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25 ················"import·numpy·as·np\n",25 ················"import·numpy·as·np\n",
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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>
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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> 
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469 </div> 
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471 <div·class="highlight"><pre>462 <div·class="highlight"><pre>
472 RUNNING·THE·L-BFGS-B·CODE463 RUNNING·THE·L-BFGS-B·CODE
  
473 ···········*·*·*464 ···········*·*·*
  
474 Machine·precision·=·2.220D-16465 Machine·precision·=·2.220D-16
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119 #·obtained·from·R119 #·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).fittedvalues122 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·CODE125 RUNNING·THE·L-BFGS-B·CODE
  
129 ···········*·*·*126 ···········*·*·*
  
130 Machine·precision·=·2.220D-16127 Machine·precision·=·2.220D-16
131 ·N·=············2·····M·=···········10128 ·N·=············2·····M·=···········10
  
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486 ······<th></th>486 ······<th></th>
487 ······<th>Variance</th>487 ······<th>Variance</th>
488 ····</tr>488 ····</tr>
489 ··</thead>489 ··</thead>
490 ··<tbody>490 ··<tbody>
491 ····<tr>491 ····<tr>
492 ······<th>groups_ix</th>492 ······<th>groups_ix</th>
493 ······<td>0.943567</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>2.061029</td>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>3.073325</td>501 ······<td>2.988207</td>
502 ····</tr>502 ····</tr>
503 ····<tr>503 ····<tr>
504 ······<th>Residual</th>504 ······<th>Residual</th>
505 ······<td>3.966661</td>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>
  
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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]:
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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_\x8s92 ····*·_\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_\x8d93 ····*·_\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_\x8e94 ····*·_\x8U_\x8s_\x8e_\x8r_\x8·_\x8G_\x8u_\x8i_\x8d_\x8e
95 ····*·_\x8E_\x8x_\x8a_\x8m_\x8p_\x8l_\x8e_\x8s95 ····*·_\x8E_\x8x_\x8a_\x8m_\x8p_\x8l_\x8e_\x8s
96 ····*·_\x8A_\x8P_\x8I_\x8·_\x8R_\x8e_\x8f_\x8e_\x8r_\x8e_\x8n_\x8c_\x8e96 ····*·_\x8A_\x8P_\x8I_\x8·_\x8R_\x8e_\x8f_\x8e_\x8r_\x8e_\x8n_\x8c_\x8e
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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"
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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",
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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_645/4175420381.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])·instead638 /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(&#34;%2.4f%%&#34;·%·(diff*100))639 ··print(&#34;%2.4f%%&#34;·%·(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>
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244 resp_75·=·res.predict(means75)244 resp_75·=·res.predict(means75)
245 diff·=·resp_75·-·resp_25245 diff·=·resp_75·-·resp_25
246 The·interquartile·first·difference·for·the·percentage·of·low·income·households246 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_645/4175420381.py:1:·FutureWarning:·Calling·float·on·a·single251 /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.·Use252 element·Series·is·deprecated·and·will·raise·a·TypeError·in·the·future.·Use
253 float(ser.iloc[0])·instead253 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.nobs258 nobs·=·res.nobs
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23 ················"%matplotlib·inline"23 ················"%matplotlib·inline"
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34 ····················"shell.execute_reply":·"2024-02-14T01:40:18.136276Z"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",
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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_30463/1000445862.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]`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_30463/1000445862.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]`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>
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176 As·expected,·the·coefficient·for·double_it(LOWINC)·in·the·second·model·is·half176 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 -0.020395987154755834181 -0.020395987154755834
182 -0.020395987154756382182 -0.020395987154756382
183 /tmp/ipykernel_30463/1000445862.py:1:·FutureWarning:·Series.__getitem__183 /tmp/ipykernel_6302/1000445862.py:1:·FutureWarning:·Series.__getitem__·treating
184 treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys184 keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always
185 will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To185 be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by
186 access·a·value·by·position,·use·`ser.iloc[pos]`186 position,·use·`ser.iloc[pos]`
187 ··print(mod1.params[1])187 ··print(mod1.params[1])
188 /tmp/ipykernel_30463/1000445862.py:2:·FutureWarning:·Series.__getitem__188 /tmp/ipykernel_6302/1000445862.py:2:·FutureWarning:·Series.__getitem__·treating
189 treating·keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys189 keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always
190 will·always·be·treated·as·labels·(consistent·with·DataFrame·behavior).·To190 be·treated·as·labels·(consistent·with·DataFrame·behavior).·To·access·a·value·by
191 access·a·value·by·position,·use·`ser.iloc[pos]`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_\x8s195 ····*·_\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_\x8d196 ····*·_\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_\x8e197 ····*·_\x8U_\x8s_\x8e_\x8r_\x8·_\x8G_\x8u_\x8i_\x8d_\x8e
198 ····*·_\x8E_\x8x_\x8a_\x8m_\x8p_\x8l_\x8e_\x8s198 ····*·_\x8E_\x8x_\x8a_\x8m_\x8p_\x8l_\x8e_\x8s
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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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39 ················"%matplotlib·inline\n",39 ················"%matplotlib·inline\n",
40 ················"import·numpy·as·np\n",40 ················"import·numpy·as·np\n",
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25 ····················"shell.execute_reply":·"2024-02-14T01:40:57.536300Z"25 ····················"shell.execute_reply":·"2025-03-18T13:29:38.045276Z"
26 ················},26 ················},
27 ················"jupyter":·{27 ················"jupyter":·{
28 ····················"outputs_hidden":·false28 ····················"outputs_hidden":·false
29 ················}29 ················}
30 ············},30 ············},
31 ············"outputs":·[],31 ············"outputs":·[],
32 ············"source":·[32 ············"source":·[
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./usr/share/doc/python-statsmodels-doc/html/examples/notebooks/generated/mediation_survival.html
    
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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>[1]: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>[2]: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>[3]: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>[4]: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>[5]: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">&gt;=</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">&gt;=</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">&lt;=</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">&lt;=</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>[6]: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">&quot;full&quot;</span><span·class="p">:</span>381 ····<span·class="k">if</span>·<span·class="n">otype</span>·<span·class="o">==</span>·<span·class="s2">&quot;full&quot;</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">&quot;no&quot;</span><span·class="p">:</span>383 ····<span·class="k">elif</span>·<span·class="n">otype</span>·<span·class="o">==</span>·<span·class="s2">&quot;no&quot;</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>
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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·data8 ····*·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·are10 This·notebook·demonstrates·mediation·analysis·when·the·mediator·and·outcome·are
11 duration·variables,·modeled·using·proportional·hazards·regression.·These11 duration·variables,·modeled·using·proportional·hazards·regression.·These
12 examples·are·based·on·simulated·data.12 examples·are·based·on·simulated·data.
13 [1]:13 [·]:
14 import·pandas·as·pd14 import·pandas·as·pd
15 import·numpy·as·np15 import·numpy·as·np
16 import·statsmodels.api·as·sm16 import·statsmodels.api·as·sm
17 from·statsmodels.stats.mediation·import·Mediation17 from·statsmodels.stats.mediation·import·Mediation
18 Make·the·notebook·reproducible.18 Make·the·notebook·reproducible.
19 [2]:19 [·]:
20 np.random.seed(3424)20 np.random.seed(3424)
21 Specify·a·sample·size.21 Specify·a·sample·size.
22 [3]:22 [·]:
23 n·=·100023 n·=·1000
24 Generate·an·exposure·variable.24 Generate·an·exposure·variable.
25 [4]: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 [5]: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,·mstatus35 ····return·mtime0,·mtime,·mstatus
36 Generate·an·outcome·variable.36 Generate·an·outcome·variable.
37 [6]: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·*·mtime040 ········lp·=·0.5·*·mtime0
41 ····elif·otype·==·"no":41 ····elif·otype·==·"no":
42 ········lp·=·exp42 ········lp·=·exp
43 ····else:43 ····else:
44 ········lp·=·exp·+·mtime044 ········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,·ystatus50 ····return·ytime,·ystatus
51 Build·a·dataframe·containing·all·the·relevant·variables.51 Build·a·dataframe·containing·all·the·relevant·variables.
52 [7]: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·df63 ····return·df
64 Run·the·full·simulation·and·analysis,·under·a·particular·population·structure64 Run·the·full·simulation·and·analysis,·under·a·particular·population·structure
65 of·mediation.65 of·mediation.
66 [8]: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(
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55 ················"import·numpy·as·np\n",55 ················"import·numpy·as·np\n",
56 ················"import·pandas·as·pd\n",56 ················"import·pandas·as·pd\n",
57 ················"from·scipy·import·stats,·optimize\n",57 ················"from·scipy·import·stats,·optimize\n",
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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> 
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720 </div> 
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722 <div·class="highlight"><pre>713 <div·class="highlight"><pre>
723 ·············Mixed·Linear·Model·Regression·Results714 ·············Mixed·Linear·Model·Regression·Results
724 ===============================================================715 ===============================================================
725 Model:···············MixedLM····Dependent·Variable:····size716 Model:···············MixedLM····Dependent·Variable:····size
726 No.·Observations:····395········Method:················REML717 No.·Observations:····395········Method:················REML
727 No.·Groups:··········79·········Scale:·················0.0264718 No.·Groups:··········79·········Scale:·················0.0264
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316 being·on·the·boundary·of·the·parameter·space.·The·regression·slopes·agree·very316 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·Results323 ·············Mixed·Linear·Model·Regression·Results
328 ===============================================================324 ===============================================================
329 Model:···············MixedLM····Dependent·Variable:····size325 Model:···············MixedLM····Dependent·Variable:····size
330 No.·Observations:····395········Method:················REML326 No.·Observations:····395········Method:················REML
331 No.·Groups:··········79·········Scale:·················0.0264327 No.·Groups:··········79·········Scale:·················0.0264
332 Min.·group·size:·····5··········Log-Likelihood:········-62.4834328 Min.·group·size:·····5··········Log-Likelihood:········-62.4834
333 Max.·group·size:·····5··········Converged:·············Yes329 Max.·group·size:·····5··········Converged:·············Yes
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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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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_382/427128218.py:3:·UserWarning:·FixedFormatter·should·only·be·used·together·with·FixedLocator806 /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">
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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_382/427128218.py:3:·UserWarning:·FixedFormatter·should·only·be133 /tmp/ipykernel_6296/427128218.py:3:·UserWarning:·FixedFormatter·should·only·be
134 used·together·with·FixedLocator134 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·trajectories137 To·better·understand·what·is·going·on,·we·will·plot·the·fertility·trajectories
138 for·sets·of·countries·with·similar·PC·scores.·The·following·convenience138 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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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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23 ················"%matplotlib·inline"23 ················"%matplotlib·inline"
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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 0.44502948730683282062 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>
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Offset 890, 15 lines modifiedOffset 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)·**·2891 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 0.4450294873068328897 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_true903 beta_true
904 [69]:904 [69]:
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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",
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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_410/976557282.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]`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(&#39;var.level·····=·%.5f&#39;·%·res.params[0])586 ··print(&#39;var.level·····=·%.5f&#39;·%·res.params[0])
587 /tmp/ipykernel_410/976557282.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]`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(&#39;var.irregular·=·%.5f&#39;·%·res.params[1])588 ··print(&#39;var.irregular·=·%.5f&#39;·%·res.params[1])
589 /tmp/ipykernel_410/976557282.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]`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(&#39;h·*·scale·····=·%.5f&#39;·%·(res_conc.params[0]·*·res_conc.scale))590 ··print(&#39;h·*·scale·····=·%.5f&#39;·%·(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>
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242 Original·model242 Original·model
243 var.level·····=·0.74469243 var.level·····=·0.74469
244 var.irregular·=·3.37330244 var.irregular·=·3.37330
  
245 Concentrated·model245 Concentrated·model
246 scale·········=·0.74472246 scale·········=·0.74472
247 h·*·scale·····=·3.37338247 h·*·scale·····=·3.37338
248 /tmp/ipykernel_410/976557282.py:2:·FutureWarning:·Series.__getitem__·treating248 /tmp/ipykernel_6673/976557282.py:2:·FutureWarning:·Series.__getitem__·treating
249 keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always249 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·by250 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_410/976557282.py:3:·FutureWarning:·Series.__getitem__·treating253 /tmp/ipykernel_6673/976557282.py:3:·FutureWarning:·Series.__getitem__·treating
254 keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always254 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·by255 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_410/976557282.py:7:·FutureWarning:·Series.__getitem__·treating258 /tmp/ipykernel_6673/976557282.py:7:·FutureWarning:·Series.__getitem__·treating
259 keys·as·positions·is·deprecated.·In·a·future·version,·integer·keys·will·always259 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·by260 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·numerically264 By·default·in·SARIMAX·models,·the·variance·term·is·chosen·by·numerically
265 maximizing·the·likelihood·function,·but·an·option·has·been·added·to·allow265 maximizing·the·likelihood·function,·but·an·option·has·been·added·to·allow
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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",
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661 Machine·precision·=·2.220D-16661 Machine·precision·=·2.220D-16
662 ·N·=············3·····M·=···········10662 ·N·=············3·····M·=···········10
663 ·This·problem·is·unconstrained.663 ·This·problem·is·unconstrained.
  
664 At·X0·········0·variables·are·exactly·at·the·bounds664 At·X0·········0·variables·are·exactly·at·the·bounds
  
665 At·iterate····0····f=··2.23132D+00····|proj·g|=··1.09171D-02665 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-05666 At·iterate····5····f=··2.23109D+00····|proj·g|=··3.93609D-05
  
671 ···········*·*·*667 ···········*·*·*
  
672 Tit···=·total·number·of·iterations668 Tit···=·total·number·of·iterations
673 Tnf···=·total·number·of·function·evaluations669 Tnf···=·total·number·of·function·evaluations
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227 Machine·precision·=·2.220D-16227 Machine·precision·=·2.220D-16
228 ·N·=············3·····M·=···········10228 ·N·=············3·····M·=···········10
229 ·This·problem·is·unconstrained.229 ·This·problem·is·unconstrained.
  
230 At·X0·········0·variables·are·exactly·at·the·bounds230 At·X0·········0·variables·are·exactly·at·the·bounds
  
231 At·iterate····0····f=··2.23132D+00····|proj·g|=··1.09171D-02231 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-05232 At·iterate····5····f=··2.23109D+00····|proj·g|=··3.93609D-05
  
237 ···········*·*·*233 ···········*·*·*
  
238 Tit···=·total·number·of·iterations234 Tit···=·total·number·of·iterations
239 Tnf···=·total·number·of·function·evaluations235 Tnf···=·total·number·of·function·evaluations
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49 ················"import·numpy·as·np\n",49 ················"import·numpy·as·np\n",
50 ················"import·pandas·as·pd\n",50 ················"import·pandas·as·pd\n",
51 ················"import·statsmodels.api·as·sm\n",51 ················"import·statsmodels.api·as·sm\n",
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581 </pre></div></div>581 </pre></div></div>
582 </div>582 </div>
583 <div·class="nboutput·nblast·docutils·container">583 <div·class="nboutput·nblast·docutils·container">
584 <div·class="prompt·empty·docutils·container">584 <div·class="prompt·empty·docutils·container">
585 </div>585 </div>
586 <div·class="output_area·stderr·docutils·container">586 <div·class="output_area·stderr·docutils·container">
587 <div·class="highlight"><pre>587 <div·class="highlight"><pre>
588 /tmp/ipykernel_29950/1512460390.py:6:·InterpolationWarning:·The·test·statistic·is·outside·of·the·range·of·p-values·available·in·the588 /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=&#34;c&#34;,·nlags=&#34;auto&#34;)590 ··kpsstest·=·kpss(timeseries,·regression=&#34;c&#34;,·nlags=&#34;auto&#34;)
591 </pre></div></div>591 </pre></div></div>
592 </div>592 </div>
593 <p>Based·upon·the·p-value·of·KPSS·test,·the·null·hypothesis·can·not·be·rejected.·Hence,·the·series·is·stationary.</p>593 <p>Based·upon·the·p-value·of·KPSS·test,·the·null·hypothesis·can·not·be·rejected.·Hence,·the·series·is·stationary.</p>
594 </section>594 </section>
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172 p-value··················0.100000172 p-value··················0.100000
173 Lags·Used················0.000000173 Lags·Used················0.000000
174 Critical·Value·(10%)·····0.347000174 Critical·Value·(10%)·····0.347000
175 Critical·Value·(5%)······0.463000175 Critical·Value·(5%)······0.463000
176 Critical·Value·(2.5%)····0.574000176 Critical·Value·(2.5%)····0.574000
177 Critical·Value·(1%)······0.739000177 Critical·Value·(1%)······0.739000
178 dtype:·float64178 dtype:·float64
179 /tmp/ipykernel_29950/1512460390.py:6:·InterpolationWarning:·The·test·statistic179 /tmp/ipykernel_5570/1512460390.py:6:·InterpolationWarning:·The·test·statistic
180 is·outside·of·the·range·of·p-values·available·in·the180 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*
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889 </div>889 </div>
890 </div>890 </div>
891 <div·class="nboutput·docutils·container">891 <div·class="nboutput·docutils·container">
892 <div·class="prompt·empty·docutils·container">892 <div·class="prompt·empty·docutils·container">
893 </div>893 </div>
894 <div·class="output_area·docutils·container">894 <div·class="output_area·docutils·container">
895 <div·class="highlight"><pre>895 <div·class="highlight"><pre>
896 717·ms·±·122·ms·per·loop·(mean·±·std.·dev.·of·7·runs,·1·loop·each)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"·/>
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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)
500 717·ms·±·122·ms·per·loop·(mean·±·std.·dev.·of·7·runs,·1·loop·each)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·linear502 The·jumps·are·all·set·to·15%·of·their·window·length.·Limited·linear
503 interpolation·makes·little·difference·to·the·fit·of·the·model.503 interpolation·makes·little·difference·to·the·fit·of·the·model.
504 [11]:504 [11]:
505 low_pass_jump·=·seasonal_jump·=·int(0.15·*·(period·+·1))505 low_pass_jump·=·seasonal_jump·=·int(0.15·*·(period·+·1))
506 trend_jump·=·int(0.15·*·1.5·*·(period·+·1))506 trend_jump·=·int(0.15·*·1.5·*·(period·+·1))
507 mod·=·STL(507 mod·=·STL(
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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">&quot;lag&quot;</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">&quot;lag&quot;</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(&#39;Non-stationary·starting·autoregressive·parameters&#39; 
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(&#39;Non-invertible·starting·MA·parameters·found.&#39; 
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(&gt;Q)915 ············AC···········Q······Prob(&gt;Q)
927 lag916 lag
928 1.0··-0.001244····0.000778··9.777436e-01917 1.0··-0.001244····0.000778··9.777436e-01
929 2.0···0.052350····1.382049··5.010626e-01918 2.0···0.052350····1.382049··5.010626e-01
930 3.0··-0.522181··139.090106··5.938063e-30919 3.0··-0.522181··139.090106··5.938063e-30
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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.resid224 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 lag230 lag
239 1.0··-0.001244····0.000778··9.777436e-01231 1.0··-0.001244····0.000778··9.777436e-01
240 2.0···0.052350····1.382049··5.010626e-01232 2.0···0.052350····1.382049··5.010626e-01
241 3.0··-0.522181··139.090106··5.938063e-30233 3.0··-0.522181··139.090106··5.938063e-30
242 4.0···0.146506··149.951983··2.084573e-31234 4.0···0.146506··149.951983··2.084573e-31
243 5.0··-0.091171··154.166872··1.731083e-31235 5.0··-0.091171··154.166872··1.731083e-31
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18 ····················"iopub.execute_input":·"2024-02-14T01:38:11.842030Z",18 ····················"iopub.execute_input":·"2025-03-18T13:29:16.976254Z",
19 ····················"iopub.status.busy":·"2024-02-14T01:38:11.841465Z",19 ····················"iopub.status.busy":·"2025-03-18T13:29:16.975969Z",
20 ····················"iopub.status.idle":·"2024-02-14T01:38:13.915667Z",20 ····················"iopub.status.idle":·"2025-03-18T13:29:18.229242Z",
21 ····················"shell.execute_reply":·"2024-02-14T01:38:13.909861Z"21 ····················"shell.execute_reply":·"2025-03-18T13:29:18.228166Z"
22 ················}22 ················}
23 ············},23 ············},
24 ············"outputs":·[],24 ············"outputs":·[],
25 ············"source":·[25 ············"source":·[
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",
10.5 KB
./usr/share/doc/python-statsmodels-doc/html/examples/notebooks/generated/wls.ipynb.gz
10.3 KB
wls.ipynb
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Pretty-printed
Similarity: 0.9983506944444445% Differences: {"'cells'": "{1: {'metadata': {'execution': {'iopub.execute_input': '2025-03-18T13:29:25.431618Z', " "'iopub.status.busy': '2025-03-18T13:29:25.431197Z', 'iopub.status.idle': " "'2025-03-18T13:29:26.123416Z', 'shell.execute_reply': " "'2025-03-18T13:29:26.122515Z'}}}, 2: {'metadata': {'execution': " "{'iopub.execute_input': '2025-03-18T13:29:26.128611Z', 'iopub.status.busy': " "'2025-03-18T13:29:26.127939Z', 'iopub.status.idle': '2025-03-18T13:29:2 […]
    
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10 ········{10 ········{
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13 ············"metadata":·{13 ············"metadata":·{
14 ················"execution":·{14 ················"execution":·{
15 ····················"iopub.execute_input":·"2024-02-14T01:39:22.325717Z",15 ····················"iopub.execute_input":·"2025-03-18T13:29:25.431618Z",
16 ····················"iopub.status.busy":·"2024-02-14T01:39:22.325139Z",16 ····················"iopub.status.busy":·"2025-03-18T13:29:25.431197Z",
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18 ····················"shell.execute_reply":·"2024-02-14T01:39:23.444105Z"18 ····················"shell.execute_reply":·"2025-03-18T13:29:26.122515Z"
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":·"2024-02-14T01:39:23.451623Z",31 ····················"iopub.execute_input":·"2025-03-18T13:29:26.128611Z",
32 ····················"iopub.status.busy":·"2024-02-14T01:39:23.451024Z",32 ····················"iopub.status.busy":·"2025-03-18T13:29:26.127939Z",
33 ····················"iopub.status.idle":·"2024-02-14T01:39:26.049683Z",33 ····················"iopub.status.idle":·"2025-03-18T13:29:27.355769Z",
34 ····················"shell.execute_reply":·"2024-02-14T01:39:26.048288Z"34 ····················"shell.execute_reply":·"2025-03-18T13:29:27.354880Z"
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",
556 KB
./usr/share/doc/python-statsmodels-doc/html/searchindex.js
556 KB
js-beautify {}
    
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181 ········"appveyor":·[0,·6432,·6435,·6437],181 ········"appveyor":·[0,·6432,·6435,·6437],
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183 ········"codecov":·[0,·180,·6432,·6435,·6440,·6444],183 ········"codecov":·[0,·180,·6432,·6435,·6440,·6444],
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186 ········"logo":·[0,·6435,·6444],186 ········"logo":·[0,·6435,·6444],
187 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