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Jo Lu
Mar 17
Starting values for QuantReg
Hello, Recently I wondered why the provision of starting values to the Quantreg().fit() function is
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Starting values for QuantReg
Hello, Recently I wondered why the provision of starting values to the Quantreg().fit() function is
Mar 17
Arne Bøckmann
,
josef...@gmail.com
2
Mar 4
multidimensional ranking algorithm
Hi Arne, Thanks for this, I usually don't spend a large amount of time implementing higher
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multidimensional ranking algorithm
Hi Arne, Thanks for this, I usually don't spend a large amount of time implementing higher
Mar 4
Roland K
,
Chad Fulton
2
Feb 23
How to impose lower and upper bound on a model parameter in unobserved components?
As described in the Github issue (https://github.com/statsmodels/statsmodels/issues/9160), you can do
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How to impose lower and upper bound on a model parameter in unobserved components?
As described in the Github issue (https://github.com/statsmodels/statsmodels/issues/9160), you can do
Feb 23
カルナニディ,クリスクマール
Feb 22
Zivot Andrews breakdate
Hi there, Currently running the Zivot Andrews unit root test and comparing it with the results from
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Zivot Andrews breakdate
Hi there, Currently running the Zivot Andrews unit root test and comparing it with the results from
Feb 22
Roland K
,
Chad Fulton
3
Feb 21
How to incorporate a diagonal noise covariance matrix in statsmodel unobserved components?
Thanks a lot. Exactly what I was looking for. Op zondag 3 september 2023 om 19:03:26 UTC+2 schreef
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How to incorporate a diagonal noise covariance matrix in statsmodel unobserved components?
Thanks a lot. Exactly what I was looking for. Op zondag 3 september 2023 om 19:03:26 UTC+2 schreef
Feb 21
Edward Morrell
Feb 19
Aligned Rank Transform
Hi all, I was wondering if there was any appetite to introduce an aligned rank transform tool for
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Aligned Rank Transform
Hi all, I was wondering if there was any appetite to introduce an aligned rank transform tool for
Feb 19
Jerry
, …
Jonathan de Souza Matias
8
Jan 26
Question on UCM model components
Also, I have just tested that the res.fittedvalues is exactly the same as model 3, which is great and
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Question on UCM model components
Also, I have just tested that the res.fittedvalues is exactly the same as model 3, which is great and
Jan 26
Gerardo Alvarez
Jan 19
SVAR Forecasting
Hello from Mx, I'm interesting in the use of the SVAR models, but I've found the svar_model.
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SVAR Forecasting
Hello from Mx, I'm interesting in the use of the SVAR models, but I've found the svar_model.
Jan 19
Jimmy Charité
,
josef...@gmail.com
3
Jan 18
Fractional Multinomial Logit Available?
Thank you! On Thu, Jan 18, 2024 at 8:21 PM <josef...@gmail.com> wrote: It's on the
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Fractional Multinomial Logit Available?
Thank you! On Thu, Jan 18, 2024 at 8:21 PM <josef...@gmail.com> wrote: It's on the
Jan 18
Rafael Rapp
12/28/23
How to extract the data from plot_diagnostics?
Hi, looking for help on how to extract the data using to plot the 4 charts that results from calling
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How to extract the data from plot_diagnostics?
Hi, looking for help on how to extract the data using to plot the 4 charts that results from calling
12/28/23
D. K
12/6/23
Need Help Understanding and Debugging Markov Model Results
Hello , I am currently working on a project that involves the implementation of a Markov model on a
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Need Help Understanding and Debugging Markov Model Results
Hello , I am currently working on a project that involves the implementation of a Markov model on a
12/6/23
D. K
11/23/23
set the time index for MarkovRegression
Hello, I am trying to set the time index for data which in their original form are in panel format,
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set the time index for MarkovRegression
Hello, I am trying to set the time index for data which in their original form are in panel format,
11/23/23
Peter B
,
josef...@gmail.com
3
11/20/23
Condition Number Calculation
Hi Josef Thanks for the prompt reply. That is very clear.. Kind regards Pete On Monday, November 20,
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Condition Number Calculation
Hi Josef Thanks for the prompt reply. That is very clear.. Kind regards Pete On Monday, November 20,
11/20/23
josef...@gmail.com
11/17/23
ChatGPT is advertising for statsmodels ?
from a tweet Translated from Japanese byGoogle When talking about ChatGPT and analysis of financial
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ChatGPT is advertising for statsmodels ?
from a tweet Translated from Japanese byGoogle When talking about ChatGPT and analysis of financial
11/17/23
dany azig
11/11/23
Continuous Boxplot
I wish you a happy time. I have been working with your valuable and powerful library for some time
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Continuous Boxplot
I wish you a happy time. I have been working with your valuable and powerful library for some time
11/11/23
Jasmin Lim
,
Chad Fulton
2
11/10/23
Kalman Filter _filter() function - how is filter run?
Hello, Yes, you are correct that forecasting using the Kalman filter essentially amounts to iterating
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Kalman Filter _filter() function - how is filter run?
Hello, Yes, you are correct that forecasting using the Kalman filter essentially amounts to iterating
11/10/23
D. K
,
Chad Fulton
4
10/27/23
Standard errors may be unstable.
Thank you very much, Chad, for the reply and the input. I have had the thought of trying to normalize
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Standard errors may be unstable.
Thank you very much, Chad, for the reply and the input. I have had the thought of trying to normalize
10/27/23
josef...@gmail.com
10/10/23
google search finds an interesting blog that seems to answer what I'm looking for. However NOT
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google search finds an interesting blog that seems to answer what I'm looking for. However NOT
10/10/23
yo lo
,
Chad Fulton
2
10/9/23
What do the ARMAX.fit method options mean?
Hello, The primary reference for most of these is the book "Introduction to Time Series and
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What do the ARMAX.fit method options mean?
Hello, The primary reference for most of these is the book "Introduction to Time Series and
10/9/23
D. K
9/29/23
Covariance matrix is singular or near-singular. Standard errors may be unstable
Hello I've run a state space VARMAX (AR(1)) model, and while it converged, I got two warnings at
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Covariance matrix is singular or near-singular. Standard errors may be unstable
Hello I've run a state space VARMAX (AR(1)) model, and while it converged, I got two warnings at
9/29/23
D. K
9/28/23
IOStream.flush timed out.
Hello, I'm trying to run an old working code on a VARMAX model for the same dataset, which a few
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IOStream.flush timed out.
Hello, I'm trying to run an old working code on a VARMAX model for the same dataset, which a few
9/28/23
jordan....@gmail.com
,
Chad Fulton
2
9/17/23
Error Message for Expo-Smoothing not making sense
Hello, Thanks, you're right that this message is not as helpful as it could be. The problem is
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Error Message for Expo-Smoothing not making sense
Hello, Thanks, you're right that this message is not as helpful as it could be. The problem is
9/17/23
T H
9/13/23
Arima() in R vs SARIMAX in Python(statmodels) for multivariate forecasting
Hi, I am trying to replicate the results from Arima() in R, using Python for multivariate forecasting
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Arima() in R vs SARIMAX in Python(statmodels) for multivariate forecasting
Hi, I am trying to replicate the results from Arima() in R, using Python for multivariate forecasting
9/13/23
Michał Cukrowski
, …
Chad Fulton
6
9/6/23
Threshold autoregressive models - can I add them?
This mailing list is for the Python package Statsmodels. You will have better luck getting an answer
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Threshold autoregressive models - can I add them?
This mailing list is for the Python package Statsmodels. You will have better luck getting an answer
9/6/23
Kyle Vincson Mabbayad
,
Chad Fulton
2
9/3/23
HELP: SARIMA Forecasting Model Not Working?
Hello, Your date index does not have a defined frequency, so the index for the forecasts are being
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HELP: SARIMA Forecasting Model Not Working?
Hello, Your date index does not have a defined frequency, so the index for the forecasts are being
9/3/23
Pablo Vena
8/18/23
seasonal_decompose documentation
Hello! While reviewing the docstring for the 'seasonal_decompose' function, I think I found
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seasonal_decompose documentation
Hello! While reviewing the docstring for the 'seasonal_decompose' function, I think I found
8/18/23
Evgeny L
8/15/23
statsmodels.tsa.api.ExponentialSmoothing update 0.11.1 -> 0.14
I try to update a project from statsmodels 0.11.1 to 0.14. There were some changes in
unread,
statsmodels.tsa.api.ExponentialSmoothing update 0.11.1 -> 0.14
I try to update a project from statsmodels 0.11.1 to 0.14. There were some changes in
8/15/23
Evgeny L
8/15/23
statsmodels.tsa.api.ExponentialSmoothing update
I try to update a project from statsmodels 0.11.1 to 0.14. There were some changes in
unread,
statsmodels.tsa.api.ExponentialSmoothing update
I try to update a project from statsmodels 0.11.1 to 0.14. There were some changes in
8/15/23
Jo Lu
,
josef...@gmail.com
3
7/25/23
dfbetas
Aside: I wrote OLS outlier influence initially based on the SAS documentation and read BKW only later
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dfbetas
Aside: I wrote OLS outlier influence initially based on the SAS documentation and read BKW only later
7/25/23
Victor Saucedo
,
D. K
6
7/24/23
HELP: Looking for an ARIMA and KF Example
Dear David, Thank you very much for your prompt and useful reply. Agree hat code is no magic and
unread,
HELP: Looking for an ARIMA and KF Example
Dear David, Thank you very much for your prompt and useful reply. Agree hat code is no magic and
7/24/23