pystatsmodels

Hello, I am trying to set the time index for data which in their original form are in panel format,

Hi Josef Thanks for the prompt reply. That is very clear.. Kind regards Pete On Monday, November 20,

from a tweet Translated from Japanese byGoogle When talking about ChatGPT and analysis of financial

I wish you a happy time. I have been working with your valuable and powerful library for some time

Hello, Yes, you are correct that forecasting using the Kalman filter essentially amounts to iterating

Thank you very much, Chad, for the reply and the input. I have had the thought of trying to normalize

google search finds an interesting blog that seems to answer what I'm looking for. However NOT

Hello, The primary reference for most of these is the book "Introduction to Time Series and

Hello I've run a state space VARMAX (AR(1)) model, and while it converged, I got two warnings at

Hello, I'm trying to run an old working code on a VARMAX model for the same dataset, which a few

Hello, Thanks, you're right that this message is not as helpful as it could be. The problem is

Hi, I am trying to replicate the results from Arima() in R, using Python for multivariate forecasting

This mailing list is for the Python package Statsmodels. You will have better luck getting an answer

Hello, Yes, you can do this in a custom state space model. If I understand correctly, you want a

Hello, Your date index does not have a defined frequency, so the index for the forecasts are being

Hello! While reviewing the docstring for the 'seasonal_decompose' function, I think I found

I try to update a project from statsmodels 0.11.1 to 0.14. There were some changes in

I try to update a project from statsmodels 0.11.1 to 0.14. There were some changes in

Aside: I wrote OLS outlier influence initially based on the SAS documentation and read BKW only later

Dear David, Thank you very much for your prompt and useful reply. Agree hat code is no magic and

Hello, Just starting to use this code. I need an ARIMA (multivariate) in state space. I have a hard

This looks very cool Vincent, thanks for taking the time to start porting some of your great

Unfortunately, It's not supported and it would be very difficult to figure out what the missing

Hello Josef, I apologize for the reply since I know this isn't related to statsmodels, but I'

Thanks for your answers, Josef. The real problem was me misunderstanding what the fit should actually

Sounds great. I'm not sure much needs to be changed in the models themselves. As you can see, the

Hi Chad, I thank you very much for the help and the code. As a general comment, I think you should

I don't see anything to speed this up. On my notebook it takes around 5.4 seconds, of which 3

simplest case is standard error of the mean https://en.wikipedia.org/wiki/Standard_error#

I apologize forgot to input the function: fun = lambda x: (x[0] - 1)**2 + (x[1] - 2.5)**2 It's