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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:·155 | 6 | Installed-Size:·155896 |
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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~) |
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12 | Priority:·optional | 12 | Priority:·optional |
13 | Homepage:·https://www.statsmodels.org | 13 | Homepage:·https://www.statsmodels.org |
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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·seaborn·as·sns\n", | 25 | ················"import·seaborn·as·sns\n", |
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37 | ········}, | 37 | ········}, |
38 | ········{ | 38 | ········{ |
39 | ············"cell_type":·"code", | 39 | ············"cell_type":·"code", |
40 | ············"execution_count":·1, | 40 | ············"execution_count":·1, |
41 | ············"id":·"eed890e6", | 41 | ············"id":·"eed890e6", |
42 | ············"metadata":·{ | 42 | ············"metadata":·{ |
43 | ················"execution":·{ | 43 | ················"execution":·{ |
44 | ····················"iopub.execute_input":·"202 | 44 | ····················"iopub.execute_input":·"2025-03-18T13:29:47.737534Z", |
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48 | ················} | 48 | ················} |
49 | ············}, | 49 | ············}, |
50 | ············"outputs":·[], | 50 | ············"outputs":·[], |
51 | ············"source":·[ | 51 | ············"source":·[ |
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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8 | ············] | 8 | ············] |
9 | ········}, | 9 | ········}, |
10 | ········{ | 10 | ········{ |
11 | ············"cell_type":·"code", | 11 | ············"cell_type":·"code", |
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13 | ············"metadata":·{ | 13 | ············"metadata":·{ |
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19 | ················} | 19 | ················} |
20 | ············}, | 20 | ············}, |
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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 | ········}, |
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27 | ············"metadata":·{ | 27 | ············"metadata":·{ |
28 | ················"execution":·{ | 28 | ················"execution":·{ |
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33 | ················} | 33 | ················} |
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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":·"2025-03-18T13:29:42.737189Z", |
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49 | ················} | 49 | ················} |
50 | ············}, | 50 | ············}, |
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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 | ········}, |
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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 | ············] |
11 | ········}, | 11 | ········}, |
12 | ········{ | 12 | ········{ |
13 | ············"cell_type":·"code", | 13 | ············"cell_type":·"code", |
14 | ············"execution_count":·1, | 14 | ············"execution_count":·1, |
15 | ············"metadata":·{ | 15 | ············"metadata":·{ |
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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 454, 23 lines modified | Offset 454, 14 lines modified | ||
454 | <span·class="n">plt</span><span·class="o">.</span><span·class="n">legend</span><span·class="p">()</span> | 454 | <span·class="n">plt</span><span·class="o">.</span><span·class="n">legend</span><span·class="p">()</span> |
455 | </pre></div> | 455 | </pre></div> |
456 | </div> | 456 | </div> |
457 | </div> | 457 | </div> |
458 | <div·class="nboutput·docutils·container"> | 458 | <div·class="nboutput·docutils·container"> |
459 | <div·class="prompt·empty·docutils·container"> | 459 | <div·class="prompt·empty·docutils·container"> |
460 | </div> | 460 | </div> |
461 | <div·class="output_area·stderr·docutils·container"> | ||
462 | <div·class="highlight"><pre> | ||
463 | /usr/lib/python3/dist-packages/statsmodels/tsa/exponential_smoothing/ets.py:437:·UserWarning:·ETSModel·can·give·wrong·results·on·32·bit·i386 | ||
464 | ··warnings.warn(warn_ets) | ||
465 | </pre></div></div> | ||
466 | </div> | ||
467 | <div·class="nboutput·docutils·container"> | ||
468 | <div·class="prompt·empty·docutils·container"> | ||
469 | </div> | ||
470 | <div·class="output_area·docutils·container"> | 461 | <div·class="output_area·docutils·container"> |
471 | <div·class="highlight"><pre> | 462 | <div·class="highlight"><pre> |
472 | RUNNING·THE·L-BFGS-B·CODE | 463 | RUNNING·THE·L-BFGS-B·CODE |
473 | ···········*·*·* | 464 | ···········*·*·* |
474 | Machine·precision·=·2.220D-16 | 465 | Machine·precision·=·2.220D-16 |
Offset 119, 17 lines modified | Offset 119, 14 lines modified | ||
119 | #·obtained·from·R | 119 | #·obtained·from·R |
120 | params_R·=·[0.99989969,·0.11888177503085334,·0.80000197,·36.46466837, | 120 | params_R·=·[0.99989969,·0.11888177503085334,·0.80000197,·36.46466837, |
121 | 34.72584983] | 121 | 34.72584983] |
122 | yhat·=·model.smooth(params_R).fittedvalues | 122 | yhat·=·model.smooth(params_R).fittedvalues |
123 | yhat.plot(label="R·fit",·linestyle="--") | 123 | yhat.plot(label="R·fit",·linestyle="--") |
124 | plt.legend() | 124 | plt.legend() |
125 | /usr/lib/python3/dist-packages/statsmodels/tsa/exponential_smoothing/ets.py: | ||
126 | 437:·UserWarning:·ETSModel·can·give·wrong·results·on·32·bit·i386 | ||
127 | ··warnings.warn(warn_ets) | ||
128 | RUNNING·THE·L-BFGS-B·CODE | 125 | RUNNING·THE·L-BFGS-B·CODE |
129 | ···········*·*·* | 126 | ···········*·*·* |
130 | Machine·precision·=·2.220D-16 | 127 | Machine·precision·=·2.220D-16 |
131 | ·N·=············2·····M·=···········10 | 128 | ·N·=············2·····M·=···········10 |
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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":·"2025-03-18T13:29:19.093989Z", |
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31 | ····················"shell.execute_reply":·"202 | 31 | ····················"shell.execute_reply":·"2025-03-18T13:29:20.624921Z" |
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", |
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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":·"2025-03-18T13:29:16.995657Z", |
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36 | ····················"shell.execute_reply":·"202 | 36 | ····················"shell.execute_reply":·"2025-03-18T13:29:18.699147Z" |
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":·"2025-03-18T13:29:16.993996Z", |
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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> | 493 | ······<td>1.015931</td> |
494 | ····</tr> | 494 | ····</tr> |
495 | ····<tr> | 495 | ····<tr> |
496 | ······<th>level1_ix</th> | 496 | ······<th>level1_ix</th> |
497 | ······<td>2.0 | 497 | ······<td>2.047519</td> |
498 | ····</tr> | 498 | ····</tr> |
499 | ····<tr> | 499 | ····<tr> |
500 | ······<th>level2_ix</th> | 500 | ······<th>level2_ix</th> |
501 | ······<td> | 501 | ······<td>2.988207</td> |
502 | ····</tr> | 502 | ····</tr> |
503 | ····<tr> | 503 | ····<tr> |
504 | ······<th>Residual</th> | 504 | ······<th>Residual</th> |
505 | ······<td>3.96 | 505 | ······<td>3.969545</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|_\x8 | 86 | |_\x8g\x8g_\x8r\x8r_\x8o\x8o_\x8u\x8u_\x8p\x8p_\x8s\x8s_\x8_\x8__\x8i\x8i_\x8x\x8x_\x8|_\x81_.._.0_.1_.5_.9_.3_.1| |
87 | |_\x8l\x8l_\x8e\x8e_\x8v\x8v_\x8e\x8e_\x8l\x8l_\x81\x81_\x8_\x8__\x8i\x8i_\x8x\x8x_\x8|_\x82_\x8._\x80_\x8 | 87 | |_\x8l\x8l_\x8e\x8e_\x8v\x8v_\x8e\x8e_\x8l\x8l_\x81\x81_\x8_\x8__\x8i\x8i_\x8x\x8x_\x8|_\x82_\x8._\x80_\x84_.7_.5_.1_\x89| |
88 | |_\x8l\x8l_\x8e\x8e_\x8v\x8v_\x8e\x8e_\x8l\x8l_\x82\x82_\x8_\x8__\x8i\x8i_\x8x\x8x_\x8|_\x8 | 88 | |_\x8l\x8l_\x8e\x8e_\x8v\x8v_\x8e\x8e_\x8l\x8l_\x82\x82_\x8_\x8__\x8i\x8i_\x8x\x8x_\x8|_\x82_.._.9_.8_.8_.2_.0_.7| |
89 | |_\x8R\x8R_\x8e\x8e_\x8s\x8s_\x8i\x8i_\x8d\x8d_\x8u\x8u_\x8a\x8a_\x8l\x8l_\x8·_\x8|_\x83_\x8._\x89_\x86_\x8 | 89 | |_\x8R\x8R_\x8e\x8e_\x8s\x8s_\x8i\x8i_\x8d\x8d_\x8u\x8u_\x8a\x8a_\x8l\x8l_\x8·_\x8|_\x83_\x8._\x89_\x86_\x89_.5_.4_.5| |
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":·"2025-03-18T13:29:17.054280Z", |
20 | ····················"iopub.status.busy":·"202 | 20 | ····················"iopub.status.busy":·"2025-03-18T13:29:17.053871Z", |
21 | ····················"iopub.status.idle":·"202 | 21 | ····················"iopub.status.idle":·"2025-03-18T13:29:18.494405Z", |
22 | ····················"shell.execute_reply":·"202 | 22 | ····················"shell.execute_reply":·"2025-03-18T13:29:18.493332Z" |
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":·"2025-03-18T13:29:16.942288Z", |
22 | ····················"iopub.status.busy":·"202 | 22 | ····················"iopub.status.busy":·"2025-03-18T13:29:16.941917Z", |
23 | ····················"iopub.status.idle":·"202 | 23 | ····················"iopub.status.idle":·"2025-03-18T13:29:18.745440Z", |
24 | ····················"shell.execute_reply":·"202 | 24 | ····················"shell.execute_reply":·"2025-03-18T13:29:18.744325Z" |
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":·"2025-03-18T13:29:43.360545Z", |
35 | ····················"iopub.status.busy":·"202 | 35 | ····················"iopub.status.busy":·"2025-03-18T13:29:43.360037Z", |
36 | ····················"iopub.status.idle":·"202 | 36 | ····················"iopub.status.idle":·"2025-03-18T13:29:44.618977Z", |
37 | ····················"shell.execute_reply":·"202 | 37 | ····················"shell.execute_reply":·"2025-03-18T13:29:44.618133Z" |
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_ | 638 | /tmp/ipykernel_5148/4175420381.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, 15 lines modified | Offset 244, 15 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_ | 251 | /tmp/ipykernel_5148/4175420381.py:1:·FutureWarning:·Calling·float·on·a·single |
252 | element·Series·is·deprecated·and·will·raise·a·TypeError·in·the·future.·Use | 252 | element·Series·is·deprecated·and·will·raise·a·TypeError·in·the·future.·Use |
253 | float(ser.iloc[0])·instead | 253 | 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 |
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":·"2025-03-18T13:29:16.993996Z", |
16 | ····················"iopub.status.busy":·"202 | 16 | ····················"iopub.status.busy":·"2025-03-18T13:29:16.993620Z", |
17 | ····················"iopub.status.idle":·"202 | 17 | ····················"iopub.status.idle":·"2025-03-18T13:29:17.963895Z", |
18 | ····················"shell.execute_reply":·"202 | 18 | ····················"shell.execute_reply":·"2025-03-18T13:29:17.963000Z" |
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":·"2025-03-18T13:29:17.977787Z", |
32 | ····················"iopub.status.busy":·"202 | 32 | ····················"iopub.status.busy":·"2025-03-18T13:29:17.977323Z", |
33 | ····················"iopub.status.idle":·"202 | 33 | ····················"iopub.status.idle":·"2025-03-18T13:29:19.187820Z", |
34 | ····················"shell.execute_reply":·"202 | 34 | ····················"shell.execute_reply":·"2025-03-18T13:29:19.186904Z" |
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_30 | 493 | /tmp/ipykernel_6302/1000445862.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_30 | 495 | /tmp/ipykernel_6302/1000445862.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, 23 lines modified | Offset 176, 23 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 | -0.020395987154755834 | 181 | -0.020395987154755834 |
182 | -0.020395987154756382 | 182 | -0.020395987154756382 |
183 | /tmp/ipykernel_30 | 183 | /tmp/ipykernel_6302/1000445862.py:1:·FutureWarning:·Series.__getitem__·treating |
184 | 184 | keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always | |
185 | 185 | be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by | |
186 | 186 | position,·use·`ser.iloc[pos]` | |
187 | ··print(mod1.params[1]) | 187 | ··print(mod1.params[1]) |
188 | /tmp/ipykernel_30 | 188 | /tmp/ipykernel_6302/1000445862.py:2:·FutureWarning:·Series.__getitem__·treating |
189 | 189 | keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always | |
190 | 190 | be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by | |
191 | 191 | 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 |
196 | ····*·_\x8G_\x8e_\x8t_\x8t_\x8i_\x8n_\x8g_\x8·_\x8s_\x8t_\x8a_\x8r_\x8t_\x8e_\x8d | 196 | ····*·_\x8G_\x8e_\x8t_\x8t_\x8i_\x8n_\x8g_\x8·_\x8s_\x8t_\x8a_\x8r_\x8t_\x8e_\x8d |
197 | ····*·_\x8U_\x8s_\x8e_\x8r_\x8·_\x8G_\x8u_\x8i_\x8d_\x8e | 197 | ····*·_\x8U_\x8s_\x8e_\x8r_\x8·_\x8G_\x8u_\x8i_\x8d_\x8e |
198 | ····*·_\x8E_\x8x_\x8a_\x8m_\x8p_\x8l_\x8e_\x8s | 198 | ····*·_\x8E_\x8x_\x8a_\x8m_\x8p_\x8l_\x8e_\x8s |
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20 | ············"cell_type":·"code", | 20 | ············"cell_type":·"code", |
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22 | ············"metadata":·{ | 22 | ············"metadata":·{ |
23 | ················"execution":·{ | 23 | ················"execution":·{ |
24 | ····················"iopub.execute_input":·"202 | 24 | ····················"iopub.execute_input":·"2025-03-18T13:29:37.489307Z", |
25 | ····················"iopub.status.busy":·"202 | 25 | ····················"iopub.status.busy":·"2025-03-18T13:29:37.488937Z", |
26 | ····················"iopub.status.idle":·"202 | 26 | ····················"iopub.status.idle":·"2025-03-18T13:29:38.731151Z", |
27 | ····················"shell.execute_reply":·"202 | 27 | ····················"shell.execute_reply":·"2025-03-18T13:29:38.730189Z" |
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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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":·"2025-03-18T13:29:16.998839Z", |
16 | ····················"iopub.status.busy":·"202 | 16 | ····················"iopub.status.busy":·"2025-03-18T13:29:16.998498Z", |
17 | ····················"iopub.status.idle":·"202 | 17 | ····················"iopub.status.idle":·"2025-03-18T13:29:18.266091Z", |
18 | ····················"shell.execute_reply":·"202 | 18 | ····················"shell.execute_reply":·"2025-03-18T13:29:18.254584Z" |
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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9 | ········}, | 9 | ········}, |
10 | ········{ | 10 | ········{ |
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12 | ············"execution_count":·1, | 12 | ············"execution_count":·1, |
13 | ············"metadata":·{ | 13 | ············"metadata":·{ |
14 | ················"execution":·{ | 14 | ················"execution":·{ |
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17 | ····················"iopub.status.idle":·"202 | 17 | ····················"iopub.status.idle":·"2025-03-18T13:29:26.386162Z", |
18 | ····················"shell.execute_reply":·"202 | 18 | ····················"shell.execute_reply":·"2025-03-18T13:29:26.385037Z" |
19 | ················}, | 19 | ················}, |
20 | ················"jupyter":·{ | 20 | ················"jupyter":·{ |
21 | ····················"outputs_hidden":·false | 21 | ····················"outputs_hidden":·false |
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25 | ····················"shell.execute_reply":·"202 | 25 | ····················"shell.execute_reply":·"2025-03-18T13:29:31.069920Z" |
26 | ················}, | 26 | ················}, |
27 | ················"jupyter":·{ | 27 | ················"jupyter":·{ |
28 | ····················"outputs_hidden":·false | 28 | ····················"outputs_hidden":·false |
29 | ················} | 29 | ················} |
30 | ············}, | 30 | ············}, |
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32 | ············"source":·[ | 32 | ············"source":·[ |
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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":·"2025-03-18T13:29:29.828922Z", |
32 | ····················"iopub.status.busy":·"202 | 32 | ····················"iopub.status.busy":·"2025-03-18T13:29:29.828529Z", |
33 | ····················"iopub.status.idle":·"202 | 33 | ····················"iopub.status.idle":·"2025-03-18T13:29:31.596102Z", |
34 | ····················"shell.execute_reply":·"202 | 34 | ····················"shell.execute_reply":·"2025-03-18T13:29:31.595206Z" |
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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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":·"2025-03-18T13:29:41.812993Z", |
20 | ····················"iopub.status.busy":·"202 | 20 | ····················"iopub.status.busy":·"2025-03-18T13:29:41.812581Z", |
21 | ····················"iopub.status.idle":·"202 | 21 | ····················"iopub.status.idle":·"2025-03-18T13:29:43.529000Z", |
22 | ····················"shell.execute_reply":·"202 | 22 | ····················"shell.execute_reply":·"2025-03-18T13:29:43.528004Z" |
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 | ········}, |
17 | ········{ | 17 | ········{ |
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":·"2025-03-18T13:29:36.189000Z", |
23 | ····················"iopub.status.busy":·"202 | 23 | ····················"iopub.status.busy":·"2025-03-18T13:29:36.188563Z", |
24 | ····················"iopub.status.idle":·"202 | 24 | ····················"iopub.status.idle":·"2025-03-18T13:29:38.046498Z", |
25 | ····················"shell.execute_reply":·"202 | 25 | ····················"shell.execute_reply":·"2025-03-18T13:29:38.045276Z" |
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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316 | ··background:·rgba(66,·165,·245,·0.2); | 316 | ··background:·rgba(66,·165,·245,·0.2); |
317 | } | 317 | } |
318 | </style> | 318 | </style> |
319 | <section·id="Mediation-analysis-with-duration-data"> | 319 | <section·id="Mediation-analysis-with-duration-data"> |
320 | <h1>Mediation·analysis·with·duration·data<a·class="headerlink"·href="#Mediation-analysis-with-duration-data"·title="Link·to·this·heading">¶</a></h1> | 320 | <h1>Mediation·analysis·with·duration·data<a·class="headerlink"·href="#Mediation-analysis-with-duration-data"·title="Link·to·this·heading">¶</a></h1> |
321 | <p>This·notebook·demonstrates·mediation·analysis·when·the·mediator·and·outcome·are·duration·variables,·modeled·using·proportional·hazards·regression.·These·examples·are·based·on·simulated·data.</p> | 321 | <p>This·notebook·demonstrates·mediation·analysis·when·the·mediator·and·outcome·are·duration·variables,·modeled·using·proportional·hazards·regression.·These·examples·are·based·on·simulated·data.</p> |
322 | <div·class="nbinput·nblast·docutils·container"> | 322 | <div·class="nbinput·nblast·docutils·container"> |
323 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[ | 323 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[·]: |
324 | </pre></div> | 324 | </pre></div> |
325 | </div> | 325 | </div> |
326 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="kn">import</span>·<span·class="nn">pandas</span>·<span·class="k">as</span>·<span·class="nn">pd</span> | 326 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="kn">import</span>·<span·class="nn">pandas</span>·<span·class="k">as</span>·<span·class="nn">pd</span> |
327 | <span·class="kn">import</span>·<span·class="nn">numpy</span>·<span·class="k">as</span>·<span·class="nn">np</span> | 327 | <span·class="kn">import</span>·<span·class="nn">numpy</span>·<span·class="k">as</span>·<span·class="nn">np</span> |
328 | <span·class="kn">import</span>·<span·class="nn">statsmodels.api</span>·<span·class="k">as</span>·<span·class="nn">sm</span> | 328 | <span·class="kn">import</span>·<span·class="nn">statsmodels.api</span>·<span·class="k">as</span>·<span·class="nn">sm</span> |
329 | <span·class="kn">from</span>·<span·class="nn">statsmodels.stats.mediation</span>·<span·class="kn">import</span>·<span·class="n">Mediation</span> | 329 | <span·class="kn">from</span>·<span·class="nn">statsmodels.stats.mediation</span>·<span·class="kn">import</span>·<span·class="n">Mediation</span> |
330 | </pre></div> | 330 | </pre></div> |
331 | </div> | 331 | </div> |
332 | </div> | 332 | </div> |
333 | <p>Make·the·notebook·reproducible.</p> | 333 | <p>Make·the·notebook·reproducible.</p> |
334 | <div·class="nbinput·nblast·docutils·container"> | 334 | <div·class="nbinput·nblast·docutils·container"> |
335 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[ | 335 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[·]: |
336 | </pre></div> | 336 | </pre></div> |
337 | </div> | 337 | </div> |
338 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="n">np</span><span·class="o">.</span><span·class="n">random</span><span·class="o">.</span><span·class="n">seed</span><span·class="p">(</span><span·class="mi">3424</span><span·class="p">)</span> | 338 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="n">np</span><span·class="o">.</span><span·class="n">random</span><span·class="o">.</span><span·class="n">seed</span><span·class="p">(</span><span·class="mi">3424</span><span·class="p">)</span> |
339 | </pre></div> | 339 | </pre></div> |
340 | </div> | 340 | </div> |
341 | </div> | 341 | </div> |
342 | <p>Specify·a·sample·size.</p> | 342 | <p>Specify·a·sample·size.</p> |
343 | <div·class="nbinput·nblast·docutils·container"> | 343 | <div·class="nbinput·nblast·docutils·container"> |
344 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[ | 344 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[·]: |
345 | </pre></div> | 345 | </pre></div> |
346 | </div> | 346 | </div> |
347 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="n">n</span>·<span·class="o">=</span>·<span·class="mi">1000</span> | 347 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="n">n</span>·<span·class="o">=</span>·<span·class="mi">1000</span> |
348 | </pre></div> | 348 | </pre></div> |
349 | </div> | 349 | </div> |
350 | </div> | 350 | </div> |
351 | <p>Generate·an·exposure·variable.</p> | 351 | <p>Generate·an·exposure·variable.</p> |
352 | <div·class="nbinput·nblast·docutils·container"> | 352 | <div·class="nbinput·nblast·docutils·container"> |
353 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[ | 353 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[·]: |
354 | </pre></div> | 354 | </pre></div> |
355 | </div> | 355 | </div> |
356 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="n">exp</span>·<span·class="o">=</span>·<span·class="n">np</span><span·class="o">.</span><span·class="n">random</span><span·class="o">.</span><span·class="n">normal</span><span·class="p">(</span><span·class="n">size</span><span·class="o">=</span><span·class="n">n</span><span·class="p">)</span> | 356 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="n">exp</span>·<span·class="o">=</span>·<span·class="n">np</span><span·class="o">.</span><span·class="n">random</span><span·class="o">.</span><span·class="n">normal</span><span·class="p">(</span><span·class="n">size</span><span·class="o">=</span><span·class="n">n</span><span·class="p">)</span> |
357 | </pre></div> | 357 | </pre></div> |
358 | </div> | 358 | </div> |
359 | </div> | 359 | </div> |
360 | <p>Generate·a·mediator·variable.</p> | 360 | <p>Generate·a·mediator·variable.</p> |
361 | <div·class="nbinput·nblast·docutils·container"> | 361 | <div·class="nbinput·nblast·docutils·container"> |
362 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[ | 362 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[·]: |
363 | </pre></div> | 363 | </pre></div> |
364 | </div> | 364 | </div> |
365 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="k">def</span>·<span·class="nf">gen_mediator</span><span·class="p">():</span> | 365 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="k">def</span>·<span·class="nf">gen_mediator</span><span·class="p">():</span> |
366 | ····<span·class="n">mn</span>·<span·class="o">=</span>·<span·class="n">np</span><span·class="o">.</span><span·class="n">exp</span><span·class="p">(</span><span·class="n">exp</span><span·class="p">)</span> | 366 | ····<span·class="n">mn</span>·<span·class="o">=</span>·<span·class="n">np</span><span·class="o">.</span><span·class="n">exp</span><span·class="p">(</span><span·class="n">exp</span><span·class="p">)</span> |
367 | ····<span·class="n">mtime0</span>·<span·class="o">=</span>·<span·class="o">-</span><span·class="n">mn</span>·<span·class="o">*</span>·<span·class="n">np</span><span·class="o">.</span><span·class="n">log</span><span·class="p">(</span><span·class="n">np</span><span·class="o">.</span><span·class="n">random</span><span·class="o">.</span><span·class="n">uniform</span><span·class="p">(</span><span·class="n">size</span><span·class="o">=</span><span·class="n">n</span><span·class="p">))</span> | 367 | ····<span·class="n">mtime0</span>·<span·class="o">=</span>·<span·class="o">-</span><span·class="n">mn</span>·<span·class="o">*</span>·<span·class="n">np</span><span·class="o">.</span><span·class="n">log</span><span·class="p">(</span><span·class="n">np</span><span·class="o">.</span><span·class="n">random</span><span·class="o">.</span><span·class="n">uniform</span><span·class="p">(</span><span·class="n">size</span><span·class="o">=</span><span·class="n">n</span><span·class="p">))</span> |
368 | ····<span·class="n">ctime</span>·<span·class="o">=</span>·<span·class="o">-</span><span·class="mi">2</span>·<span·class="o">*</span>·<span·class="n">mn</span>·<span·class="o">*</span>·<span·class="n">np</span><span·class="o">.</span><span·class="n">log</span><span·class="p">(</span><span·class="n">np</span><span·class="o">.</span><span·class="n">random</span><span·class="o">.</span><span·class="n">uniform</span><span·class="p">(</span><span·class="n">size</span><span·class="o">=</span><span·class="n">n</span><span·class="p">))</span> | 368 | ····<span·class="n">ctime</span>·<span·class="o">=</span>·<span·class="o">-</span><span·class="mi">2</span>·<span·class="o">*</span>·<span·class="n">mn</span>·<span·class="o">*</span>·<span·class="n">np</span><span·class="o">.</span><span·class="n">log</span><span·class="p">(</span><span·class="n">np</span><span·class="o">.</span><span·class="n">random</span><span·class="o">.</span><span·class="n">uniform</span><span·class="p">(</span><span·class="n">size</span><span·class="o">=</span><span·class="n">n</span><span·class="p">))</span> |
369 | ····<span·class="n">mstatus</span>·<span·class="o">=</span>·<span·class="p">(</span><span·class="n">ctime</span>·<span·class="o">>=</span>·<span·class="n">mtime0</span><span·class="p">)</span><span·class="o">.</span><span·class="n">astype</span><span·class="p">(</span><span·class="nb">int</span><span·class="p">)</span> | 369 | ····<span·class="n">mstatus</span>·<span·class="o">=</span>·<span·class="p">(</span><span·class="n">ctime</span>·<span·class="o">>=</span>·<span·class="n">mtime0</span><span·class="p">)</span><span·class="o">.</span><span·class="n">astype</span><span·class="p">(</span><span·class="nb">int</span><span·class="p">)</span> |
370 | ····<span·class="n">mtime</span>·<span·class="o">=</span>·<span·class="n">np</span><span·class="o">.</span><span·class="n">where</span><span·class="p">(</span><span·class="n">mtime0</span>·<span·class="o"><=</span>·<span·class="n">ctime</span><span·class="p">,</span>·<span·class="n">mtime0</span><span·class="p">,</span>·<span·class="n">ctime</span><span·class="p">)</span> | 370 | ····<span·class="n">mtime</span>·<span·class="o">=</span>·<span·class="n">np</span><span·class="o">.</span><span·class="n">where</span><span·class="p">(</span><span·class="n">mtime0</span>·<span·class="o"><=</span>·<span·class="n">ctime</span><span·class="p">,</span>·<span·class="n">mtime0</span><span·class="p">,</span>·<span·class="n">ctime</span><span·class="p">)</span> |
371 | ····<span·class="k">return</span>·<span·class="n">mtime0</span><span·class="p">,</span>·<span·class="n">mtime</span><span·class="p">,</span>·<span·class="n">mstatus</span> | 371 | ····<span·class="k">return</span>·<span·class="n">mtime0</span><span·class="p">,</span>·<span·class="n">mtime</span><span·class="p">,</span>·<span·class="n">mstatus</span> |
372 | </pre></div> | 372 | </pre></div> |
373 | </div> | 373 | </div> |
374 | </div> | 374 | </div> |
375 | <p>Generate·an·outcome·variable.</p> | 375 | <p>Generate·an·outcome·variable.</p> |
376 | <div·class="nbinput·nblast·docutils·container"> | 376 | <div·class="nbinput·nblast·docutils·container"> |
377 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[ | 377 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[·]: |
378 | </pre></div> | 378 | </pre></div> |
379 | </div> | 379 | </div> |
380 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="k">def</span>·<span·class="nf">gen_outcome</span><span·class="p">(</span><span·class="n">otype</span><span·class="p">,</span>·<span·class="n">mtime0</span><span·class="p">):</span> | 380 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="k">def</span>·<span·class="nf">gen_outcome</span><span·class="p">(</span><span·class="n">otype</span><span·class="p">,</span>·<span·class="n">mtime0</span><span·class="p">):</span> |
381 | ····<span·class="k">if</span>·<span·class="n">otype</span>·<span·class="o">==</span>·<span·class="s2">"full"</span><span·class="p">:</span> | 381 | ····<span·class="k">if</span>·<span·class="n">otype</span>·<span·class="o">==</span>·<span·class="s2">"full"</span><span·class="p">:</span> |
382 | ········<span·class="n">lp</span>·<span·class="o">=</span>·<span·class="mf">0.5</span>·<span·class="o">*</span>·<span·class="n">mtime0</span> | 382 | ········<span·class="n">lp</span>·<span·class="o">=</span>·<span·class="mf">0.5</span>·<span·class="o">*</span>·<span·class="n">mtime0</span> |
383 | ····<span·class="k">elif</span>·<span·class="n">otype</span>·<span·class="o">==</span>·<span·class="s2">"no"</span><span·class="p">:</span> | 383 | ····<span·class="k">elif</span>·<span·class="n">otype</span>·<span·class="o">==</span>·<span·class="s2">"no"</span><span·class="p">:</span> |
384 | ········<span·class="n">lp</span>·<span·class="o">=</span>·<span·class="n">exp</span> | 384 | ········<span·class="n">lp</span>·<span·class="o">=</span>·<span·class="n">exp</span> |
Offset 6, 68 lines modified | Offset 6, 68 lines modified | ||
6 | ····*·_\x8s_\x8t_\x8a_\x8t_\x8s_\x8m_\x8o_\x8d_\x8e_\x8l_\x8s_\x8·_\x80_\x8._\x81_\x84_\x8._\x81_\x8+_\x8d_\x8f_\x8s_\x8g·» | 6 | ····*·_\x8s_\x8t_\x8a_\x8t_\x8s_\x8m_\x8o_\x8d_\x8e_\x8l_\x8s_\x8·_\x80_\x8._\x81_\x84_\x8._\x81_\x8+_\x8d_\x8f_\x8s_\x8g·» |
7 | ····*·_\x8E_\x8x_\x8a_\x8m_\x8p_\x8l_\x8e_\x8s·» | 7 | ····*·_\x8E_\x8x_\x8a_\x8m_\x8p_\x8l_\x8e_\x8s·» |
8 | ····*·Mediation·analysis·with·duration·data | 8 | ····*·Mediation·analysis·with·duration·data |
9 | *\x8**\x8**\x8**\x8**\x8**\x8*·M\x8Me\x8ed\x8di\x8ia\x8at\x8ti\x8io\x8on\x8n·a\x8an\x8na\x8al\x8ly\x8ys\x8si\x8is\x8s·w\x8wi\x8it\x8th\x8h·d\x8du\x8ur\x8ra\x8at\x8ti\x8io\x8on\x8n·d\x8da\x8at\x8ta\x8a_\x8?\x8¶·*\x8**\x8**\x8**\x8**\x8**\x8* | 9 | *\x8**\x8**\x8**\x8**\x8**\x8*·M\x8Me\x8ed\x8di\x8ia\x8at\x8ti\x8io\x8on\x8n·a\x8an\x8na\x8al\x8ly\x8ys\x8si\x8is\x8s·w\x8wi\x8it\x8th\x8h·d\x8du\x8ur\x8ra\x8at\x8ti\x8io\x8on\x8n·d\x8da\x8at\x8ta\x8a_\x8?\x8¶·*\x8**\x8**\x8**\x8**\x8**\x8* |
10 | This·notebook·demonstrates·mediation·analysis·when·the·mediator·and·outcome·are | 10 | This·notebook·demonstrates·mediation·analysis·when·the·mediator·and·outcome·are |
11 | duration·variables,·modeled·using·proportional·hazards·regression.·These | 11 | duration·variables,·modeled·using·proportional·hazards·regression.·These |
12 | examples·are·based·on·simulated·data. | 12 | examples·are·based·on·simulated·data. |
13 | [ | 13 | [·]: |
14 | import·pandas·as·pd | 14 | import·pandas·as·pd |
15 | import·numpy·as·np | 15 | import·numpy·as·np |
16 | import·statsmodels.api·as·sm | 16 | import·statsmodels.api·as·sm |
17 | from·statsmodels.stats.mediation·import·Mediation | 17 | from·statsmodels.stats.mediation·import·Mediation |
18 | Make·the·notebook·reproducible. | 18 | Make·the·notebook·reproducible. |
19 | [ | 19 | [·]: |
20 | np.random.seed(3424) | 20 | np.random.seed(3424) |
21 | Specify·a·sample·size. | 21 | Specify·a·sample·size. |
22 | [ | 22 | [·]: |
23 | n·=·1000 | 23 | n·=·1000 |
24 | Generate·an·exposure·variable. | 24 | Generate·an·exposure·variable. |
25 | [ | 25 | [·]: |
26 | exp·=·np.random.normal(size=n) | 26 | exp·=·np.random.normal(size=n) |
27 | Generate·a·mediator·variable. | 27 | Generate·a·mediator·variable. |
28 | [ | 28 | [·]: |
29 | def·gen_mediator(): | 29 | def·gen_mediator(): |
30 | ····mn·=·np.exp(exp) | 30 | ····mn·=·np.exp(exp) |
31 | ····mtime0·=·-mn·*·np.log(np.random.uniform(size=n)) | 31 | ····mtime0·=·-mn·*·np.log(np.random.uniform(size=n)) |
32 | ····ctime·=·-2·*·mn·*·np.log(np.random.uniform(size=n)) | 32 | ····ctime·=·-2·*·mn·*·np.log(np.random.uniform(size=n)) |
33 | ····mstatus·=·(ctime·>=·mtime0).astype(int) | 33 | ····mstatus·=·(ctime·>=·mtime0).astype(int) |
34 | ····mtime·=·np.where(mtime0·<=·ctime,·mtime0,·ctime) | 34 | ····mtime·=·np.where(mtime0·<=·ctime,·mtime0,·ctime) |
35 | ····return·mtime0,·mtime,·mstatus | 35 | ····return·mtime0,·mtime,·mstatus |
36 | Generate·an·outcome·variable. | 36 | Generate·an·outcome·variable. |
37 | [ | 37 | [·]: |
38 | def·gen_outcome(otype,·mtime0): | 38 | def·gen_outcome(otype,·mtime0): |
39 | ····if·otype·==·"full": | 39 | ····if·otype·==·"full": |
40 | ········lp·=·0.5·*·mtime0 | 40 | ········lp·=·0.5·*·mtime0 |
41 | ····elif·otype·==·"no": | 41 | ····elif·otype·==·"no": |
42 | ········lp·=·exp | 42 | ········lp·=·exp |
43 | ····else: | 43 | ····else: |
44 | ········lp·=·exp·+·mtime0 | 44 | ········lp·=·exp·+·mtime0 |
45 | ····mn·=·np.exp(-lp) | 45 | ····mn·=·np.exp(-lp) |
46 | ····ytime0·=·-mn·*·np.log(np.random.uniform(size=n)) | 46 | ····ytime0·=·-mn·*·np.log(np.random.uniform(size=n)) |
47 | ····ctime·=·-2·*·mn·*·np.log(np.random.uniform(size=n)) | 47 | ····ctime·=·-2·*·mn·*·np.log(np.random.uniform(size=n)) |
48 | ····ystatus·=·(ctime·>=·ytime0).astype(int) | 48 | ····ystatus·=·(ctime·>=·ytime0).astype(int) |
49 | ····ytime·=·np.where(ytime0·<=·ctime,·ytime0,·ctime) | 49 | ····ytime·=·np.where(ytime0·<=·ctime,·ytime0,·ctime) |
50 | ····return·ytime,·ystatus | 50 | ····return·ytime,·ystatus |
51 | Build·a·dataframe·containing·all·the·relevant·variables. | 51 | Build·a·dataframe·containing·all·the·relevant·variables. |
52 | [ | 52 | [·]: |
53 | def·build_df(ytime,·ystatus,·mtime0,·mtime,·mstatus): | 53 | def·build_df(ytime,·ystatus,·mtime0,·mtime,·mstatus): |
54 | ····df·=·pd.DataFrame( | 54 | ····df·=·pd.DataFrame( |
55 | ········{ | 55 | ········{ |
56 | ············"ytime":·ytime, | 56 | ············"ytime":·ytime, |
57 | ············"ystatus":·ystatus, | 57 | ············"ystatus":·ystatus, |
58 | ············"mtime":·mtime, | 58 | ············"mtime":·mtime, |
59 | ············"mstatus":·mstatus, | 59 | ············"mstatus":·mstatus, |
60 | ············"exp":·exp, | 60 | ············"exp":·exp, |
61 | ········} | 61 | ········} |
62 | ····) | 62 | ····) |
63 | ····return·df | 63 | ····return·df |
64 | Run·the·full·simulation·and·analysis,·under·a·particular·population·structure | 64 | Run·the·full·simulation·and·analysis,·under·a·particular·population·structure |
65 | of·mediation. | 65 | of·mediation. |
66 | [ | 66 | [·]: |
67 | def·run(otype): | 67 | def·run(otype): |
68 | ····mtime0,·mtime,·mstatus·=·gen_mediator() | 68 | ····mtime0,·mtime,·mstatus·=·gen_mediator() |
69 | ····ytime,·ystatus·=·gen_outcome(otype,·mtime0) | 69 | ····ytime,·ystatus·=·gen_outcome(otype,·mtime0) |
70 | ····df·=·build_df(ytime,·ystatus,·mtime0,·mtime,·mstatus) | 70 | ····df·=·build_df(ytime,·ystatus,·mtime0,·mtime,·mstatus) |
71 | ····outcome_model·=·sm.PHReg.from_formula( | 71 | ····outcome_model·=·sm.PHReg.from_formula( |
Offset 24, 34 lines modified | Offset 24, 34 lines modified | ||
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":·"2025-03-18T13:29:30.638660Z", |
32 | ····················"iopub.status.busy":·"202 | 32 | ····················"iopub.status.busy":·"2025-03-18T13:29:30.638258Z", |
33 | ····················"iopub.status.idle":·"202 | 33 | ····················"iopub.status.idle":·"2025-03-18T13:29:31.337634Z", |
34 | ····················"shell.execute_reply":·"202 | 34 | ····················"shell.execute_reply":·"2025-03-18T13:29:31.336755Z" |
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":·"2025-03-18T13:29:31.342681Z", |
48 | ····················"iopub.status.busy":·"202 | 48 | ····················"iopub.status.busy":·"2025-03-18T13:29:31.342227Z", |
49 | ····················"iopub.status.idle":·"202 | 49 | ····················"iopub.status.idle":·"2025-03-18T13:29:32.210394Z", |
50 | ····················"shell.execute_reply":·"202 | 50 | ····················"shell.execute_reply":·"2025-03-18T13:29:32.209325Z" |
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", |
Offset 705, 23 lines modified | Offset 705, 14 lines modified | ||
705 | <span·class="nb">print</span><span·class="p">(</span><span·class="n">mdf</span><span·class="o">.</span><span·class="n">summary</span><span·class="p">())</span> | 705 | <span·class="nb">print</span><span·class="p">(</span><span·class="n">mdf</span><span·class="o">.</span><span·class="n">summary</span><span·class="p">())</span> |
706 | </pre></div> | 706 | </pre></div> |
707 | </div> | 707 | </div> |
708 | </div> | 708 | </div> |
709 | <div·class="nboutput·docutils·container"> | 709 | <div·class="nboutput·docutils·container"> |
710 | <div·class="prompt·empty·docutils·container"> | 710 | <div·class="prompt·empty·docutils·container"> |
711 | </div> | 711 | </div> |
712 | <div·class="output_area·stderr·docutils·container"> | ||
713 | <div·class="highlight"><pre> | ||
714 | /usr/lib/python3/dist-packages/statsmodels/regression/mixed_linear_model.py:2238:·ConvergenceWarning:·The·MLE·may·be·on·the·boundary·of·the·parameter·space. | ||
715 | ··warnings.warn(msg,·ConvergenceWarning) | ||
716 | </pre></div></div> | ||
717 | </div> | ||
718 | <div·class="nboutput·nblast·docutils·container"> | ||
719 | <div·class="prompt·empty·docutils·container"> | ||
720 | </div> | ||
721 | <div·class="output_area·docutils·container"> | 712 | <div·class="output_area·docutils·container"> |
722 | <div·class="highlight"><pre> | 713 | <div·class="highlight"><pre> |
723 | ·············Mixed·Linear·Model·Regression·Results | 714 | ·············Mixed·Linear·Model·Regression·Results |
724 | =============================================================== | 715 | =============================================================== |
725 | Model:···············MixedLM····Dependent·Variable:····size | 716 | Model:···············MixedLM····Dependent·Variable:····size |
726 | No.·Observations:····395········Method:················REML | 717 | No.·Observations:····395········Method:················REML |
727 | No.·Groups:··········79·········Scale:·················0.0264 | 718 | No.·Groups:··········79·········Scale:·················0.0264 |
Offset 316, 18 lines modified | Offset 316, 14 lines modified | ||
316 | being·on·the·boundary·of·the·parameter·space.·The·regression·slopes·agree·very | 316 | being·on·the·boundary·of·the·parameter·space.·The·regression·slopes·agree·very |
317 | well·with·R,·but·the·likelihood·value·is·much·higher·than·that·returned·by·R. | 317 | well·with·R,·but·the·likelihood·value·is·much·higher·than·that·returned·by·R. |
318 | [8]: | 318 | [8]: |
319 | exog_re·=·exog.copy() | 319 | exog_re·=·exog.copy() |
320 | md·=·sm.MixedLM(endog,·exog,·data["tree"],·exog_re) | 320 | md·=·sm.MixedLM(endog,·exog,·data["tree"],·exog_re) |
321 | mdf·=·md.fit() | 321 | mdf·=·md.fit() |
322 | print(mdf.summary()) | 322 | print(mdf.summary()) |
323 | /usr/lib/python3/dist-packages/statsmodels/regression/mixed_linear_model.py: | ||
324 | 2238:·ConvergenceWarning:·The·MLE·may·be·on·the·boundary·of·the·parameter | ||
325 | space. | ||
326 | ··warnings.warn(msg,·ConvergenceWarning) | ||
327 | ·············Mixed·Linear·Model·Regression·Results | 323 | ·············Mixed·Linear·Model·Regression·Results |
328 | =============================================================== | 324 | =============================================================== |
329 | Model:···············MixedLM····Dependent·Variable:····size | 325 | Model:···············MixedLM····Dependent·Variable:····size |
330 | No.·Observations:····395········Method:················REML | 326 | No.·Observations:····395········Method:················REML |
331 | No.·Groups:··········79·········Scale:·················0.0264 | 327 | No.·Groups:··········79·········Scale:·················0.0264 |
332 | Min.·group·size:·····5··········Log-Likelihood:········-62.4834 | 328 | Min.·group·size:·····5··········Log-Likelihood:········-62.4834 |
333 | Max.·group·size:·····5··········Converged:·············Yes | 329 | Max.·group·size:·····5··········Converged:·············Yes |
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9 | ········}, | 9 | ········}, |
10 | ········{ | 10 | ········{ |
11 | ············"cell_type":·"code", | 11 | ············"cell_type":·"code", |
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20 | ············}, | 20 | ············}, |
21 | ············"outputs":·[], | 21 | ············"outputs":·[], |
22 | ············"source":·[ | 22 | ············"source":·[ |
23 | ················"%matplotlib·inline\n", | 23 | ················"%matplotlib·inline\n", |
24 | ················"\n", | 24 | ················"\n", |
25 | ················"import·numpy·as·np\n", | 25 | ················"import·numpy·as·np\n", |
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8 | ············] | 8 | ············] |
9 | ········}, | 9 | ········}, |
10 | ········{ | 10 | ········{ |
11 | ············"cell_type":·"code", | 11 | ············"cell_type":·"code", |
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13 | ············"metadata":·{ | 13 | ············"metadata":·{ |
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23 | ················"%matplotlib·inline" | 23 | ················"%matplotlib·inline" |
24 | ············] | 24 | ············] |
25 | ········}, | 25 | ········}, |
26 | ········{ | 26 | ········{ |
27 | ············"cell_type":·"code", | 27 | ············"cell_type":·"code", |
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29 | ············"metadata":·{ | 29 | ············"metadata":·{ |
30 | ················"execution":·{ | 30 | ················"execution":·{ |
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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·pandas·as·pd\n", | 41 | ················"import·pandas·as·pd\n", |
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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_ | 806 | /tmp/ipykernel_6296/427128218.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_ | 133 | /tmp/ipykernel_6296/427128218.py:3:·UserWarning:·FixedFormatter·should·only·be |
134 | used·together·with·FixedLocator | 134 | 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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30 | ················"%matplotlib·inline\n", | 30 | ················"%matplotlib·inline\n", |
31 | ················"\n", | 31 | ················"\n", |
32 | ················"import·numpy·as·np\n", | 32 | ················"import·numpy·as·np\n", |
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57 | ················"import·numpy·as·np\n", | 57 | ················"import·numpy·as·np\n", |
58 | ················"import·pandas·as·pd\n", | 58 | ················"import·pandas·as·pd\n", |
59 | ················"from·scipy·import·stats\n", | 59 | ················"from·scipy·import·stats\n", |
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41 | ················"\n", | 41 | ················"\n", |
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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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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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13 | ············"metadata":·{ | 13 | ············"metadata":·{ |
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23 | ················"%matplotlib·inline" | 23 | ················"%matplotlib·inline" |
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25 | ········}, | 25 | ········}, |
26 | ········{ | 26 | ········{ |
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29 | ············"metadata":·{ | 29 | ············"metadata":·{ |
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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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2055 | </div> | 2055 | </div> |
2056 | <div·class="nboutput·nblast·docutils·container"> | 2056 | <div·class="nboutput·nblast·docutils·container"> |
2057 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[67]: | 2057 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[67]: |
2058 | </pre></div> | 2058 | </pre></div> |
2059 | </div> | 2059 | </div> |
2060 | <div·class="output_area·docutils·container"> | 2060 | <div·class="output_area·docutils·container"> |
2061 | <div·class="highlight"><pre> | 2061 | <div·class="highlight"><pre> |
2062 | 0.445029487306832 | 2062 | 0.4450294873068327 |
2063 | </pre></div></div> | 2063 | </pre></div></div> |
2064 | </div> | 2064 | </div> |
2065 | <div·class="nbinput·docutils·container"> | 2065 | <div·class="nbinput·docutils·container"> |
2066 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[68]: | 2066 | <div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[68]: |
2067 | </pre></div> | 2067 | </pre></div> |
2068 | </div> | 2068 | </div> |
2069 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="n">all_betas</span><span·class="o">.</span><span·class="n">mean</span><span·class="p">(</span><span·class="mi">0</span><span·class="p">)</span> | 2069 | <div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="n">all_betas</span><span·class="o">.</span><span·class="n">mean</span><span·class="p">(</span><span·class="mi">0</span><span·class="p">)</span> |
Offset 890, 15 lines modified | Offset 890, 15 lines modified | ||
890 | all_betas·=·np.asarray(all_betas) | 890 | all_betas·=·np.asarray(all_betas) |
891 | se_loss·=·lambda·x:·np.linalg.norm(x,·ord=2)·**·2 | 891 | se_loss·=·lambda·x:·np.linalg.norm(x,·ord=2)·**·2 |
892 | se_beta·=·lmap(se_loss,·all_betas·-·beta_true) | 892 | se_beta·=·lmap(se_loss,·all_betas·-·beta_true) |
893 | *\x8**\x8**\x8**\x8*·S\x8Sq\x8qu\x8ua\x8ar\x8re\x8ed\x8d·e\x8er\x8rr\x8ro\x8or\x8r·l\x8lo\x8os\x8ss\x8s_\x8?\x8¶·*\x8**\x8**\x8**\x8* | 893 | *\x8**\x8**\x8**\x8*·S\x8Sq\x8qu\x8ua\x8ar\x8re\x8ed\x8d·e\x8er\x8rr\x8ro\x8or\x8r·l\x8lo\x8os\x8ss\x8s_\x8?\x8¶·*\x8**\x8**\x8**\x8* |
894 | [67]: | 894 | [67]: |
895 | np.array(se_beta).mean() | 895 | np.array(se_beta).mean() |
896 | [67]: | 896 | [67]: |
897 | 0.445029487306832 | 897 | 0.4450294873068327 |
898 | [68]: | 898 | [68]: |
899 | all_betas.mean(0) | 899 | all_betas.mean(0) |
900 | [68]: | 900 | [68]: |
901 | array([·2.99711706,··0.99898147,··2.49909344,··2.99712918,·-3.99626521]) | 901 | array([·2.99711706,··0.99898147,··2.49909344,··2.99712918,·-3.99626521]) |
902 | [69]: | 902 | [69]: |
903 | beta_true | 903 | beta_true |
904 | [69]: | 904 | [69]: |
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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":·"2025-03-18T13:29:28.672543Z", |
32 | ····················"iopub.status.busy":·"202 | 32 | ····················"iopub.status.busy":·"2025-03-18T13:29:28.672138Z", |
33 | ····················"iopub.status.idle":·"202 | 33 | ····················"iopub.status.idle":·"2025-03-18T13:29:29.831071Z", |
34 | ····················"shell.execute_reply":·"202 | 34 | ····················"shell.execute_reply":·"2025-03-18T13:29:29.830184Z" |
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":·"2025-03-18T13:29:21.554608Z", |
24 | ····················"iopub.status.busy":·"202 | 24 | ····················"iopub.status.busy":·"2025-03-18T13:29:21.554211Z", |
25 | ····················"iopub.status.idle":·"202 | 25 | ····················"iopub.status.idle":·"2025-03-18T13:29:22.260249Z", |
26 | ····················"shell.execute_reply":·"202 | 26 | ····················"shell.execute_reply":·"2025-03-18T13:29:22.259309Z" |
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_ | 585 | /tmp/ipykernel_6673/976557282.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_ | 587 | /tmp/ipykernel_6673/976557282.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_ | 589 | /tmp/ipykernel_6673/976557282.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_ | 248 | /tmp/ipykernel_6673/976557282.py:2:·FutureWarning:·Series.__getitem__·treating |
249 | keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always | 249 | keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always |
250 | be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by | 250 | be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by |
251 | position,·use·`ser.iloc[pos]` | 251 | position,·use·`ser.iloc[pos]` |
252 | ··print('var.level·····=·%.5f'·%·res.params[0]) | 252 | ··print('var.level·····=·%.5f'·%·res.params[0]) |
253 | /tmp/ipykernel_ | 253 | /tmp/ipykernel_6673/976557282.py:3:·FutureWarning:·Series.__getitem__·treating |
254 | keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always | 254 | keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always |
255 | be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by | 255 | be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by |
256 | position,·use·`ser.iloc[pos]` | 256 | position,·use·`ser.iloc[pos]` |
257 | ··print('var.irregular·=·%.5f'·%·res.params[1]) | 257 | ··print('var.irregular·=·%.5f'·%·res.params[1]) |
258 | /tmp/ipykernel_ | 258 | /tmp/ipykernel_6673/976557282.py:7:·FutureWarning:·Series.__getitem__·treating |
259 | keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always | 259 | keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always |
260 | be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by | 260 | be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by |
261 | position,·use·`ser.iloc[pos]` | 261 | 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":·"2025-03-18T13:29:45.954303Z", |
16 | ····················"iopub.status.busy":·"202 | 16 | ····················"iopub.status.busy":·"2025-03-18T13:29:45.953919Z", |
17 | ····················"iopub.status.idle":·"202 | 17 | ····················"iopub.status.idle":·"2025-03-18T13:29:47.197054Z", |
18 | ····················"shell.execute_reply":·"202 | 18 | ····················"shell.execute_reply":·"2025-03-18T13:29:47.196151Z" |
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 661, 18 lines modified | Offset 661, 14 lines modified | ||
661 | Machine·precision·=·2.220D-16 | 661 | Machine·precision·=·2.220D-16 |
662 | ·N·=············3·····M·=···········10 | 662 | ·N·=············3·····M·=···········10 |
663 | ·This·problem·is·unconstrained. | 663 | ·This·problem·is·unconstrained. |
664 | At·X0·········0·variables·are·exactly·at·the·bounds | 664 | At·X0·········0·variables·are·exactly·at·the·bounds |
665 | At·iterate····0····f=··2.23132D+00····|proj·g|=··1.09171D-02 | 665 | At·iterate····0····f=··2.23132D+00····|proj·g|=··1.09171D-02 |
666 | intercept····1.162076 | ||
667 | ar.L1········0.724242 | ||
668 | sigma2·······5.051600 | ||
669 | dtype:·float64 | ||
670 | At·iterate····5····f=··2.23109D+00····|proj·g|=··3.93609D-05 | 666 | At·iterate····5····f=··2.23109D+00····|proj·g|=··3.93609D-05 |
671 | ···········*·*·* | 667 | ···········*·*·* |
672 | Tit···=·total·number·of·iterations | 668 | Tit···=·total·number·of·iterations |
673 | Tnf···=·total·number·of·function·evaluations | 669 | Tnf···=·total·number·of·function·evaluations |
Offset 227, 18 lines modified | Offset 227, 14 lines modified | ||
227 | Machine·precision·=·2.220D-16 | 227 | Machine·precision·=·2.220D-16 |
228 | ·N·=············3·····M·=···········10 | 228 | ·N·=············3·····M·=···········10 |
229 | ·This·problem·is·unconstrained. | 229 | ·This·problem·is·unconstrained. |
230 | At·X0·········0·variables·are·exactly·at·the·bounds | 230 | At·X0·········0·variables·are·exactly·at·the·bounds |
231 | At·iterate····0····f=··2.23132D+00····|proj·g|=··1.09171D-02 | 231 | At·iterate····0····f=··2.23132D+00····|proj·g|=··1.09171D-02 |
232 | intercept····1.162076 | ||
233 | ar.L1········0.724242 | ||
234 | sigma2·······5.051600 | ||
235 | dtype:·float64 | ||
236 | At·iterate····5····f=··2.23109D+00····|proj·g|=··3.93609D-05 | 232 | At·iterate····5····f=··2.23109D+00····|proj·g|=··3.93609D-05 |
237 | ···········*·*·* | 233 | ···········*·*·* |
238 | Tit···=·total·number·of·iterations | 234 | Tit···=·total·number·of·iterations |
239 | Tnf···=·total·number·of·function·evaluations | 235 | Tnf···=·total·number·of·function·evaluations |
Offset 17, 18 lines modified | Offset 17, 18 lines modified | ||
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":·"2025-03-18T13:29:30.627148Z", |
25 | ····················"iopub.status.busy":·"202 | 25 | ····················"iopub.status.busy":·"2025-03-18T13:29:30.626841Z", |
26 | ····················"iopub.status.idle":·"202 | 26 | ····················"iopub.status.idle":·"2025-03-18T13:29:32.509786Z", |
27 | ····················"shell.execute_reply":·"202 | 27 | ····················"shell.execute_reply":·"2025-03-18T13:29:32.508945Z" |
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", |
Offset 50, 35 lines modified | Offset 50, 35 lines modified | ||
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":·"2025-03-18T13:29:23.244918Z", |
58 | ····················"iopub.status.busy":·"202 | 58 | ····················"iopub.status.busy":·"2025-03-18T13:29:23.244581Z", |
59 | ····················"iopub.status.idle":·"202 | 59 | ····················"iopub.status.idle":·"2025-03-18T13:29:23.978833Z", |
60 | ····················"shell.execute_reply":·"202 | 60 | ····················"shell.execute_reply":·"2025-03-18T13:29:23.977870Z" |
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":·"2025-03-18T13:29:23.984021Z", |
75 | ····················"iopub.status.busy":·"202 | 75 | ····················"iopub.status.busy":·"2025-03-18T13:29:23.983566Z", |
76 | ····················"iopub.status.idle":·"202 | 76 | ····················"iopub.status.idle":·"2025-03-18T13:29:24.329128Z", |
77 | ····················"shell.execute_reply":·"202 | 77 | ····················"shell.execute_reply":·"2025-03-18T13:29:24.328158Z" |
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":·"2025-03-18T13:29:33.803960Z", |
26 | ····················"iopub.status.busy":·"202 | 26 | ····················"iopub.status.busy":·"2025-03-18T13:29:33.803609Z", |
27 | ····················"iopub.status.idle":·"202 | 27 | ····················"iopub.status.idle":·"2025-03-18T13:29:34.482229Z", |
28 | ····················"shell.execute_reply":·"202 | 28 | ····················"shell.execute_reply":·"2025-03-18T13:29:34.481204Z" |
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":·"2025-03-18T13:29:34.489025Z", |
42 | ····················"iopub.status.busy":·"202 | 42 | ····················"iopub.status.busy":·"2025-03-18T13:29:34.488567Z", |
43 | ····················"iopub.status.idle":·"202 | 43 | ····················"iopub.status.idle":·"2025-03-18T13:29:35.661967Z", |
44 | ····················"shell.execute_reply":·"202 | 44 | ····················"shell.execute_reply":·"2025-03-18T13:29:35.661044Z" |
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", |
Offset 581, 15 lines modified | Offset 581, 15 lines modified | ||
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_ | 588 | /tmp/ipykernel_5570/1512460390.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> |
Offset 172, 15 lines modified | Offset 172, 15 lines modified | ||
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_ | 179 | /tmp/ipykernel_5570/1512460390.py:6:·InterpolationWarning:·The·test·statistic |
180 | is·outside·of·the·range·of·p-values·available·in·the | 180 | 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* |
Offset 19, 18 lines modified | Offset 19, 18 lines modified | ||
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":·"2025-03-18T13:29:20.371152Z", |
27 | ····················"iopub.status.busy":·"202 | 27 | ····················"iopub.status.busy":·"2025-03-18T13:29:20.370812Z", |
28 | ····················"iopub.status.idle":·"202 | 28 | ····················"iopub.status.idle":·"2025-03-18T13:29:22.170223Z", |
29 | ····················"shell.execute_reply":·"202 | 29 | ····················"shell.execute_reply":·"2025-03-18T13:29:22.169200Z" |
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", |
Offset 21, 18 lines modified | Offset 21, 18 lines modified | ||
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":·"2025-03-18T13:29:40.164518Z", |
29 | ····················"iopub.status.busy":·"202 | 29 | ····················"iopub.status.busy":·"2025-03-18T13:29:40.164073Z", |
30 | ····················"iopub.status.idle":·"202 | 30 | ····················"iopub.status.idle":·"2025-03-18T13:29:41.094013Z", |
31 | ····················"shell.execute_reply":·"202 | 31 | ····················"shell.execute_reply":·"2025-03-18T13:29:41.093027Z" |
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", |
Offset 23, 18 lines modified | Offset 23, 18 lines modified | ||
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":·"2025-03-18T13:29:27.041424Z", |
31 | ····················"iopub.status.busy":·"202 | 31 | ····················"iopub.status.busy":·"2025-03-18T13:29:27.041025Z", |
32 | ····················"iopub.status.idle":·"202 | 32 | ····················"iopub.status.idle":·"2025-03-18T13:29:27.988025Z", |
33 | ····················"shell.execute_reply":·"202 | 33 | ····················"shell.execute_reply":·"2025-03-18T13:29:27.987110Z" |
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", |
Offset 889, 15 lines modified | Offset 889, 15 lines modified | ||
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 | 136·ms·±·301·µs·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 | 136·ms·±·301·µs·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( |
Offset 16, 18 lines modified | Offset 16, 18 lines modified | ||
16 | ············] | 16 | ············] |
17 | ········}, | 17 | ········}, |
18 | ········{ | 18 | ········{ |
19 | ············"cell_type":·"code", | 19 | ············"cell_type":·"code", |
20 | ············"execution_count":·1, | 20 | ············"execution_count":·1, |
21 | ············"metadata":·{ | 21 | ············"metadata":·{ |
22 | ················"execution":·{ | 22 | ················"execution":·{ |
23 | ····················"iopub.execute_input":·"202 | 23 | ····················"iopub.execute_input":·"2025-03-18T13:29:42.550974Z", |
24 | ····················"iopub.status.busy":·"202 | 24 | ····················"iopub.status.busy":·"2025-03-18T13:29:42.550549Z", |
25 | ····················"iopub.status.idle":·"202 | 25 | ····················"iopub.status.idle":·"2025-03-18T13:29:44.047071Z", |
26 | ····················"shell.execute_reply":·"202 | 26 | ····················"shell.execute_reply":·"2025-03-18T13:29:44.046239Z" |
27 | ················} | 27 | ················} |
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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26 | ········}, | 26 | ········}, |
27 | ········{ | 27 | ········{ |
28 | ············"cell_type":·"code", | 28 | ············"cell_type":·"code", |
29 | ············"execution_count":·1, | 29 | ············"execution_count":·1, |
30 | ············"id":·"adult-capture", | 30 | ············"id":·"adult-capture", |
31 | ············"metadata":·{ | 31 | ············"metadata":·{ |
32 | ················"execution":·{ | 32 | ················"execution":·{ |
33 | ····················"iopub.execute_input":·"202 | 33 | ····················"iopub.execute_input":·"2025-03-18T13:29:33.368398Z", |
34 | ····················"iopub.status.busy":·"202 | 34 | ····················"iopub.status.busy":·"2025-03-18T13:29:33.367944Z", |
35 | ····················"iopub.status.idle":·"202 | 35 | ····················"iopub.status.idle":·"2025-03-18T13:29:34.378526Z", |
36 | ····················"shell.execute_reply":·"202 | 36 | ····················"shell.execute_reply":·"2025-03-18T13:29:34.377447Z" |
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 | ················"from·numpy.testing·import·assert_allclose\n", | 43 | ················"from·numpy.testing·import·assert_allclose\n", |
Offset 906, 25 lines modified | Offset 906, 14 lines modified | ||
906 | <span·class="nb">print</span><span·class="p">(</span><span·class="n">table</span><span·class="o">.</span><span·class="n">set_index</span><span·class="p">(</span><span·class="s2">"lag"</span><span·class="p">))</span> | 906 | <span·class="nb">print</span><span·class="p">(</span><span·class="n">table</span><span·class="o">.</span><span·class="n">set_index</span><span·class="p">(</span><span·class="s2">"lag"</span><span·class="p">))</span> |
907 | </pre></div> | 907 | </pre></div> |
908 | </div> | 908 | </div> |
909 | </div> | 909 | </div> |
910 | <div·class="nboutput·docutils·container"> | 910 | <div·class="nboutput·docutils·container"> |
911 | <div·class="prompt·empty·docutils·container"> | 911 | <div·class="prompt·empty·docutils·container"> |
912 | </div> | 912 | </div> |
913 | <div·class="output_area·stderr·docutils·container"> | ||
914 | <div·class="highlight"><pre> | ||
915 | /usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:966:·UserWarning:·Non-stationary·starting·autoregressive·parameters·found.·Using·zeros·as·starting·parameters. | ||
916 | ··warn('Non-stationary·starting·autoregressive·parameters' | ||
917 | /usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:978:·UserWarning:·Non-invertible·starting·MA·parameters·found.·Using·zeros·as·starting·parameters. | ||
918 | ··warn('Non-invertible·starting·MA·parameters·found.' | ||
919 | </pre></div></div> | ||
920 | </div> | ||
921 | <div·class="nboutput·nblast·docutils·container"> | ||
922 | <div·class="prompt·empty·docutils·container"> | ||
923 | </div> | ||
924 | <div·class="output_area·docutils·container"> | 913 | <div·class="output_area·docutils·container"> |
925 | <div·class="highlight"><pre> | 914 | <div·class="highlight"><pre> |
926 | ············AC···········Q······Prob(>Q) | 915 | ············AC···········Q······Prob(>Q) |
927 | lag | 916 | lag |
928 | 1.0··-0.001244····0.000778··9.777436e-01 | 917 | 1.0··-0.001244····0.000778··9.777436e-01 |
929 | 2.0···0.052350····1.382049··5.010626e-01 | 918 | 2.0···0.052350····1.382049··5.010626e-01 |
930 | 3.0··-0.522181··139.090106··5.938063e-30 | 919 | 3.0··-0.522181··139.090106··5.938063e-30 |
Offset 222, 22 lines modified | Offset 222, 14 lines modified | ||
222 | lags·=·int(10·*·np.log10(arma_rvs.shape[0])) | 222 | lags·=·int(10·*·np.log10(arma_rvs.shape[0])) |
223 | arma11·=·ARIMA(arma_rvs,·order=(1,·0,·1)).fit() | 223 | arma11·=·ARIMA(arma_rvs,·order=(1,·0,·1)).fit() |
224 | resid·=·arma11.resid | 224 | resid·=·arma11.resid |
225 | r,·q,·p·=·sm.tsa.acf(resid,·nlags=lags,·fft=True,·qstat=True) | 225 | r,·q,·p·=·sm.tsa.acf(resid,·nlags=lags,·fft=True,·qstat=True) |
226 | data·=·np.c_[range(1,·lags·+·1),·r[1:],·q,·p] | 226 | data·=·np.c_[range(1,·lags·+·1),·r[1:],·q,·p] |
227 | table·=·pd.DataFrame(data,·columns=["lag",·"AC",·"Q",·"Prob(>Q)"]) | 227 | table·=·pd.DataFrame(data,·columns=["lag",·"AC",·"Q",·"Prob(>Q)"]) |
228 | print(table.set_index("lag")) | 228 | print(table.set_index("lag")) |
229 | /usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:966: | ||
230 | UserWarning:·Non-stationary·starting·autoregressive·parameters·found.·Using | ||
231 | zeros·as·starting·parameters. | ||
232 | ··warn('Non-stationary·starting·autoregressive·parameters' | ||
233 | /usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:978: | ||
234 | UserWarning:·Non-invertible·starting·MA·parameters·found.·Using·zeros·as | ||
235 | starting·parameters. | ||
236 | ··warn('Non-invertible·starting·MA·parameters·found.' | ||
237 | ············AC···········Q······Prob(>Q) | 229 | ············AC···········Q······Prob(>Q) |
238 | lag | 230 | lag |
239 | 1.0··-0.001244····0.000778··9.777436e-01 | 231 | 1.0··-0.001244····0.000778··9.777436e-01 |
240 | 2.0···0.052350····1.382049··5.010626e-01 | 232 | 2.0···0.052350····1.382049··5.010626e-01 |
241 | 3.0··-0.522181··139.090106··5.938063e-30 | 233 | 3.0··-0.522181··139.090106··5.938063e-30 |
242 | 4.0···0.146506··149.951983··2.084573e-31 | 234 | 4.0···0.146506··149.951983··2.084573e-31 |
243 | 5.0··-0.091171··154.166872··1.731083e-31 | 235 | 5.0··-0.091171··154.166872··1.731083e-31 |
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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·pandas·as·pd\n", | 41 | ················"import·pandas·as·pd\n", |
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38 | ············"source":·[ | 38 | ············"source":·[ |
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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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", |
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41 | ················"import·statsmodels.api·as·sm\n", | 41 | ················"import·statsmodels.api·as·sm\n", |
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173 | ········"download":·[0,·21,·24,·28,·36,·37,·38,·173,·188,·191,·203,·212,·235,·244,·245,·247,·251,·1809,·6411,·6417,·6434,·6435,·6446], | 173 | ········"download":·[0,·21,·24,·28,·36,·37,·38,·173,·188,·191,·203,·212,·235,·244,·245,·247,·251,·1809,·6411,·6417,·6434,·6435,·6446], |
174 | ········"pypi":·[0,·177], | 174 | ········"pypi":·[0,·177], |
175 | 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