\x8t\x8t_\x8s\x8s·*\x8**\x8**\x8**\x8* |
195 | ····*·_\x8I_\x8n_\x8s_\x8t_\x8a_\x8l_\x8l_\x8i_\x8n_\x8g_\x8·_\x8s_\x8t_\x8a_\x8t_\x8s_\x8m_\x8o_\x8d_\x8e_\x8l_\x8s | 195 | ····*·_\x8I_\x8n_\x8s_\x8t_\x8a_\x8l_\x8l_\x8i_\x8n_\x8g_\x8·_\x8s_\x8t_\x8a_\x8t_\x8s_\x8m_\x8o_\x8d_\x8e_\x8l_\x8s |
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20 | ············"cell_type":·"code", | 20 | ············"cell_type":·"code", |
21 | ············"execution_count":·1, | 21 | ············"execution_count":·1, |
22 | ············"metadata":·{ | 22 | ············"metadata":·{ |
23 | ················"execution":·{ | 23 | ················"execution":·{ |
24 | ····················"iopub.execute_input":·"202 | 24 | ····················"iopub.execute_input":·"2024-04-20T04:00:53.054023Z", |
25 | ····················"iopub.status.busy":·"202 | 25 | ····················"iopub.status.busy":·"2024-04-20T04:00:53.053708Z", |
26 | ····················"iopub.status.idle":·"202 | 26 | ····················"iopub.status.idle":·"2024-04-20T04:00:54.741793Z", |
27 | ····················"shell.execute_reply":·"202 | 27 | ····················"shell.execute_reply":·"2024-04-20T04:00:54.740818Z" |
28 | ················}, | 28 | ················}, |
29 | ················"jupyter":·{ | 29 | ················"jupyter":·{ |
30 | ····················"outputs_hidden":·false | 30 | ····················"outputs_hidden":·false |
31 | ················} | 31 | ················} |
32 | ············}, | 32 | ············}, |
33 | ············"outputs":·[], | 33 | ············"outputs":·[], |
34 | ············"source":·[ | 34 | ············"source":·[ |
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10 | ········{ | 10 | ········{ |
11 | ············"cell_type":·"code", | 11 | ············"cell_type":·"code", |
12 | ············"execution_count":·1, | 12 | ············"execution_count":·1, |
13 | ············"metadata":·{ | 13 | ············"metadata":·{ |
14 | ················"execution":·{ | 14 | ················"execution":·{ |
15 | ····················"iopub.execute_input":·"202 | 15 | ····················"iopub.execute_input":·"2024-04-20T04:00:52.398731Z", |
16 | ····················"iopub.status.busy":·"202 | 16 | ····················"iopub.status.busy":·"2024-04-20T04:00:52.398425Z", |
17 | ····················"iopub.status.idle":·"202 | 17 | ····················"iopub.status.idle":·"2024-04-20T04:00:53.674430Z", |
18 | ····················"shell.execute_reply":·"202 | 18 | ····················"shell.execute_reply":·"2024-04-20T04:00:53.673583Z" |
19 | ················} | 19 | ················} |
20 | ············}, | 20 | ············}, |
21 | ············"outputs":·[], | 21 | ············"outputs":·[], |
22 | ············"source":·[ | 22 | ············"source":·[ |
23 | ················"import·numpy·as·np\n", | 23 | ················"import·numpy·as·np\n", |
24 | ················"import·pandas·as·pd\n", | 24 | ················"import·pandas·as·pd\n", |
25 | ················"import·statsmodels.formula.api·as·smf\n", | 25 | ················"import·statsmodels.formula.api·as·smf\n", |
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13 | ············"metadata":·{ | 13 | ············"metadata":·{ |
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15 | ····················"iopub.execute_input":·"202 | 15 | ····················"iopub.execute_input":·"2024-04-20T04:00:52.201370Z", |
16 | ····················"iopub.status.busy":·"202 | 16 | ····················"iopub.status.busy":·"2024-04-20T04:00:52.201041Z", |
17 | ····················"iopub.status.idle":·"202 | 17 | ····················"iopub.status.idle":·"2024-04-20T04:00:54.003829Z", |
18 | ····················"shell.execute_reply":·"202 | 18 | ····················"shell.execute_reply":·"2024-04-20T04:00:54.002971Z" |
19 | ················}, | 19 | ················}, |
20 | ················"jupyter":·{ | 20 | ················"jupyter":·{ |
21 | ····················"outputs_hidden":·false | 21 | ····················"outputs_hidden":·false |
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24 | ····················"iopub.status.idle":·"202 | 24 | ····················"iopub.status.idle":·"2024-04-20T04:00:52.174310Z", |
25 | ····················"shell.execute_reply":·"202 | 25 | ····················"shell.execute_reply":·"2024-04-20T04:00:52.173545Z" |
26 | ················}, | 26 | ················}, |
27 | ················"jupyter":·{ | 27 | ················"jupyter":·{ |
28 | ····················"outputs_hidden":·false | 28 | ····················"outputs_hidden":·false |
29 | ················} | 29 | ················} |
30 | ············}, | 30 | ············}, |
31 | ············"outputs":·[], | 31 | ············"outputs":·[], |
32 | ············"source":·[ | 32 | ············"source":·[ |
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27 | ············"cell_type":·"code", | 27 | ············"cell_type":·"code", |
28 | ············"execution_count":·1, | 28 | ············"execution_count":·1, |
29 | ············"metadata":·{ | 29 | ············"metadata":·{ |
30 | ················"execution":·{ | 30 | ················"execution":·{ |
31 | ····················"iopub.execute_input":·"202 | 31 | ····················"iopub.execute_input":·"2024-04-20T04:00:48.677316Z", |
32 | ····················"iopub.status.busy":·"202 | 32 | ····················"iopub.status.busy":·"2024-04-20T04:00:48.676984Z", |
33 | ····················"iopub.status.idle":·"202 | 33 | ····················"iopub.status.idle":·"2024-04-20T04:00:50.470617Z", |
34 | ····················"shell.execute_reply":·"202 | 34 | ····················"shell.execute_reply":·"2024-04-20T04:00:50.469431Z" |
35 | ················} | 35 | ················} |
36 | ············}, | 36 | ············}, |
37 | ············"outputs":·[], | 37 | ············"outputs":·[], |
38 | ············"source":·[ | 38 | ············"source":·[ |
39 | ················"%matplotlib·inline\n", | 39 | ················"%matplotlib·inline\n", |
40 | ················"import·numpy·as·np\n", | 40 | ················"import·numpy·as·np\n", |
41 | ················"from·scipy·import·stats\n", | 41 | ················"from·scipy·import·stats\n", |
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13 | ········}, | 13 | ········}, |
14 | ········{ | 14 | ········{ |
15 | ············"cell_type":·"code", | 15 | ············"cell_type":·"code", |
16 | ············"execution_count":·1, | 16 | ············"execution_count":·1, |
17 | ············"metadata":·{ | 17 | ············"metadata":·{ |
18 | ················"execution":·{ | 18 | ················"execution":·{ |
19 | ····················"iopub.execute_input":·"202 | 19 | ····················"iopub.execute_input":·"2024-04-20T04:00:46.820874Z", |
20 | ····················"iopub.status.busy":·"202 | 20 | ····················"iopub.status.busy":·"2024-04-20T04:00:46.820570Z", |
21 | ····················"iopub.status.idle":·"202 | 21 | ····················"iopub.status.idle":·"2024-04-20T04:00:49.178487Z", |
22 | ····················"shell.execute_reply":·"202 | 22 | ····················"shell.execute_reply":·"2024-04-20T04:00:49.177628Z" |
23 | ················} | 23 | ················} |
24 | ············}, | 24 | ············}, |
25 | ············"outputs":·[], | 25 | ············"outputs":·[], |
26 | ············"source":·[ | 26 | ············"source":·[ |
27 | ················"import·numpy·as·np\n", | 27 | ················"import·numpy·as·np\n", |
28 | ················"import·pylab\n", | 28 | ················"import·pylab\n", |
29 | ················"import·seaborn·as·sns\n", | 29 | ················"import·seaborn·as·sns\n", |
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15 | ············] | 15 | ············] |
16 | ········}, | 16 | ········}, |
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18 | ············"cell_type":·"code", | 18 | ············"cell_type":·"code", |
19 | ············"execution_count":·1, | 19 | ············"execution_count":·1, |
20 | ············"metadata":·{ | 20 | ············"metadata":·{ |
21 | ················"execution":·{ | 21 | ················"execution":·{ |
22 | ····················"iopub.execute_input":·"202 | 22 | ····················"iopub.execute_input":·"2024-04-20T04:00:05.842696Z", |
23 | ····················"iopub.status.busy":·"202 | 23 | ····················"iopub.status.busy":·"2024-04-20T04:00:05.842385Z", |
24 | ····················"iopub.status.idle":·"202 | 24 | ····················"iopub.status.idle":·"2024-04-20T04:00:07.905565Z", |
25 | ····················"shell.execute_reply":·"202 | 25 | ····················"shell.execute_reply":·"2024-04-20T04:00:07.895664Z" |
26 | ················}, | 26 | ················}, |
27 | ················"jupyter":·{ | 27 | ················"jupyter":·{ |
28 | ····················"outputs_hidden":·false | 28 | ····················"outputs_hidden":·false |
29 | ················} | 29 | ················} |
30 | ············}, | 30 | ············}, |
31 | ············"outputs":·[], | 31 | ············"outputs":·[], |
32 | ············"source":·[ | 32 | ············"source":·[ |
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23 | ············"metadata":·{ | 23 | ············"metadata":·{ |
24 | ················"execution":·{ | 24 | ················"execution":·{ |
25 | ····················"iopub.execute_input":·"202 | 25 | ····················"iopub.execute_input":·"2024-04-20T04:00:45.470583Z", |
26 | ····················"iopub.status.busy":·"202 | 26 | ····················"iopub.status.busy":·"2024-04-20T04:00:45.470277Z", |
27 | ····················"iopub.status.idle":·"202 | 27 | ····················"iopub.status.idle":·"2024-04-20T04:00:46.586295Z", |
28 | ····················"shell.execute_reply":·"202 | 28 | ····················"shell.execute_reply":·"2024-04-20T04:00:46.582736Z" |
29 | ················} | 29 | ················} |
30 | ············}, | 30 | ············}, |
31 | ············"outputs":·[], | 31 | ············"outputs":·[], |
32 | ············"source":·[ | 32 | ············"source":·[ |
33 | ················"import·pandas·as·pd\n", | 33 | ················"import·pandas·as·pd\n", |
34 | ················"import·numpy·as·np\n", | 34 | ················"import·numpy·as·np\n", |
35 | ················"import·statsmodels.api·as·sm\n", | 35 | ················"import·statsmodels.api·as·sm\n", |
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28 | ············"execution_count":·1, | 28 | ············"execution_count":·1, |
29 | ············"metadata":·{ | 29 | ············"metadata":·{ |
30 | ················"execution":·{ | 30 | ················"execution":·{ |
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32 | ····················"iopub.status.busy":·"202 | 32 | ····················"iopub.status.busy":·"2024-04-20T04:00:44.884990Z", |
33 | ····················"iopub.status.idle":·"202 | 33 | ····················"iopub.status.idle":·"2024-04-20T04:00:45.738413Z", |
34 | ····················"shell.execute_reply":·"202 | 34 | ····················"shell.execute_reply":·"2024-04-20T04:00:45.737563Z" |
35 | ················} | 35 | ················} |
36 | ············}, | 36 | ············}, |
37 | ············"outputs":·[], | 37 | ············"outputs":·[], |
38 | ············"source":·[ | 38 | ············"source":·[ |
39 | ················"%matplotlib·inline" | 39 | ················"%matplotlib·inline" |
40 | ············] | 40 | ············] |
41 | ········}, | 41 | ········}, |
42 | ········{ | 42 | ········{ |
43 | ············"cell_type":·"code", | 43 | ············"cell_type":·"code", |
44 | ············"execution_count":·2, | 44 | ············"execution_count":·2, |
45 | ············"metadata":·{ | 45 | ············"metadata":·{ |
46 | ················"execution":·{ | 46 | ················"execution":·{ |
47 | ····················"iopub.execute_input":·"202 | 47 | ····················"iopub.execute_input":·"2024-04-20T04:00:45.746852Z", |
48 | ····················"iopub.status.busy":·"202 | 48 | ····················"iopub.status.busy":·"2024-04-20T04:00:45.746449Z", |
49 | ····················"iopub.status.idle":·"202 | 49 | ····················"iopub.status.idle":·"2024-04-20T04:00:46.558210Z", |
50 | ····················"shell.execute_reply":·"202 | 50 | ····················"shell.execute_reply":·"2024-04-20T04:00:46.557495Z" |
51 | ················} | 51 | ················} |
52 | ············}, | 52 | ············}, |
53 | ············"outputs":·[], | 53 | ············"outputs":·[], |
54 | ············"source":·[ | 54 | ············"source":·[ |
55 | ················"import·numpy·as·np\n", | 55 | ················"import·numpy·as·np\n", |
56 | ················"import·pandas·as·pd\n", | 56 | ················"import·pandas·as·pd\n", |
57 | ················"from·scipy·import·stats,·optimize\n", | 57 | ················"from·scipy·import·stats,·optimize\n", |
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9 | ········}, | 9 | ········}, |
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11 | ············"cell_type":·"code", | 11 | ············"cell_type":·"code", |
12 | ············"execution_count":·1, | 12 | ············"execution_count":·1, |
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799 | </div> | 799 | </div> |
800 | </div> | 800 | </div> |
801 | <div·class="nboutput·docutils·container"> | 801 | <div·class="nboutput·docutils·container"> |
802 | <div·class="prompt·empty·docutils·container"> | 802 | <div·class="prompt·empty·docutils·container"> |
803 | </div> | 803 | </div> |
804 | <div·class="output_area·stderr·docutils·container"> | 804 | <div·class="output_area·stderr·docutils·container"> |
805 | <div·class="highlight"><pre> | 805 | <div·class="highlight"><pre> |
806 | /tmp/ipykernel_2 | 806 | /tmp/ipykernel_2630258/427128218.py:3:·UserWarning:·FixedFormatter·should·only·be·used·together·with·FixedLocator |
807 | ··ax.set_xticklabels(dta.columns.values[::10]) | 807 | ··ax.set_xticklabels(dta.columns.values[::10]) |
808 | </pre></div></div> | 808 | </pre></div></div> |
809 | </div> | 809 | </div> |
810 | <div·class="nboutput·nblast·docutils·container"> | 810 | <div·class="nboutput·nblast·docutils·container"> |
811 | <div·class="prompt·empty·docutils·container"> | 811 | <div·class="prompt·empty·docutils·container"> |
812 | </div> | 812 | </div> |
813 | <div·class="output_area·docutils·container"> | 813 | <div·class="output_area·docutils·container"> |
Offset 126, 15 lines modified | Offset 126, 15 lines modified | ||
126 | lines·=·ax.plot(pca_model.factors.iloc[:,·:3],·lw=4,·alpha=0.6) | 126 | lines·=·ax.plot(pca_model.factors.iloc[:,·:3],·lw=4,·alpha=0.6) |
127 | ax.set_xticklabels(dta.columns.values[::10]) | 127 | ax.set_xticklabels(dta.columns.values[::10]) |
128 | ax.set_xlim(0,·51) | 128 | ax.set_xlim(0,·51) |
129 | ax.set_xlabel("Year",·size=17) | 129 | ax.set_xlabel("Year",·size=17) |
130 | fig.subplots_adjust(0.1,·0.1,·0.85,·0.9) | 130 | fig.subplots_adjust(0.1,·0.1,·0.85,·0.9) |
131 | legend·=·fig.legend(lines,·["PC·1",·"PC·2",·"PC·3"],·loc="center·right") | 131 | legend·=·fig.legend(lines,·["PC·1",·"PC·2",·"PC·3"],·loc="center·right") |
132 | legend.draw_frame(False) | 132 | legend.draw_frame(False) |
133 | /tmp/ipykernel_2 | 133 | /tmp/ipykernel_2630258/427128218.py:3:·UserWarning:·FixedFormatter·should·only |
134 | be·used·together·with·FixedLocator | 134 | be·used·together·with·FixedLocator |
135 | ··ax.set_xticklabels(dta.columns.values[::10]) | 135 | ··ax.set_xticklabels(dta.columns.values[::10]) |
136 | [../../../_images/examples_notebooks_generated_pca_fertility_factors_15_1.png] | 136 | [../../../_images/examples_notebooks_generated_pca_fertility_factors_15_1.png] |
137 | To·better·understand·what·is·going·on,·we·will·plot·the·fertility·trajectories | 137 | To·better·understand·what·is·going·on,·we·will·plot·the·fertility·trajectories |
138 | for·sets·of·countries·with·similar·PC·scores.·The·following·convenience | 138 | for·sets·of·countries·with·similar·PC·scores.·The·following·convenience |
139 | function·produces·such·a·plot. | 139 | function·produces·such·a·plot. |
140 | [8]: | 140 | [8]: |
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23 | ················"execution":·{ | 23 | ················"execution":·{ |
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28 | ················} | 28 | ················} |
29 | ············}, | 29 | ············}, |
30 | ············"outputs":·[], | 30 | ············"outputs":·[], |
31 | ············"source":·[ | 31 | ············"source":·[ |
32 | ················"import·statsmodels.api·as·sm\n", | 32 | ················"import·statsmodels.api·as·sm\n", |
33 | ················"import·numpy·as·np\n", | 33 | ················"import·numpy·as·np\n", |
34 | ················"import·pandas·as·pd\n", | 34 | ················"import·pandas·as·pd\n", |
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24 | ············] | 24 | ············] |
25 | ········}, | 25 | ········}, |
26 | ········{ | 26 | ········{ |
27 | ············"cell_type":·"code", | 27 | ············"cell_type":·"code", |
28 | ············"execution_count":·1, | 28 | ············"execution_count":·1, |
29 | ············"metadata":·{ | 29 | ············"metadata":·{ |
30 | ················"execution":·{ | 30 | ················"execution":·{ |
31 | ····················"iopub.execute_input":·"202 | 31 | ····················"iopub.execute_input":·"2024-04-20T04:00:05.566130Z", |
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33 | ····················"iopub.status.idle":·"202 | 33 | ····················"iopub.status.idle":·"2024-04-20T04:00:06.902490Z", |
34 | ····················"shell.execute_reply":·"202 | 34 | ····················"shell.execute_reply":·"2024-04-20T04:00:06.893544Z" |
35 | ················} | 35 | ················} |
36 | ············}, | 36 | ············}, |
37 | ············"outputs":·[], | 37 | ············"outputs":·[], |
38 | ············"source":·[ | 38 | ············"source":·[ |
39 | ················"%matplotlib·inline" | 39 | ················"%matplotlib·inline" |
40 | ············] | 40 | ············] |
41 | ········}, | 41 | ········}, |
42 | ········{ | 42 | ········{ |
43 | ············"cell_type":·"code", | 43 | ············"cell_type":·"code", |
44 | ············"execution_count":·2, | 44 | ············"execution_count":·2, |
45 | ············"metadata":·{ | 45 | ············"metadata":·{ |
46 | ················"execution":·{ | 46 | ················"execution":·{ |
47 | ····················"iopub.execute_input":·"202 | 47 | ····················"iopub.execute_input":·"2024-04-20T04:00:06.910854Z", |
48 | ····················"iopub.status.busy":·"202 | 48 | ····················"iopub.status.busy":·"2024-04-20T04:00:06.910434Z", |
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51 | ················} | 51 | ················} |
52 | ············}, | 52 | ············}, |
53 | ············"outputs":·[ | 53 | ············"outputs":·[ |
54 | ················{ | 54 | ················{ |
55 | ····················"name":·"stdout", | 55 | ····················"name":·"stdout", |
56 | ····················"output_type":·"stream", | 56 | ····················"output_type":·"stream", |
57 | ····················"text":·[ | 57 | ····················"text":·[ |
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8 | ············] | 8 | ············] |
9 | ········}, | 9 | ········}, |
10 | ········{ | 10 | ········{ |
11 | ············"cell_type":·"code", | 11 | ············"cell_type":·"code", |
12 | ············"execution_count":·1, | 12 | ············"execution_count":·1, |
13 | ············"metadata":·{ | 13 | ············"metadata":·{ |
14 | ················"execution":·{ | 14 | ················"execution":·{ |
15 | ····················"iopub.execute_input":·"202 | 15 | ····················"iopub.execute_input":·"2024-04-20T04:00:33.617501Z", |
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18 | ····················"shell.execute_reply":·"202 | 18 | ····················"shell.execute_reply":·"2024-04-20T04:00:34.165285Z" |
19 | ················} | 19 | ················} |
20 | ············}, | 20 | ············}, |
21 | ············"outputs":·[], | 21 | ············"outputs":·[], |
22 | ············"source":·[ | 22 | ············"source":·[ |
23 | ················"%matplotlib·inline" | 23 | ················"%matplotlib·inline" |
24 | ············] | 24 | ············] |
25 | ········}, | 25 | ········}, |
26 | ········{ | 26 | ········{ |
27 | ············"cell_type":·"code", | 27 | ············"cell_type":·"code", |
28 | ············"execution_count":·2, | 28 | ············"execution_count":·2, |
29 | ············"metadata":·{ | 29 | ············"metadata":·{ |
30 | ················"execution":·{ | 30 | ················"execution":·{ |
31 | ····················"iopub.execute_input":·"202 | 31 | ····················"iopub.execute_input":·"2024-04-20T04:00:34.174824Z", |
32 | ····················"iopub.status.busy":·"202 | 32 | ····················"iopub.status.busy":·"2024-04-20T04:00:34.174399Z", |
33 | ····················"iopub.status.idle":·"202 | 33 | ····················"iopub.status.idle":·"2024-04-20T04:00:35.534370Z", |
34 | ····················"shell.execute_reply":·"202 | 34 | ····················"shell.execute_reply":·"2024-04-20T04:00:35.533563Z" |
35 | ················} | 35 | ················} |
36 | ············}, | 36 | ············}, |
37 | ············"outputs":·[], | 37 | ············"outputs":·[], |
38 | ············"source":·[ | 38 | ············"source":·[ |
39 | ················"from·statsmodels.compat·import·lzip\n", | 39 | ················"from·statsmodels.compat·import·lzip\n", |
40 | ················"import·numpy·as·np\n", | 40 | ················"import·numpy·as·np\n", |
41 | ················"import·matplotlib.pyplot·as·plt\n", | 41 | ················"import·matplotlib.pyplot·as·plt\n", |
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8 | ············] | 8 | ············] |
9 | ········}, | 9 | ········}, |
10 | ········{ | 10 | ········{ |
11 | ············"cell_type":·"code", | 11 | ············"cell_type":·"code", |
12 | ············"execution_count":·1, | 12 | ············"execution_count":·1, |
13 | ············"metadata":·{ | 13 | ············"metadata":·{ |
14 | ················"execution":·{ | 14 | ················"execution":·{ |
15 | ····················"iopub.execute_input":·"202 | 15 | ····················"iopub.execute_input":·"2024-04-20T04:00:05.563834Z", |
16 | ····················"iopub.status.busy":·"202 | 16 | ····················"iopub.status.busy":·"2024-04-20T04:00:05.562700Z", |
17 | ····················"iopub.status.idle":·"202 | 17 | ····················"iopub.status.idle":·"2024-04-20T04:00:06.886454Z", |
18 | ····················"shell.execute_reply":·"202 | 18 | ····················"shell.execute_reply":·"2024-04-20T04:00:06.885566Z" |
19 | ················} | 19 | ················} |
20 | ············}, | 20 | ············}, |
21 | ············"outputs":·[], | 21 | ············"outputs":·[], |
22 | ············"source":·[ | 22 | ············"source":·[ |
23 | ················"%matplotlib·inline" | 23 | ················"%matplotlib·inline" |
24 | ············] | 24 | ············] |
25 | ········}, | 25 | ········}, |
26 | ········{ | 26 | ········{ |
27 | ············"cell_type":·"code", | 27 | ············"cell_type":·"code", |
28 | ············"execution_count":·2, | 28 | ············"execution_count":·2, |
29 | ············"metadata":·{ | 29 | ············"metadata":·{ |
30 | ················"execution":·{ | 30 | ················"execution":·{ |
31 | ····················"iopub.execute_input":·"202 | 31 | ····················"iopub.execute_input":·"2024-04-20T04:00:06.898888Z", |
32 | ····················"iopub.status.busy":·"202 | 32 | ····················"iopub.status.busy":·"2024-04-20T04:00:06.898469Z", |
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35 | ················} | 35 | ················} |
36 | ············}, | 36 | ············}, |
37 | ············"outputs":·[], | 37 | ············"outputs":·[], |
38 | ············"source":·[ | 38 | ············"source":·[ |
39 | ················"import·matplotlib.pyplot·as·plt\n", | 39 | ················"import·matplotlib.pyplot·as·plt\n", |
40 | ················"import·numpy·as·np\n", | 40 | ················"import·numpy·as·np\n", |
41 | ················"import·statsmodels.api·as·sm\n", | 41 | ················"import·statsmodels.api·as·sm\n", |
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8 | ············] | 8 | ············] |
9 | ········}, | 9 | ········}, |
10 | ········{ | 10 | ········{ |
11 | ············"cell_type":·"code", | 11 | ············"cell_type":·"code", |
12 | ············"execution_count":·1, | 12 | ············"execution_count":·1, |
13 | ············"metadata":·{ | 13 | ············"metadata":·{ |
14 | ················"execution":·{ | 14 | ················"execution":·{ |
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19 | ················} | 19 | ················} |
20 | ············}, | 20 | ············}, |
21 | ············"outputs":·[], | 21 | ············"outputs":·[], |
22 | ············"source":·[ | 22 | ············"source":·[ |
23 | ················"%matplotlib·inline" | 23 | ················"%matplotlib·inline" |
24 | ············] | 24 | ············] |
25 | ········}, | 25 | ········}, |
26 | ········{ | 26 | ········{ |
27 | ············"cell_type":·"code", | 27 | ············"cell_type":·"code", |
28 | ············"execution_count":·2, | 28 | ············"execution_count":·2, |
29 | ············"metadata":·{ | 29 | ············"metadata":·{ |
30 | ················"execution":·{ | 30 | ················"execution":·{ |
31 | ····················"iopub.execute_input":·"202 | 31 | ····················"iopub.execute_input":·"2024-04-20T04:00:34.317875Z", |
32 | ····················"iopub.status.busy":·"202 | 32 | ····················"iopub.status.busy":·"2024-04-20T04:00:34.317381Z", |
33 | ····················"iopub.status.idle":·"202 | 33 | ····················"iopub.status.idle":·"2024-04-20T04:00:35.422432Z", |
34 | ····················"shell.execute_reply":·"202 | 34 | ····················"shell.execute_reply":·"2024-04-20T04:00:35.421555Z" |
35 | ················} | 35 | ················} |
36 | ············}, | 36 | ············}, |
37 | ············"outputs":·[], | 37 | ············"outputs":·[], |
38 | ············"source":·[ | 38 | ············"source":·[ |
39 | ················"from·statsmodels.compat·import·lmap\n", | 39 | ················"from·statsmodels.compat·import·lmap\n", |
40 | ················"import·numpy·as·np\n", | 40 | ················"import·numpy·as·np\n", |
41 | ················"from·scipy·import·stats\n", | 41 | ················"from·scipy·import·stats\n", |
Offset 16, 18 lines modified | Offset 16, 18 lines modified | ||
16 | ········}, | 16 | ········}, |
17 | ········{ | 17 | ········{ |
18 | ············"cell_type":·"code", | 18 | ············"cell_type":·"code", |
19 | ············"execution_count":·1, | 19 | ············"execution_count":·1, |
20 | ············"metadata":·{ | 20 | ············"metadata":·{ |
21 | ················"collapsed":·false, | 21 | ················"collapsed":·false, |
22 | ················"execution":·{ | 22 | ················"execution":·{ |
23 | ····················"iopub.execute_input":·"202 | 23 | ····················"iopub.execute_input":·"2024-04-20T04:00:33.100134Z", |
24 | ····················"iopub.status.busy":·"202 | 24 | ····················"iopub.status.busy":·"2024-04-20T04:00:33.099810Z", |
25 | ····················"iopub.status.idle":·"202 | 25 | ····················"iopub.status.idle":·"2024-04-20T04:00:33.726396Z", |
26 | ····················"shell.execute_reply":·"202 | 26 | ····················"shell.execute_reply":·"2024-04-20T04:00:33.725554Z" |
27 | ················}, | 27 | ················}, |
28 | ················"jupyter":·{ | 28 | ················"jupyter":·{ |
29 | ····················"outputs_hidden":·false | 29 | ····················"outputs_hidden":·false |
30 | ················} | 30 | ················} |
31 | ············}, | 31 | ············}, |
32 | ············"outputs":·[], | 32 | ············"outputs":·[], |
33 | ············"source":·[ | 33 | ············"source":·[ |
Offset 578, 19 lines modified | Offset 578, 19 lines modified | ||
578 | </pre></div></div> | 578 | </pre></div></div> |
579 | </div> | 579 | </div> |
580 | <div·class="nboutput·nblast·docutils·container"> | 580 | <div·class="nboutput·nblast·docutils·container"> |
581 | <div·class="prompt·empty·docutils·container"> | 581 | <div·class="prompt·empty·docutils·container"> |
582 | </div> | 582 | </div> |
583 | <div·class="output_area·stderr·docutils·container"> | 583 | <div·class="output_area·stderr·docutils·container"> |
584 | <div·class="highlight"><pre> | 584 | <div·class="highlight"><pre> |
585 | /tmp/ipykernel_2 | 585 | /tmp/ipykernel_2626778/976557282.py:2:·FutureWarning:·Series.__getitem__·treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by·position,·use·`ser.iloc[pos]` |
586 | ··print('var.level·····=·%.5f'·%·res.params[0]) | 586 | ··print('var.level·····=·%.5f'·%·res.params[0]) |
587 | /tmp/ipykernel_2 | 587 | /tmp/ipykernel_2626778/976557282.py:3:·FutureWarning:·Series.__getitem__·treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by·position,·use·`ser.iloc[pos]` |
588 | ··print('var.irregular·=·%.5f'·%·res.params[1]) | 588 | ··print('var.irregular·=·%.5f'·%·res.params[1]) |
589 | /tmp/ipykernel_2 | 589 | /tmp/ipykernel_2626778/976557282.py:7:·FutureWarning:·Series.__getitem__·treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by·position,·use·`ser.iloc[pos]` |
590 | ··print('h·*·scale·····=·%.5f'·%·(res_conc.params[0]·*·res_conc.scale)) | 590 | ··print('h·*·scale·····=·%.5f'·%·(res_conc.params[0]·*·res_conc.scale)) |
591 | </pre></div></div> | 591 | </pre></div></div> |
592 | </div> | 592 | </div> |
593 | </section> | 593 | </section> |
594 | </section> | 594 | </section> |
595 | <section·id="Example:-SARIMAX"> | 595 | <section·id="Example:-SARIMAX"> |
596 | <h2>Example:·SARIMAX<a·class="headerlink"·href="#Example:-SARIMAX"·title="Link·to·this·heading">¶</a></h2> | 596 | <h2>Example:·SARIMAX<a·class="headerlink"·href="#Example:-SARIMAX"·title="Link·to·this·heading">¶</a></h2> |
Offset 242, 25 lines modified | Offset 242, 25 lines modified | ||
242 | Original·model | 242 | Original·model |
243 | var.level·····=·0.74469 | 243 | var.level·····=·0.74469 |
244 | var.irregular·=·3.37330 | 244 | var.irregular·=·3.37330 |
245 | Concentrated·model | 245 | Concentrated·model |
246 | scale·········=·0.74472 | 246 | scale·········=·0.74472 |
247 | h·*·scale·····=·3.37338 | 247 | h·*·scale·····=·3.37338 |
248 | /tmp/ipykernel_2 | 248 | /tmp/ipykernel_2626778/976557282.py:2:·FutureWarning:·Series.__getitem__ |
249 | treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys | 249 | treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys |
250 | will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To | 250 | will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To |
251 | access·a·value·by·position,·use·`ser.iloc[pos]` | 251 | access·a·value·by·position,·use·`ser.iloc[pos]` |
252 | ··print('var.level·····=·%.5f'·%·res.params[0]) | 252 | ··print('var.level·····=·%.5f'·%·res.params[0]) |
253 | /tmp/ipykernel_2 | 253 | /tmp/ipykernel_2626778/976557282.py:3:·FutureWarning:·Series.__getitem__ |
254 | treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys | 254 | treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys |
255 | will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To | 255 | will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To |
256 | access·a·value·by·position,·use·`ser.iloc[pos]` | 256 | access·a·value·by·position,·use·`ser.iloc[pos]` |
257 | ··print('var.irregular·=·%.5f'·%·res.params[1]) | 257 | ··print('var.irregular·=·%.5f'·%·res.params[1]) |
258 | /tmp/ipykernel_2 | 258 | /tmp/ipykernel_2626778/976557282.py:7:·FutureWarning:·Series.__getitem__ |
259 | treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys | 259 | treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys |
260 | will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To | 260 | will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To |
261 | access·a·value·by·position,·use·`ser.iloc[pos]` | 261 | access·a·value·by·position,·use·`ser.iloc[pos]` |
262 | ··print('h·*·scale·····=·%.5f'·%·(res_conc.params[0]·*·res_conc.scale)) | 262 | ··print('h·*·scale·····=·%.5f'·%·(res_conc.params[0]·*·res_conc.scale)) |
263 | *\x8**\x8**\x8**\x8**\x8*·E\x8Ex\x8xa\x8am\x8mp\x8pl\x8le\x8e:\x8:·S\x8SA\x8AR\x8RI\x8IM\x8MA\x8AX\x8X_\x8?\x8¶·*\x8**\x8**\x8**\x8**\x8* | 263 | *\x8**\x8**\x8**\x8**\x8*·E\x8Ex\x8xa\x8am\x8mp\x8pl\x8le\x8e:\x8:·S\x8SA\x8AR\x8RI\x8IM\x8MA\x8AX\x8X_\x8?\x8¶·*\x8**\x8**\x8**\x8**\x8* |
264 | By·default·in·SARIMAX·models,·the·variance·term·is·chosen·by·numerically | 264 | By·default·in·SARIMAX·models,·the·variance·term·is·chosen·by·numerically |
265 | maximizing·the·likelihood·function,·but·an·option·has·been·added·to·allow | 265 | maximizing·the·likelihood·function,·but·an·option·has·been·added·to·allow |
Offset 8, 18 lines modified | Offset 8, 18 lines modified | ||
8 | ············] | 8 | ············] |
9 | ········}, | 9 | ········}, |
10 | ········{ | 10 | ········{ |
11 | ············"cell_type":·"code", | 11 | ············"cell_type":·"code", |
12 | ············"execution_count":·1, | 12 | ············"execution_count":·1, |
13 | ············"metadata":·{ | 13 | ············"metadata":·{ |
14 | ················"execution":·{ | 14 | ················"execution":·{ |
15 | ····················"iopub.execute_input":·"202 | 15 | ····················"iopub.execute_input":·"2024-04-20T04:00:29.305832Z", |
16 | ····················"iopub.status.busy":·"202 | 16 | ····················"iopub.status.busy":·"2024-04-20T04:00:29.305494Z", |
17 | ····················"iopub.status.idle":·"202 | 17 | ····················"iopub.status.idle":·"2024-04-20T04:00:30.811664Z", |
18 | ····················"shell.execute_reply":·"202 | 18 | ····················"shell.execute_reply":·"2024-04-20T04:00:30.810940Z" |
19 | ················} | 19 | ················} |
20 | ············}, | 20 | ············}, |
21 | ············"outputs":·[], | 21 | ············"outputs":·[], |
22 | ············"source":·[ | 22 | ············"source":·[ |
23 | ················"import·numpy·as·np\n", | 23 | ················"import·numpy·as·np\n", |
24 | ················"import·pandas·as·pd\n", | 24 | ················"import·pandas·as·pd\n", |
25 | ················"import·statsmodels.api·as·sm\n", | 25 | ················"import·statsmodels.api·as·sm\n", |
Offset 388, 38 lines modified | Offset 388, 14 lines modified | ||
388 | </div> | 388 | </div> |
389 | </div> | 389 | </div> |
390 | <div·class="nboutput·nblast·docutils·container"> | 390 | <div·class="nboutput·nblast·docutils·container"> |
391 | <div·class="prompt·empty·docutils·container"> | 391 | <div·class="prompt·empty·docutils·container"> |
392 | </div> | 392 | </div> |
393 | <div·class="output_area·docutils·container"> | 393 | <div·class="output_area·docutils·container"> |
394 | <div·class="highlight"><pre> | 394 | <div·class="highlight"><pre> |
395 | ·······························SARIMAX·Results | ||
396 | ============================================================================== | ||
397 | Dep.·Variable:···················infl···No.·Observations:··················203 | ||
398 | Model:···············SARIMAX(1,·0,·0)···Log·Likelihood················-472.714 | ||
399 | Date:················Sun,·21·Jan·2024···AIC····························951.427 | ||
400 | Time:························09:38:29···BIC····························961.367 | ||
401 | Sample:····················03-31-1959···HQIC···························955.449 | ||
402 | ·························-·09-30-2009 | ||
403 | Covariance·Type:··················opg | ||
404 | ============================================================================== | ||
405 | ·················coef····std·err··········z······P>|z|······[0.025······0.975] | ||
406 | ------------------------------------------------------------------------------ | ||
407 | intercept······1.3962······0.254······5.488······0.000·······0.898·······1.895 | ||
408 | ar.L1··········0.6441······0.039·····16.482······0.000·······0.568·······0.721 | ||
409 | sigma2·········6.1519······0.397·····15.487······0.000·······5.373·······6.930 | ||
410 | =================================================================================== | ||
411 | Ljung-Box·(L1)·(Q):···················8.43···Jarque-Bera·(JB):················68.45 | ||
412 | Prob(Q):······························0.00···Prob(JB):·························0.00 | ||
413 | Heteroskedasticity·(H):···············1.47···Skew:····························-0.22 | ||
414 | Prob(H)·(two-sided):··················0.12···Kurtosis:·························5.81 | ||
415 | =================================================================================== | ||
416 | Warnings: | ||
417 | [1]·Covariance·matrix·calculated·using·the·outer·product·of·gradients·(complex-step). | ||
418 | RUNNING·THE·L-BFGS-B·CODE | 395 | RUNNING·THE·L-BFGS-B·CODE |
419 | ···········*·*·* | 396 | ···········*·*·* |
420 | Machine·precision·=·2.220D-16 | 397 | Machine·precision·=·2.220D-16 |
421 | ·N·=············3·····M·=···········10 | 398 | ·N·=············3·····M·=···········10 |
422 | ·This·problem·is·unconstrained. | 399 | ·This·problem·is·unconstrained. |
Offset 42, 43 lines modified | Offset 42, 14 lines modified | ||
42 | [3]: | 42 | [3]: |
43 | #·Construct·the·model | 43 | #·Construct·the·model |
44 | mod·=·sm.tsa.SARIMAX(endog,·order=(1,·0,·0),·trend='c') | 44 | mod·=·sm.tsa.SARIMAX(endog,·order=(1,·0,·0),·trend='c') |
45 | #·Estimate·the·parameters | 45 | #·Estimate·the·parameters |
46 | res·=·mod.fit() | 46 | res·=·mod.fit() |
47 | print(res.summary()) | 47 | print(res.summary()) |
48 | ·······························SARIMAX·Results | ||
49 | ============================================================================== | ||
50 | Dep.·Variable:···················infl···No.·Observations:··················203 | ||
51 | Model:···············SARIMAX(1,·0,·0)···Log·Likelihood················-472.714 | ||
52 | Date:················Sun,·21·Jan·2024···AIC····························951.427 | ||
53 | Time:························09:38:29···BIC····························961.367 | ||
54 | Sample:····················03-31-1959···HQIC···························955.449 | ||
55 | ·························-·09-30-2009 | ||
56 | Covariance·Type:··················opg | ||
57 | ============================================================================== | ||
58 | ·················coef····std·err··········z······P>|z|······[0.025······0.975] | ||
59 | ------------------------------------------------------------------------------ | ||
60 | intercept······1.3962······0.254······5.488······0.000·······0.898·······1.895 | ||
61 | ar.L1··········0.6441······0.039·····16.482······0.000·······0.568·······0.721 | ||
62 | sigma2·········6.1519······0.397·····15.487······0.000·······5.373·······6.930 | ||
63 | =================================================================================== | ||
64 | Ljung-Box·(L1)·(Q):···················8.43···Jarque-Bera·(JB): | ||
65 | 68.45 | ||
66 | Prob(Q):······························0.00···Prob(JB): | ||
67 | 0.00 | ||
68 | Heteroskedasticity·(H):···············1.47···Skew:····························- | ||
69 | 0.22 | ||
70 | Prob(H)·(two-sided):··················0.12···Kurtosis: | ||
71 | 5.81 | ||
72 | =================================================================================== | ||
73 | Warnings: | ||
74 | [1]·Covariance·matrix·calculated·using·the·outer·product·of·gradients·(complex- | ||
75 | step). | ||
76 | RUNNING·THE·L-BFGS-B·CODE | 48 | RUNNING·THE·L-BFGS-B·CODE |
77 | ···········*·*·* | 49 | ···········*·*·* |
78 | Machine·precision·=·2.220D-16 | 50 | Machine·precision·=·2.220D-16 |
79 | ·N·=············3·····M·=···········10 | 51 | ·N·=············3·····M·=···········10 |
80 | ·This·problem·is·unconstrained. | 52 | ·This·problem·is·unconstrained. |
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17 | ············] | 17 | ············] |
18 | ········}, | 18 | ········}, |
19 | ········{ | 19 | ········{ |
20 | ············"cell_type":·"code", | 20 | ············"cell_type":·"code", |
21 | ············"execution_count":·1, | 21 | ············"execution_count":·1, |
22 | ············"metadata":·{ | 22 | ············"metadata":·{ |
23 | ················"execution":·{ | 23 | ················"execution":·{ |
24 | ····················"iopub.execute_input":·"202 | 24 | ····················"iopub.execute_input":·"2024-04-20T04:00:24.146742Z", |
25 | ····················"iopub.status.busy":·"202 | 25 | ····················"iopub.status.busy":·"2024-04-20T04:00:24.146419Z", |
26 | ····················"iopub.status.idle":·"202 | 26 | ····················"iopub.status.idle":·"2024-04-20T04:00:26.894400Z", |
27 | ····················"shell.execute_reply":·"202 | 27 | ····················"shell.execute_reply":·"2024-04-20T04:00:26.893528Z" |
28 | ················} | 28 | ················} |
29 | ············}, | 29 | ············}, |
30 | ············"outputs":·[], | 30 | ············"outputs":·[], |
31 | ············"source":·[ | 31 | ············"source":·[ |
32 | ················"%matplotlib·inline\n", | 32 | ················"%matplotlib·inline\n", |
33 | ················"\n", | 33 | ················"\n", |
34 | ················"import·numpy·as·np\n", | 34 | ················"import·numpy·as·np\n", |
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50 | ········}, | 50 | ········}, |
51 | ········{ | 51 | ········{ |
52 | ············"cell_type":·"code", | 52 | ············"cell_type":·"code", |
53 | ············"execution_count":·1, | 53 | ············"execution_count":·1, |
54 | ············"id":·"ba21553a-e571-42ac-b166-b625a50509fe", | 54 | ············"id":·"ba21553a-e571-42ac-b166-b625a50509fe", |
55 | ············"metadata":·{ | 55 | ············"metadata":·{ |
56 | ················"execution":·{ | 56 | ················"execution":·{ |
57 | ····················"iopub.execute_input":·"202 | 57 | ····················"iopub.execute_input":·"2024-04-20T04:00:21.098392Z", |
58 | ····················"iopub.status.busy":·"202 | 58 | ····················"iopub.status.busy":·"2024-04-20T04:00:21.098061Z", |
59 | ····················"iopub.status.idle":·"202 | 59 | ····················"iopub.status.idle":·"2024-04-20T04:00:21.719759Z", |
60 | ····················"shell.execute_reply":·"202 | 60 | ····················"shell.execute_reply":·"2024-04-20T04:00:21.718938Z" |
61 | ················} | 61 | ················} |
62 | ············}, | 62 | ············}, |
63 | ············"outputs":·[], | 63 | ············"outputs":·[], |
64 | ············"source":·[ | 64 | ············"source":·[ |
65 | ················"%matplotlib·inline" | 65 | ················"%matplotlib·inline" |
66 | ············] | 66 | ············] |
67 | ········}, | 67 | ········}, |
68 | ········{ | 68 | ········{ |
69 | ············"cell_type":·"code", | 69 | ············"cell_type":·"code", |
70 | ············"execution_count":·2, | 70 | ············"execution_count":·2, |
71 | ············"id":·"fe284c44-b750-4e6e-94d0-b238f364cd7b", | 71 | ············"id":·"fe284c44-b750-4e6e-94d0-b238f364cd7b", |
72 | ············"metadata":·{ | 72 | ············"metadata":·{ |
73 | ················"execution":·{ | 73 | ················"execution":·{ |
74 | ····················"iopub.execute_input":·"202 | 74 | ····················"iopub.execute_input":·"2024-04-20T04:00:21.724297Z", |
75 | ····················"iopub.status.busy":·"202 | 75 | ····················"iopub.status.busy":·"2024-04-20T04:00:21.723870Z", |
76 | ····················"iopub.status.idle":·"202 | 76 | ····················"iopub.status.idle":·"2024-04-20T04:00:22.182457Z", |
77 | ····················"shell.execute_reply":·"202 | 77 | ····················"shell.execute_reply":·"2024-04-20T04:00:22.181561Z" |
78 | ················} | 78 | ················} |
79 | ············}, | 79 | ············}, |
80 | ············"outputs":·[], | 80 | ············"outputs":·[], |
81 | ············"source":·[ | 81 | ············"source":·[ |
82 | ················"import·numpy·as·np\n", | 82 | ················"import·numpy·as·np\n", |
83 | ················"import·pandas·as·pd\n", | 83 | ················"import·pandas·as·pd\n", |
84 | ················"\n", | 84 | ················"\n", |
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18 | ············] | 18 | ············] |
19 | ········}, | 19 | ········}, |
20 | ········{ | 20 | ········{ |
21 | ············"cell_type":·"code", | 21 | ············"cell_type":·"code", |
22 | ············"execution_count":·1, | 22 | ············"execution_count":·1, |
23 | ············"metadata":·{ | 23 | ············"metadata":·{ |
24 | ················"execution":·{ | 24 | ················"execution":·{ |
25 | ····················"iopub.execute_input":·"202 | 25 | ····················"iopub.execute_input":·"2024-04-20T04:00:18.858681Z", |
26 | ····················"iopub.status.busy":·"202 | 26 | ····················"iopub.status.busy":·"2024-04-20T04:00:18.858365Z", |
27 | ····················"iopub.status.idle":·"202 | 27 | ····················"iopub.status.idle":·"2024-04-20T04:00:19.838920Z", |
28 | ····················"shell.execute_reply":·"202 | 28 | ····················"shell.execute_reply":·"2024-04-20T04:00:19.838146Z" |
29 | ················} | 29 | ················} |
30 | ············}, | 30 | ············}, |
31 | ············"outputs":·[], | 31 | ············"outputs":·[], |
32 | ············"source":·[ | 32 | ············"source":·[ |
33 | ················"%matplotlib·inline" | 33 | ················"%matplotlib·inline" |
34 | ············] | 34 | ············] |
35 | ········}, | 35 | ········}, |
36 | ········{ | 36 | ········{ |
37 | ············"cell_type":·"code", | 37 | ············"cell_type":·"code", |
38 | ············"execution_count":·2, | 38 | ············"execution_count":·2, |
39 | ············"metadata":·{ | 39 | ············"metadata":·{ |
40 | ················"execution":·{ | 40 | ················"execution":·{ |
41 | ····················"iopub.execute_input":·"202 | 41 | ····················"iopub.execute_input":·"2024-04-20T04:00:19.845393Z", |
42 | ····················"iopub.status.busy":·"202 | 42 | ····················"iopub.status.busy":·"2024-04-20T04:00:19.844997Z", |
43 | ····················"iopub.status.idle":·"202 | 43 | ····················"iopub.status.idle":·"2024-04-20T04:00:21.394381Z", |
44 | ····················"shell.execute_reply":·"202 | 44 | ····················"shell.execute_reply":·"2024-04-20T04:00:21.393541Z" |
45 | ················} | 45 | ················} |
46 | ············}, | 46 | ············}, |
47 | ············"outputs":·[], | 47 | ············"outputs":·[], |
48 | ············"source":·[ | 48 | ············"source":·[ |
49 | ················"import·numpy·as·np\n", | 49 | ················"import·numpy·as·np\n", |
50 | ················"import·pandas·as·pd\n", | 50 | ················"import·pandas·as·pd\n", |
51 | ················"import·statsmodels.api·as·sm\n", | 51 | ················"import·statsmodels.api·as·sm\n", |
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581 | </pre></div></div> | 581 | </pre></div></div> |
582 | </div> | 582 | </div> |
583 | <div·class="nboutput·nblast·docutils·container"> | 583 | <div·class="nboutput·nblast·docutils·container"> |
584 | <div·class="prompt·empty·docutils·container"> | 584 | <div·class="prompt·empty·docutils·container"> |
585 | </div> | 585 | </div> |
586 | <div·class="output_area·stderr·docutils·container"> | 586 | <div·class="output_area·stderr·docutils·container"> |
587 | <div·class="highlight"><pre> | 587 | <div·class="highlight"><pre> |
588 | /tmp/ipykernel_2 | 588 | /tmp/ipykernel_2622017/1512460390.py:6:·InterpolationWarning:·The·test·statistic·is·outside·of·the·range·of·p-values·available·in·the |
589 | look-up·table.·The·actual·p-value·is·greater·than·the·p-value·returned. | 589 | look-up·table.·The·actual·p-value·is·greater·than·the·p-value·returned. |
590 | ··kpsstest·=·kpss(timeseries,·regression="c",·nlags="auto") | 590 | ··kpsstest·=·kpss(timeseries,·regression="c",·nlags="auto") |
591 | </pre></div></div> | 591 | </pre></div></div> |
592 | </div> | 592 | </div> |
593 | <p>Based·upon·the·p-value·of·KPSS·test,·the·null·hypothesis·can·not·be·rejected.·Hence,·the·series·is·stationary.</p> | 593 | <p>Based·upon·the·p-value·of·KPSS·test,·the·null·hypothesis·can·not·be·rejected.·Hence,·the·series·is·stationary.</p> |
594 | </section> | 594 | </section> |
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172 | p-value··················0.100000 | 172 | p-value··················0.100000 |
173 | Lags·Used················0.000000 | 173 | Lags·Used················0.000000 |
174 | Critical·Value·(10%)·····0.347000 | 174 | Critical·Value·(10%)·····0.347000 |
175 | Critical·Value·(5%)······0.463000 | 175 | Critical·Value·(5%)······0.463000 |
176 | Critical·Value·(2.5%)····0.574000 | 176 | Critical·Value·(2.5%)····0.574000 |
177 | Critical·Value·(1%)······0.739000 | 177 | Critical·Value·(1%)······0.739000 |
178 | dtype:·float64 | 178 | dtype:·float64 |
179 | /tmp/ipykernel_2 | 179 | /tmp/ipykernel_2622017/1512460390.py:6:·InterpolationWarning:·The·test |
180 | is·outside·of·the·range·of·p-values·available·in·the | 180 | statistic·is·outside·of·the·range·of·p-values·available·in·the |
181 | look-up·table.·The·actual·p-value·is·greater·than·the·p-value·returned. | 181 | look-up·table.·The·actual·p-value·is·greater·than·the·p-value·returned. |
182 | ··kpsstest·=·kpss(timeseries,·regression="c",·nlags="auto") | 182 | ··kpsstest·=·kpss(timeseries,·regression="c",·nlags="auto") |
183 | Based·upon·the·p-value·of·KPSS·test,·the·null·hypothesis·can·not·be·rejected. | 183 | Based·upon·the·p-value·of·KPSS·test,·the·null·hypothesis·can·not·be·rejected. |
184 | Hence,·the·series·is·stationary. | 184 | Hence,·the·series·is·stationary. |
185 | *\x8**\x8**\x8**\x8**\x8*·C\x8Co\x8on\x8nc\x8cl\x8lu\x8us\x8si\x8io\x8on\x8n_\x8?\x8¶·*\x8**\x8**\x8**\x8**\x8* | 185 | *\x8**\x8**\x8**\x8**\x8*·C\x8Co\x8on\x8nc\x8cl\x8lu\x8us\x8si\x8io\x8on\x8n_\x8?\x8¶·*\x8**\x8**\x8**\x8**\x8* |
186 | Two·tests·for·checking·the·stationarity·of·a·time·series·are·used,·namely·ADF | 186 | Two·tests·for·checking·the·stationarity·of·a·time·series·are·used,·namely·ADF |
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19 | ············] | 19 | ············] |
20 | ········}, | 20 | ········}, |
21 | ········{ | 21 | ········{ |
22 | ············"cell_type":·"code", | 22 | ············"cell_type":·"code", |
23 | ············"execution_count":·1, | 23 | ············"execution_count":·1, |
24 | ············"metadata":·{ | 24 | ············"metadata":·{ |
25 | ················"execution":·{ | 25 | ················"execution":·{ |
26 | ····················"iopub.execute_input":·"202 | 26 | ····················"iopub.execute_input":·"2024-04-20T04:00:15.822742Z", |
27 | ····················"iopub.status.busy":·"202 | 27 | ····················"iopub.status.busy":·"2024-04-20T04:00:15.822421Z", |
28 | ····················"iopub.status.idle":·"202 | 28 | ····················"iopub.status.idle":·"2024-04-20T04:00:17.826974Z", |
29 | ····················"shell.execute_reply":·"202 | 29 | ····················"shell.execute_reply":·"2024-04-20T04:00:17.825558Z" |
30 | ················} | 30 | ················} |
31 | ············}, | 31 | ············}, |
32 | ············"outputs":·[], | 32 | ············"outputs":·[], |
33 | ············"source":·[ | 33 | ············"source":·[ |
34 | ················"%matplotlib·inline\n", | 34 | ················"%matplotlib·inline\n", |
35 | ················"import·matplotlib.pyplot·as·plt\n", | 35 | ················"import·matplotlib.pyplot·as·plt\n", |
36 | ················"import·numpy·as·np\n", | 36 | ················"import·numpy·as·np\n", |
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21 | ········}, | 21 | ········}, |
22 | ········{ | 22 | ········{ |
23 | ············"cell_type":·"code", | 23 | ············"cell_type":·"code", |
24 | ············"execution_count":·1, | 24 | ············"execution_count":·1, |
25 | ············"id":·"59f2450e", | 25 | ············"id":·"59f2450e", |
26 | ············"metadata":·{ | 26 | ············"metadata":·{ |
27 | ················"execution":·{ | 27 | ················"execution":·{ |
28 | ····················"iopub.execute_input":·"202 | 28 | ····················"iopub.execute_input":·"2024-04-20T04:00:15.618765Z", |
29 | ····················"iopub.status.busy":·"202 | 29 | ····················"iopub.status.busy":·"2024-04-20T04:00:15.618450Z", |
30 | ····················"iopub.status.idle":·"202 | 30 | ····················"iopub.status.idle":·"2024-04-20T04:00:16.470250Z", |
31 | ····················"shell.execute_reply":·"202 | 31 | ····················"shell.execute_reply":·"2024-04-20T04:00:16.469520Z" |
32 | ················} | 32 | ················} |
33 | ············}, | 33 | ············}, |
34 | ············"outputs":·[], | 34 | ············"outputs":·[], |
35 | ············"source":·[ | 35 | ············"source":·[ |
36 | ················"import·numpy·as·np\n", | 36 | ················"import·numpy·as·np\n", |
37 | ················"from·numpy.testing·import·assert_allclose\n", | 37 | ················"from·numpy.testing·import·assert_allclose\n", |
38 | ················"import·statsmodels.stats.rates·as·smr\n", | 38 | ················"import·statsmodels.stats.rates·as·smr\n", |
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23 | ········}, | 23 | ········}, |
24 | ········{ | 24 | ········{ |
25 | ············"cell_type":·"code", | 25 | ············"cell_type":·"code", |
26 | ············"execution_count":·1, | 26 | ············"execution_count":·1, |
27 | ············"id":·"2b591408", | 27 | ············"id":·"2b591408", |
28 | ············"metadata":·{ | 28 | ············"metadata":·{ |
29 | ················"execution":·{ | 29 | ················"execution":·{ |
30 | ····················"iopub.execute_input":·"202 | 30 | ····················"iopub.execute_input":·"2024-04-20T04:00:15.062843Z", |
31 | ····················"iopub.status.busy":·"202 | 31 | ····················"iopub.status.busy":·"2024-04-20T04:00:15.062532Z", |
32 | ····················"iopub.status.idle":·"202 | 32 | ····················"iopub.status.idle":·"2024-04-20T04:00:16.040461Z", |
33 | ····················"shell.execute_reply":·"202 | 33 | ····················"shell.execute_reply":·"2024-04-20T04:00:16.039759Z" |
34 | ················} | 34 | ················} |
35 | ············}, | 35 | ············}, |
36 | ············"outputs":·[], | 36 | ············"outputs":·[], |
37 | ············"source":·[ | 37 | ············"source":·[ |
38 | ················"import·numpy·as·np\n", | 38 | ················"import·numpy·as·np\n", |
39 | ················"\n", | 39 | ················"\n", |
40 | ················"from·statsmodels.stats.nonparametric·import·(\n", | 40 | ················"from·statsmodels.stats.nonparametric·import·(\n", |
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889 | </div> | 889 | </div> |
890 | </div> | 890 | </div> |
891 | <div·class="nboutput·docutils·container"> | 891 | <div·class="nboutput·docutils·container"> |
892 | <div·class="prompt·empty·docutils·container"> | 892 | <div·class="prompt·empty·docutils·container"> |
893 | </div> | 893 | </div> |
894 | <div·class="output_area·docutils·container"> | 894 | <div·class="output_area·docutils·container"> |
895 | <div·class="highlight"><pre> | 895 | <div·class="highlight"><pre> |
896 | 896 | 174·ms·±·23.3·ms·per·loop·(mean·±·std.·dev.·of·7·runs,·10·loops·each) | |
897 | </pre></div></div> | 897 | </pre></div></div> |
898 | </div> | 898 | </div> |
899 | <div·class="nboutput·nblast·docutils·container"> | 899 | <div·class="nboutput·nblast·docutils·container"> |
900 | <div·class="prompt·empty·docutils·container"> | 900 | <div·class="prompt·empty·docutils·container"> |
901 | </div> | 901 | </div> |
902 | <div·class="output_area·docutils·container"> | 902 | <div·class="output_area·docutils·container"> |
903 | <img·alt="../../../_images/examples_notebooks_generated_stl_decomposition_17_1.png"·src="../../../_images/examples_notebooks_generated_stl_decomposition_17_1.png"·/> | 903 | <img·alt="../../../_images/examples_notebooks_generated_stl_decomposition_17_1.png"·src="../../../_images/examples_notebooks_generated_stl_decomposition_17_1.png"·/> |
Offset 493, 15 lines modified | Offset 493, 15 lines modified | ||
493 | [../../../_images/examples_notebooks_generated_stl_decomposition_15_0.png] | 493 | [../../../_images/examples_notebooks_generated_stl_decomposition_15_0.png] |
494 | First,·the·base·line·model·is·estimated·with·all·jumps·equal·to·1. | 494 | First,·the·base·line·model·is·estimated·with·all·jumps·equal·to·1. |
495 | [10]: | 495 | [10]: |
496 | mod·=·STL(y,·period=period,·seasonal=seasonal) | 496 | mod·=·STL(y,·period=period,·seasonal=seasonal) |
497 | %timeit·mod.fit() | 497 | %timeit·mod.fit() |
498 | res·=·mod.fit() | 498 | res·=·mod.fit() |
499 | fig·=·res.plot(observed=False,·resid=False) | 499 | fig·=·res.plot(observed=False,·resid=False) |
500 | 500 | 174·ms·±·23.3·ms·per·loop·(mean·±·std.·dev.·of·7·runs,·10·loops·each) | |
501 | [../../../_images/examples_notebooks_generated_stl_decomposition_17_1.png] | 501 | [../../../_images/examples_notebooks_generated_stl_decomposition_17_1.png] |
502 | The·jumps·are·all·set·to·15%·of·their·window·length.·Limited·linear | 502 | The·jumps·are·all·set·to·15%·of·their·window·length.·Limited·linear |
503 | interpolation·makes·little·difference·to·the·fit·of·the·model. | 503 | interpolation·makes·little·difference·to·the·fit·of·the·model. |
504 | [11]: | 504 | [11]: |
505 | low_pass_jump·=·seasonal_jump·=·int(0.15·*·(period·+·1)) | 505 | low_pass_jump·=·seasonal_jump·=·int(0.15·*·(period·+·1)) |
506 | trend_jump·=·int(0.15·*·1.5·*·(period·+·1)) | 506 | trend_jump·=·int(0.15·*·1.5·*·(period·+·1)) |
507 | mod·=·STL( | 507 | mod·=·STL( |
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17 | ········}, | 17 | ········}, |
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28 | ············}, | 28 | ············}, |
29 | ············"outputs":·[], | 29 | ············"outputs":·[], |
30 | ············"source":·[ | 30 | ············"source":·[ |
31 | ················"import·matplotlib.pyplot·as·plt\n", | 31 | ················"import·matplotlib.pyplot·as·plt\n", |
32 | ················"import·pandas·as·pd\n", | 32 | ················"import·pandas·as·pd\n", |
33 | ················"import·seaborn·as·sns\n", | 33 | ················"import·seaborn·as·sns\n", |
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27 | ········{ | 27 | ········{ |
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29 | ············"execution_count":·1, | 29 | ············"execution_count":·1, |
30 | ············"id":·"adult-capture", | 30 | ············"id":·"adult-capture", |
31 | ············"metadata":·{ | 31 | ············"metadata":·{ |
32 | ················"execution":·{ | 32 | ················"execution":·{ |
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38 | ············}, | 38 | ············}, |
39 | ············"outputs":·[], | 39 | ············"outputs":·[], |
40 | ············"source":·[ | 40 | ············"source":·[ |
41 | ················"import·os\n", | 41 | ················"import·os\n", |
42 | ················"import·numpy·as·np\n", | 42 | ················"import·numpy·as·np\n", |
43 | ················"from·numpy.testing·import·assert_allclose\n", | 43 | ················"from·numpy.testing·import·assert_allclose\n", |
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23 | ················"%matplotlib·inline" | 23 | ················"%matplotlib·inline" |
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38 | ············"source":·[ | 38 | ············"source":·[ |
39 | ················"import·matplotlib.pyplot·as·plt\n", | 39 | ················"import·matplotlib.pyplot·as·plt\n", |
40 | ················"import·numpy·as·np\n", | 40 | ················"import·numpy·as·np\n", |
41 | ················"import·pandas·as·pd\n", | 41 | ················"import·pandas·as·pd\n", |
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39 | ················"import·numpy·as·np\n", | 39 | ················"import·numpy·as·np\n", |
40 | ················"import·pandas·as·pd\n", | 40 | ················"import·pandas·as·pd\n", |
41 | ················"\n", | 41 | ················"\n", |
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39 | ················"import·pandas·as·pd\n", | 39 | ················"import·pandas·as·pd\n", |
40 | ················"import·matplotlib.pyplot·as·plt\n", | 40 | ················"import·matplotlib.pyplot·as·plt\n", |
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26 | ················"import·numpy·as·np\n", | 26 | ················"import·numpy·as·np\n", |
27 | ················"import·statsmodels.api·as·sm\n", | 27 | ················"import·statsmodels.api·as·sm\n", |
28 | ················"from·statsmodels.regression.mixed_linear_model·import·VCSpec\n", | 28 | ················"from·statsmodels.regression.mixed_linear_model·import·VCSpec\n", |
Offset 8, 34 lines modified | Offset 8, 34 lines modified | ||
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39 | ················"import·matplotlib.pyplot·as·plt\n", | 39 | ················"import·matplotlib.pyplot·as·plt\n", |
40 | ················"import·numpy·as·np\n", | 40 | ················"import·numpy·as·np\n", |
41 | ················"import·statsmodels.api·as·sm\n", | 41 | ················"import·statsmodels.api·as·sm\n", |
Offset 382, 15 lines modified | Offset 382, 15 lines modified | ||
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389 | ········"mai":·[3,·4,·5,·34,·51,·81,·113,·174,·177,·18 | 389 | ········"mai":·[3,·4,·5,·34,·51,·81,·113,·174,·177,·185,·188,·190,·191,·194,·206,·215,·220,·221,·222,·226,·228,·237,·241,·243,·244,·245,·248,·249,·250,·251,·252,·253,·254,·263,·266,·269,·270,·271,·272,·284,·356,·425,·483,·541,·598,·653,·707,·768,·831,·847,·910,·990,·1074,·1130,·1204,·1244,·1279,·1356,·1357,·1[·...·truncated·by·diffoscope;·len:·2031,·SHA:·ea360878ef49ac36e21fb99f73441e2e685828e90221b813317930fb2ec194f9·...·],·6432,·6433,·6435,·6437,·6439,·6440,·6441,·6442,·6444,·6445,·6446,·6447,·6448,·6449,·6450,·6454,·6455,·6460], |
390 | ········"includ":·[3,·4,·11,·12,·13,·17,·24,·26,·27,·30,·31,·39,·45,·59,·90,·121,·122,·173,·175,·177,·178,·179,·183,·185,·188,·190,·191,·194,·196,·197,·198,·202,·203,·205,·207,·211,·216,·217,·219,·220,·223,·225,·226,·231,·232,·235,·237,·238,·239,·242,·243,·244,·245,·246,·249,·251,·252,·253,·257,·259,·260,·267,·292,·307,·364,·365,·382,·401,·402,·439,·440,·459,·460,·497,·498,·517,·518,·555,·574,·575,·612,·629,·630,·667,·684,·685,·720,·721,·782,·783,·807,·808,·846,·847,·924,·925,·942,·1004,·1005,·1027,·1050,·1051,·1089,·1090,·1106,·1107,·1144,·1145,·1162,·1180,·1181,·1218,·1220,·1221,·1258,·1259,·1284,·1357,·1366,·1376,·1379,·1402,·1452,·1491,·1503,·1521,·1550,·1587,·1613,·1628,·1631,·1644,·1647,·1687,·1919,·1927,·1940,·1970,·1971,·1985,·2016,·2017,·2025,·2038,·2046,·2054,·2067,·2075,·2091,·2111,·2112,·2146,·2186,·2196,·2198,·2208,·2221,·2223,·2224,·2237,·2238,·2248,·2251,·2299,·2318,·2336,·2351,·2355,·2412,·2416,·2453,·2461,·2466,·2471,·2480,·2481,·2482,·2484,·2497,·2545,·2548,·2610,·2634,·2635,·2639,·2651,·2652,·2656,·2669,·2670,·2674,·2686,·2699,·2716,·2725,·2731,·2732,·2744,·2754,·2767,·2781,·2795,·2796,·2808,·2810,·2811,·2815,·2827,·2832,·2834,·2884,·2889,·2898,·2934,·2936,·2963,·2977,·3006,·3012,·3019,·3033,·3043,·3044,·3053,·3056,·3057,·3072,·3075,·3076,·3077,·3098,·3100,·3117,·3122,·3124,·3127,·3135,·3152,·3153,·3159,·3208,·3246,·3262,·3271,·3287,·3296,·3312,·3321,·3337,·3346,·3368,·3377,·3393,·3402,·3424,·3433,·3449,·3458,·3481,·3522,·3523,·3539,·3586,·3587,·3600,·3614,·3628,·3629,·3642,·3644,·3648,·3666,·3670,·3738,·3746,·3750,·3751,·3752,·3760,·3762,·3764,·3773,·3783,·3815,·3871,·3888,·3896,·3898,·3899,·3904,·3906,·3910,·3917,·3918,·3924,·3931,·3934,·3943,·3947,·3951,·3952,·3953,·3957,·3971,·3974,·3980,·3990,·3994,·4000,·4002,·4004,·4006,·4010,·4011,·4016,·4024,·4026,·4027,·4042,·4043,·4057,·4091,·4115,·4117,·4121,·4140,·4141,·4142,·4143,·4144,·4167,·4172,·4173,·4174,·4229,·4230,·4231,·4232,·4234,·4235,·4236,·4237,·4276,·4277,·4281,·4294,·4299,·4320,·4321,·4333,·4335,·4339,·4340,·4341,·4342,·4347,·4349,·4352,·4363,·4365,·4371,·4372,·4373,·4378,·4399,·4400,·4412,·4414,·4418,·4427,·4428,·4433,·4435,·4438,·4439,·4450,·4455,·4458,·4485,·4486,·4498,·4500,·4504,·4505,·4506,·4510,·4511,·4517,·4539,·4540,·4551,·4552,·4561,·4564,·4565,·4567,·4579,·4582,·4583,·4584,·4596,·4601,·4602,·4607,·4608,·4617,·4621,·4623,·4624,·4625,·4629,·4638,·4640,·4643,·4644,·4645,·4647,·4652,·4653,·4669,·4673,·4681,·4683,·4690,·4696,·4701,·4704,·4707,·4710,·4719,·4720,·4726,·4727,·4732,·4748,·4793,·4797,·4804,·4830,·4834,·4837,·4842,·4855,·4890,·4896,·4911,·4921,·4936,·4949,·4961,·4966,·4970,·4971,·4977,·4991,·5001,·5002,·5011,·5014,·5015,·5027,·5031,·5032,·5033,·5047,·5048,·5049,·5062,·5066,·5068,·5073,·5074,·5081,·5107,·5108,·5121,·5122,·5134,·5138,·5140,·5141,·5153,·5155,·5156,·5157,·5170,·5174,·5176,·5180,·5181,·5187,·5202,·5212,·5213,·5225,·5226,·5237,·5240,·5241,·5242,·5256,·5257,·5270,·5274,·5290,·5305,·5346,·5387,·5402,·5442,·5443,·5445,·5446,·5476,·5481,·5491,·5492,·5498,·5512,·5522,·5523,·5535,·5536,·5547,·5550,·5551,·5552,·5566,·5567,·5580,·5584,·5595,·5599,·5605,·5606,·5607,·5608,·5609,·5610,·5621,·5637,·5641,·5642,·5648,·5670,·5671,·5682,·5683,·5692,·5695,·5696,·5698,·5710,·5713,·5714,·5715,·5727,·5732,·5733,·5738,·5739,·5748,·5752,·5754,·5775,·5790,·5791,·5831,·5832,·5834,·5836,·5838,·5865,·5869,·5870,·5876,·5891,·5902,·5903,·5912,·5915,·5916,·5929,·5932,·5934,·5935,·5950,·5951,·5952,·5967,·5972,·5983,·5987,·5988,·5994,·6008,·6018,·6019,·6028,·6031,·6032,·6043,·6046,·6047,·6048,·6062,·6063,·6076,·6080,·6082,·6084,·6090,·6091,·6092,·6095,·6097,·6098,·6103,·6104,·6107,·6108,·6133,·6134,·6135,·6159,·6162,·6173,·6176,·6178,·6185,·6191,·6217,·6218,·6224,·6234,·6260,·6263,·6274,·6278,·6285,·6291,·6317,·6318,·6324,·6332,·6380,·6410,·6411,·6413,·6418,·6423,·6424,·6425,·6431,·6432,·6435,·6437,·6439,·6444,·6445,·6446,·6447,·6448,·6449,·6450,·6453,·6454,·6455,·6458], | 390 | ········"includ":·[3,·4,·11,·12,·13,·17,·24,·26,·27,·30,·31,·39,·45,·59,·90,·121,·122,·173,·175,·177,·178,·179,·183,·185,·188,·190,·191,·194,·196,·197,·198,·202,·203,·205,·207,·211,·216,·217,·219,·220,·223,·225,·226,·231,·232,·235,·237,·238,·239,·242,·243,·244,·245,·246,·249,·251,·252,·253,·257,·259,·260,·267,·292,·307,·364,·365,·382,·401,·402,·439,·440,·459,·460,·497,·498,·517,·518,·555,·574,·575,·612,·629,·630,·667,·684,·685,·720,·721,·782,·783,·807,·808,·846,·847,·924,·925,·942,·1004,·1005,·1027,·1050,·1051,·1089,·1090,·1106,·1107,·1144,·1145,·1162,·1180,·1181,·1218,·1220,·1221,·1258,·1259,·1284,·1357,·1366,·1376,·1379,·1402,·1452,·1491,·1503,·1521,·1550,·1587,·1613,·1628,·1631,·1644,·1647,·1687,·1919,·1927,·1940,·1970,·1971,·1985,·2016,·2017,·2025,·2038,·2046,·2054,·2067,·2075,·2091,·2111,·2112,·2146,·2186,·2196,·2198,·2208,·2221,·2223,·2224,·2237,·2238,·2248,·2251,·2299,·2318,·2336,·2351,·2355,·2412,·2416,·2453,·2461,·2466,·2471,·2480,·2481,·2482,·2484,·2497,·2545,·2548,·2610,·2634,·2635,·2639,·2651,·2652,·2656,·2669,·2670,·2674,·2686,·2699,·2716,·2725,·2731,·2732,·2744,·2754,·2767,·2781,·2795,·2796,·2808,·2810,·2811,·2815,·2827,·2832,·2834,·2884,·2889,·2898,·2934,·2936,·2963,·2977,·3006,·3012,·3019,·3033,·3043,·3044,·3053,·3056,·3057,·3072,·3075,·3076,·3077,·3098,·3100,·3117,·3122,·3124,·3127,·3135,·3152,·3153,·3159,·3208,·3246,·3262,·3271,·3287,·3296,·3312,·3321,·3337,·3346,·3368,·3377,·3393,·3402,·3424,·3433,·3449,·3458,·3481,·3522,·3523,·3539,·3586,·3587,·3600,·3614,·3628,·3629,·3642,·3644,·3648,·3666,·3670,·3738,·3746,·3750,·3751,·3752,·3760,·3762,·3764,·3773,·3783,·3815,·3871,·3888,·3896,·3898,·3899,·3904,·3906,·3910,·3917,·3918,·3924,·3931,·3934,·3943,·3947,·3951,·3952,·3953,·3957,·3971,·3974,·3980,·3990,·3994,·4000,·4002,·4004,·4006,·4010,·4011,·4016,·4024,·4026,·4027,·4042,·4043,·4057,·4091,·4115,·4117,·4121,·4140,·4141,·4142,·4143,·4144,·4167,·4172,·4173,·4174,·4229,·4230,·4231,·4232,·4234,·4235,·4236,·4237,·4276,·4277,·4281,·4294,·4299,·4320,·4321,·4333,·4335,·4339,·4340,·4341,·4342,·4347,·4349,·4352,·4363,·4365,·4371,·4372,·4373,·4378,·4399,·4400,·4412,·4414,·4418,·4427,·4428,·4433,·4435,·4438,·4439,·4450,·4455,·4458,·4485,·4486,·4498,·4500,·4504,·4505,·4506,·4510,·4511,·4517,·4539,·4540,·4551,·4552,·4561,·4564,·4565,·4567,·4579,·4582,·4583,·4584,·4596,·4601,·4602,·4607,·4608,·4617,·4621,·4623,·4624,·4625,·4629,·4638,·4640,·4643,·4644,·4645,·4647,·4652,·4653,·4669,·4673,·4681,·4683,·4690,·4696,·4701,·4704,·4707,·4710,·4719,·4720,·4726,·4727,·4732,·4748,·4793,·4797,·4804,·4830,·4834,·4837,·4842,·4855,·4890,·4896,·4911,·4921,·4936,·4949,·4961,·4966,·4970,·4971,·4977,·4991,·5001,·5002,·5011,·5014,·5015,·5027,·5031,·5032,·5033,·5047,·5048,·5049,·5062,·5066,·5068,·5073,·5074,·5081,·5107,·5108,·5121,·5122,·5134,·5138,·5140,·5141,·5153,·5155,·5156,·5157,·5170,·5174,·5176,·5180,·5181,·5187,·5202,·5212,·5213,·5225,·5226,·5237,·5240,·5241,·5242,·5256,·5257,·5270,·5274,·5290,·5305,·5346,·5387,·5402,·5442,·5443,·5445,·5446,·5476,·5481,·5491,·5492,·5498,·5512,·5522,·5523,·5535,·5536,·5547,·5550,·5551,·5552,·5566,·5567,·5580,·5584,·5595,·5599,·5605,·5606,·5607,·5608,·5609,·5610,·5621,·5637,·5641,·5642,·5648,·5670,·5671,·5682,·5683,·5692,·5695,·5696,·5698,·5710,·5713,·5714,·5715,·5727,·5732,·5733,·5738,·5739,·5748,·5752,·5754,·5775,·5790,·5791,·5831,·5832,·5834,·5836,·5838,·5865,·5869,·5870,·5876,·5891,·5902,·5903,·5912,·5915,·5916,·5929,·5932,·5934,·5935,·5950,·5951,·5952,·5967,·5972,·5983,·5987,·5988,·5994,·6008,·6018,·6019,·6028,·6031,·6032,·6043,·6046,·6047,·6048,·6062,·6063,·6076,·6080,·6082,·6084,·6090,·6091,·6092,·6095,·6097,·6098,·6103,·6104,·6107,·6108,·6133,·6134,·6135,·6159,·6162,·6173,·6176,·6178,·6185,·6191,·6217,·6218,·6224,·6234,·6260,·6263,·6274,·6278,·6285,·6291,·6317,·6318,·6324,·6332,·6380,·6410,·6411,·6413,·6418,·6423,·6424,·6425,·6431,·6432,·6435,·6437,·6439,·6444,·6445,·6446,·6447,·6448,·6449,·6450,·6453,·6454,·6455,·6458], |
391 | ········"find":·[3,·177,·179,·182,·185,·187,·202,·216,·226,·231,·238,·240,·241,·248,·251,·257,·266,·1472,·1473,·1527,·1528,·1622,·1626,·1627,·1638,·1642,·1643,·2195,·2196,·2431,·2544,·2700,·3207,·3731,·3732,·3738,·3777,·3881,·3882,·3883,·3885,·3924,·3928,·4087,·4088,·4091,·4095,·4099,·4103,·4107,·4110,·4111,·4112,·4130,·4290,·4312,·4321,·4322,·4359,·4391,·4400,·4401,·4446,·4477,·4486,·4487,·4633,·4640,·4646,·4804,·4837,·4850,·4885,·4943,·6409,·6410,·6411,·6447,·6454,·6455], | 391 | ········"find":·[3,·177,·179,·182,·185,·187,·202,·216,·226,·231,·238,·240,·241,·248,·251,·257,·266,·1472,·1473,·1527,·1528,·1622,·1626,·1627,·1638,·1642,·1643,·2195,·2196,·2431,·2544,·2700,·3207,·3731,·3732,·3738,·3777,·3881,·3882,·3883,·3885,·3924,·3928,·4087,·4088,·4091,·4095,·4099,·4103,·4107,·4110,·4111,·4112,·4130,·4290,·4312,·4321,·4322,·4359,·4391,·4400,·4401,·4446,·4477,·4486,·4487,·4633,·4640,·4646,·4804,·4837,·4850,·4885,·4943,·6409,·6410,·6411,·6447,·6454,·6455], |
392 | ········"someth":·[3,·174,·177,·178,·179,·239,·2080,·3357,·3725,·3742,·3744,·6419,·6421,·6446], | 392 | ········"someth":·[3,·174,·177,·178,·179,·239,·2080,·3357,·3725,·3742,·3744,·6419,·6421,·6446], |
393 | 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