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1	·03ef~~956eb7~~14d5~~aee~~2b2d~~ec5875ba373~~·52048452·doc·optional·python-statsmodels-doc_0.14.5+dfsg-1_all.deb	1	·bf82463d1e5b5f2f5dd46fb44e921b08·52048972·doc·optional·python-statsmodels-doc_0.14.5+dfsg-1_all.deb
2	·ba1b6f11aa41eafe742ba3c1c92bbc7d·13255512·debug·optional·python3-statsmodels-lib-dbgsym_0.14.5+dfsg-1_arm64.deb	2	·ba1b6f11aa41eafe742ba3c1c92bbc7d·13255512·debug·optional·python3-statsmodels-lib-dbgsym_0.14.5+dfsg-1_arm64.deb
3	·1487ab0a190c8e6cd7f50292195db33d·1248672·python·optional·python3-statsmodels-lib_0.14.5+dfsg-1_arm64.deb	3	·1487ab0a190c8e6cd7f50292195db33d·1248672·python·optional·python3-statsmodels-lib_0.14.5+dfsg-1_arm64.deb
4	·0da89b43338da46767b12d96610c1449·4826540·python·optional·python3-statsmodels_0.14.5+dfsg-1_all.deb	4	·0da89b43338da46767b12d96610c1449·4826540·python·optional·python3-statsmodels_0.14.5+dfsg-1_all.deb

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2	-rw-r--r--···0········0········0···334844·2025-08-10·13:13:47.000000·control.tar.xz	2	-rw-r--r--···0········0········0···334880·2025-08-10·13:13:47.000000·control.tar.xz
3	-rw-r--r--···0········0········0·51713~~416~~·2025-08-10·13:13:47.000000·data.tar.xz	3	-rw-r--r--···0········0········0·51713900·2025-08-10·13:13:47.000000·data.tar.xz

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./control ¶


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1	Package:·python-statsmodels-doc	1	Package:·python-statsmodels-doc
2	Source:·statsmodels	2	Source:·statsmodels
3	Version:·0.14.5+dfsg-1	3	Version:·0.14.5+dfsg-1
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:·172474	6	Installed-Size:·172473
7	Depends:·libjs-sphinxdoc·(>=·8.2),·libjs-requirejs,·libjs-mathjax	7	Depends:·libjs-sphinxdoc·(>=·8.2),·libjs-requirejs,·libjs-mathjax
8	Suggests:·python3-statsmodels,·python3-doc,·python-numpy-doc,·python-patsy-doc,·python-pandas-doc,·python-scipy-doc	8	Suggests:·python3-statsmodels,·python3-doc,·python-numpy-doc,·python-patsy-doc,·python-pandas-doc,·python-scipy-doc
9	Breaks:·python-scikits-statsmodels-doc,·python-scikits.statsmodels-doc,·python-statsmodels·(<<·0.9.0-3~)	9	Breaks:·python-scikits-statsmodels-doc,·python-scikits.statsmodels-doc,·python-statsmodels·(<<·0.9.0-3~)
10	Replaces:·python-scikits-statsmodels-doc,·python-scikits.statsmodels-doc,·python-statsmodels·(<<·0.9.0-3~)	10	Replaces:·python-scikits-statsmodels-doc,·python-scikits.statsmodels-doc,·python-statsmodels·(<<·0.9.0-3~)
11	Section:·doc	11	Section:·doc
12	Priority:·optional	12	Priority:·optional
13	Homepage:·https://www.statsmodels.org	13	Homepage:·https://www.statsmodels.org

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1216	················"execution":·{}	1216	················"execution":·{}
1217	············},	1217	············},
1218	············"outputs":·[	1218	············"outputs":·[
1219	················{	1219	················{
1220	····················"name":·"stdout",	1220	····················"name":·"stdout",
1221	····················"output_type":·"stream",	1221	····················"output_type":·"stream",
1222	····················"text":·[	1222	····················"text":·[
1223	························"-11.8863%\n"	1223	························"-11.8863%"
		1224	····················]
		1225	················},
		1226	················{
		1227	····················"name":·"stdout",
		1228	····················"output_type":·"stream",
		1229	····················"text":·[
		1230	························"\n"
1224	····················]	1231	····················]
1225	················}	1232	················}
1226	············],	1233	············],
1227	············"source":·[	1234	············"source":·[
1228	················"print(\"%2.4f%%\"·%·(diff[0]·*·100))"	1235	················"print(\"%2.4f%%\"·%·(diff[0]·*·100))"
1229	············]	1236	············]
1230	········},	1237	········},

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./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/glm_weights.ipynb.txt ¶

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Similarity: 0.999749177631579% Differences: {"'cells'": "{21: {'outputs': {0: {'text': {insert: [(18, " "'=================================================================================')], " "delete: [18]}}, insert: [(1, OrderedDict({'name': 'stdout', 'output_type': 'stream', " "'text': ['\\n']}))]}}, 27: {'outputs': {0: {'text': {insert: [(18, " "'=================================================================================\\n')], " "delete: [18]}}, delete: [1]}}, 34: {'outputs': {0: […]


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911	························"=================================================================================\n",	911	························"=================================================================================\n",
912	························"····················coef····std·err··········z······P>\|z\|······[0.025······0.975]\n",	912	························"····················coef····std·err··········z······P>\|z\|······[0.025······0.975]\n",
913	························"---------------------------------------------------------------------------------\n",	913	························"---------------------------------------------------------------------------------\n",
914	························"Intercept·········2.7155······0.107·····25.294······0.000·······2.505·······2.926\n",	914	························"Intercept·········2.7155······0.107·····25.294······0.000·······2.505·······2.926\n",
915	························"rate_marriage····-0.4952······0.012····-41.702······0.000······-0.518······-0.472\n",	915	························"rate_marriage····-0.4952······0.012····-41.702······0.000······-0.518······-0.472\n",
916	························"age··············-0.0299······0.004·····-6.691······0.000······-0.039······-0.021\n",	916	························"age··············-0.0299······0.004·····-6.691······0.000······-0.039······-0.021\n",
917	························"yrs_married······-0.0108······0.004·····-2.507······0.012······-0.019······-0.002\n",	917	························"yrs_married······-0.0108······0.004·····-2.507······0.012······-0.019······-0.002\n",
918	························"=================================================================================\n"	918	························"================================================================================="
		919	····················]
		920	················},
		921	················{
		922	····················"name":·"stdout",
		923	····················"output_type":·"stream",
		924	····················"text":·[
		925	························"\n"
919	····················]	926	····················]
920	················}	927	················}
921	············],	928	············],
922	············"source":·[	929	············"source":·[
923	················"glm·=·smf.glm(\n",	930	················"glm·=·smf.glm(\n",
924	················"····\"affairs·~·rate_marriage·+·age·+·yrs_married\",\n",	931	················"····\"affairs·~·rate_marriage·+·age·+·yrs_married\",\n",
925	················"····data=data,\n",	932	················"····data=data,\n",
Offset 1075, 22 lines modified		Offset 1082, 15 lines modified
1075	························"=================================================================================\n",	1082	························"=================================================================================\n",
1076	························"····················coef····std·err··········z······P>\|z\|······[0.025······0.975]\n",	1083	························"····················coef····std·err··········z······P>\|z\|······[0.025······0.975]\n",
1077	························"---------------------------------------------------------------------------------\n",	1084	························"---------------------------------------------------------------------------------\n",
1078	························"Intercept·········2.7155······0.107·····25.294······0.000·······2.505·······2.926\n",	1085	························"Intercept·········2.7155······0.107·····25.294······0.000·······2.505·······2.926\n",
1079	························"rate_marriage····-0.4952······0.012····-41.702······0.000······-0.518······-0.472\n",	1086	························"rate_marriage····-0.4952······0.012····-41.702······0.000······-0.518······-0.472\n",
1080	························"age··············-0.0299······0.004·····-6.691······0.000······-0.039······-0.021\n",	1087	························"age··············-0.0299······0.004·····-6.691······0.000······-0.039······-0.021\n",
1081	························"yrs_married······-0.0108······0.004·····-2.507······0.012······-0.019······-0.002\n",	1088	························"yrs_married······-0.0108······0.004·····-2.507······0.012······-0.019······-0.002\n",
1082	························"================================================================================="	1089	························"=================================================================================\n"
1083	····················]
1084	················},
1085	················{
1086	····················"name":·"stdout",
1087	····················"output_type":·"stream",
1088	····················"text":·[
1089	························"\n"
1090	····················]	1090	····················]
1091	················}	1091	················}
1092	············],	1092	············],
1093	············"source":·[	1093	············"source":·[
1094	················"glm·=·smf.glm(\n",	1094	················"glm·=·smf.glm(\n",
1095	················"····\"affairs·~·rate_marriage·+·age·+·yrs_married\",\n",	1095	················"····\"affairs·~·rate_marriage·+·age·+·yrs_married\",\n",
1096	················"····data=dc,\n",	1096	················"····data=dc,\n",
Offset 1265, 22 lines modified		Offset 1265, 15 lines modified
1265	························"=================================================================================\n",	1265	························"=================================================================================\n",
1266	························"····················coef····std·err··········z······P>\|z\|······[0.025······0.975]\n",	1266	························"····················coef····std·err··········z······P>\|z\|······[0.025······0.975]\n",
1267	························"---------------------------------------------------------------------------------\n",	1267	························"---------------------------------------------------------------------------------\n",
1268	························"Intercept·········2.7155······0.107·····25.294······0.000·······2.505·······2.926\n",	1268	························"Intercept·········2.7155······0.107·····25.294······0.000·······2.505·······2.926\n",
1269	························"rate_marriage····-0.4952······0.012····-41.702······0.000······-0.518······-0.472\n",	1269	························"rate_marriage····-0.4952······0.012····-41.702······0.000······-0.518······-0.472\n",
1270	························"age··············-0.0299······0.004·····-6.691······0.000······-0.039······-0.021\n",	1270	························"age··············-0.0299······0.004·····-6.691······0.000······-0.039······-0.021\n",
1271	························"yrs_married······-0.0108······0.004·····-2.507······0.012······-0.019······-0.002\n",	1271	························"yrs_married······-0.0108······0.004·····-2.507······0.012······-0.019······-0.002\n",
1272	························"================================================================================="	1272	························"=================================================================================\n"
1273	····················]
1274	················},
1275	················{
1276	····················"name":·"stdout",
1277	····················"output_type":·"stream",
1278	····················"text":·[
1279	························"\n"
1280	····················]	1273	····················]
1281	················}	1274	················}
1282	············],	1275	············],
1283	············"source":·[	1276	············"source":·[
1284	················"glm·=·smf.glm(\n",	1277	················"glm·=·smf.glm(\n",
1285	················"····\"affairs_mean·~·rate_marriage·+·age·+·yrs_married\",\n",	1278	················"····\"affairs_mean·~·rate_marriage·+·age·+·yrs_married\",\n",
1286	················"····data=df_a,\n",	1279	················"····data=df_a,\n",

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Offset 577, 14 lines modified		Offset 577, 22 lines modified
577	············"cell_type":·"code",	577	············"cell_type":·"code",
578	············"execution_count":·8,	578	············"execution_count":·8,
579	············"metadata":·{	579	············"metadata":·{
580	················"execution":·{}	580	················"execution":·{}
581	············},	581	············},
582	············"outputs":·[	582	············"outputs":·[
583	················{	583	················{
		584	····················"name":·"stderr",
		585	····················"output_type":·"stream",
		586	····················"text":·[
		587	························"/usr/lib/python3/dist-packages/statsmodels/regression/mixed_linear_model.py:2237:·ConvergenceWarning:·The·MLE·may·be·on·the·boundary·of·the·parameter·space.\n",
		588	························"··warnings.warn(msg,·ConvergenceWarning)\n"
		589	····················]
		590	················},
		591	················{
584	····················"name":·"stdout",	592	····················"name":·"stdout",
585	····················"output_type":·"stream",	593	····················"output_type":·"stream",
586	····················"text":·[	594	····················"text":·[
587	························"·············Mixed·Linear·Model·Regression·Results\n",	595	························"·············Mixed·Linear·Model·Regression·Results\n",
588	························"===============================================================\n",	596	························"===============================================================\n",
589	························"Model:···············MixedLM····Dependent·Variable:····size····\n",	597	························"Model:···············MixedLM····Dependent·Variable:····size····\n",
590	························"No.·Observations:····395········Method:················REML····\n",	598	························"No.·Observations:····395········Method:················REML····\n",
Offset 599, 22 lines modified		Offset 607, 14 lines modified
599	························"Time··················0.013····0.000·33.888·0.000··0.012··0.013\n",	607	························"Time··················0.013····0.000·33.888·0.000··0.012··0.013\n",
600	························"Intercept·Var·········0.646····0.914···························\n",	608	························"Intercept·Var·········0.646····0.914···························\n",
601	························"Intercept·x·Time·Cov·-0.001····0.003···························\n",	609	························"Intercept·x·Time·Cov·-0.001····0.003···························\n",
602	························"Time·Var··············0.000····0.000···························\n",	610	························"Time·Var··············0.000····0.000···························\n",
603	························"===============================================================\n",	611	························"===============================================================\n",
604	························"\n"	612	························"\n"
605	····················]	613	····················]
606	················},
607	················{
608	····················"name":·"stderr",
609	····················"output_type":·"stream",
610	····················"text":·[
611	························"/usr/lib/python3/dist-packages/statsmodels/regression/mixed_linear_model.py:2237:·ConvergenceWarning:·The·MLE·may·be·on·the·boundary·of·the·parameter·space.\n",
612	························"··warnings.warn(msg,·ConvergenceWarning)\n"
613	····················]
614	················}	614	················}
615	············],	615	············],
616	············"source":·[	616	············"source":·[
617	················"exog_re·=·exog.copy()\n",	617	················"exog_re·=·exog.copy()\n",
618	················"md·=·sm.MixedLM(endog,·exog,·data[\"tree\"],·exog_re)\n",	618	················"md·=·sm.MixedLM(endog,·exog,·data[\"tree\"],·exog_re)\n",
619	················"mdf·=·md.fit()\n",	619	················"mdf·=·md.fit()\n",
620	················"print(mdf.summary())"	620	················"print(mdf.summary())"

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1.57 KB

./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/ols.ipynb.txt ¶

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Pretty-printed ¶


Offset 870, 22 lines modified		Offset 870, 15 lines modified
870	························"8···-0.004019····-0.045687··0.023708···0.018125···0.013683·-0.034770··0.005116\n",	870	························"8···-0.004019····-0.045687··0.023708···0.018125···0.013683·-0.034770··0.005116\n",
871	························"9···-1.018242····-0.282131·-0.412621··-0.663904··-0.715020·-0.229501··1.035723\n",	871	························"9···-1.018242····-0.282131·-0.412621··-0.663904··-0.715020·-0.229501··1.035723\n",
872	························"10···0.030947····-0.024781··0.029480···0.035361···0.034508·-0.014194·-0.030805\n",	872	························"10···0.030947····-0.024781··0.029480···0.035361···0.034508·-0.014194·-0.030805\n",
873	························"11···0.005987····-0.079727··0.030276··-0.008883··-0.006854·-0.010693·-0.005323\n",	873	························"11···0.005987····-0.079727··0.030276··-0.008883··-0.006854·-0.010693·-0.005323\n",
874	························"12··-0.135883·····0.092325·-0.253027··-0.211465···0.094720··0.331351··0.129120\n",	874	························"12··-0.135883·····0.092325·-0.253027··-0.211465···0.094720··0.331351··0.129120\n",
875	························"13···0.032736····-0.024249··0.017510···0.033242···0.090655··0.007634·-0.033114\n",	875	························"13···0.032736····-0.024249··0.017510···0.033242···0.090655··0.007634·-0.033114\n",
876	························"14···0.305868·····0.148070··0.001428···0.169314···0.253431··0.342982·-0.318031\n",	876	························"14···0.305868·····0.148070··0.001428···0.169314···0.253431··0.342982·-0.318031\n",
877	························"15··-0.538323·····0.432004·-0.261262··-0.143444··-0.360890·-0.467296··0.552421"	877	························"15··-0.538323·····0.432004·-0.261262··-0.143444··-0.360890·-0.467296··0.552421\n"
878	····················]
879	················},
880	················{
881	····················"name":·"stdout",
882	····················"output_type":·"stream",
883	····················"text":·[
884	························"\n"
885	····················]	878	····················]
886	················}	879	················}
887	············],	880	············],
888	············"source":·[	881	············"source":·[
889	················"print(infl.summary_frame().filter(regex=\"dfb\"))"	882	················"print(infl.summary_frame().filter(regex=\"dfb\"))"
890	············]	883	············]
891	········}	884	········}

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./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/robust_models_1.ipynb.txt ¶

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1.23 KB

Pretty-printed ¶


Offset 1531, 15 lines modified		Offset 1531, 22 lines modified
1531	························"truck.driver············-0.129227··0.897810···0.999436\n",	1531	························"truck.driver············-0.129227··0.897810···0.999436\n",
1532	························"cook·····················0.127207··0.899399···0.999436\n",	1532	························"cook·····················0.127207··0.899399···0.999436\n",
1533	························"janitor·················-0.079890··0.936713···0.999436\n",	1533	························"janitor·················-0.079890··0.936713···0.999436\n",
1534	························"policeman················0.078847··0.937538···0.999436\n",	1534	························"policeman················0.078847··0.937538···0.999436\n",
1535	························"architect················0.072256··0.942750···0.999436\n",	1535	························"architect················0.072256··0.942750···0.999436\n",
1536	························"teacher··················0.050510··0.959961···0.999436\n",	1536	························"teacher··················0.050510··0.959961···0.999436\n",
1537	························"taxi.driver··············0.023322··0.981507···0.999436\n",	1537	························"taxi.driver··············0.023322··0.981507···0.999436\n",
1538	························"author···················0.000711··0.999436···0.999436\n"	1538	························"author···················0.000711··0.999436···0.999436"
		1539	····················]
		1540	················},
		1541	················{
		1542	····················"name":·"stdout",
		1543	····················"output_type":·"stream",
		1544	····················"text":·[
		1545	························"\n"
1539	····················]	1546	····················]
1540	················}	1547	················}
1541	············],	1548	············],
1542	············"source":·[	1549	············"source":·[
1543	················"fdr·=·ols_model.outlier_test(\"fdr_bh\")\n",	1550	················"fdr·=·ols_model.outlier_test(\"fdr_bh\")\n",
1544	················"fdr.sort_values(\"unadj_p\",·inplace=True)\n",	1551	················"fdr.sort_values(\"unadj_p\",·inplace=True)\n",
1545	················"print(fdr)"	1552	················"print(fdr)"

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1.48 KB

./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/statespace_sarimax_faq.ipynb.txt ¶

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Pretty-printed ¶


Offset 1683, 22 lines modified		Offset 1683, 15 lines modified
1683	························"Ljung-Box·(L1)·(Q):···················0.33···Jarque-Bera·(JB):·················0.15\n",	1683	························"Ljung-Box·(L1)·(Q):···················0.33···Jarque-Bera·(JB):·················0.15\n",
1684	························"Prob(Q):······························0.57···Prob(JB):·························0.93\n",	1684	························"Prob(Q):······························0.57···Prob(JB):·························0.93\n",
1685	························"Heteroskedasticity·(H):···············0.97···Skew:····························-0.01\n",	1685	························"Heteroskedasticity·(H):···············0.97···Skew:····························-0.01\n",
1686	························"Prob(H)·(two-sided):··················0.53···Kurtosis:·························3.00\n",	1686	························"Prob(H)·(two-sided):··················0.53···Kurtosis:·························3.00\n",
1687	························"===================================================================================\n",	1687	························"===================================================================================\n",
1688	························"\n",	1688	························"\n",
1689	························"Warnings:\n",	1689	························"Warnings:\n",
1690	························"[1]·Covariance·matrix·calculated·using·the·outer·product·of·gradients·(complex-step)."	1690	························"[1]·Covariance·matrix·calculated·using·the·outer·product·of·gradients·(complex-step).\n"
1691	····················]
1692	················},
1693	················{
1694	····················"name":·"stdout",
1695	····················"output_type":·"stream",
1696	····················"text":·[
1697	························"\n"
1698	····················]	1691	····················]
1699	················}	1692	················}
1700	············],	1693	············],
1701	············"source":·[	1694	············"source":·[
1702	················"print(arx_res.summary())"	1695	················"print(arx_res.summary())"
1703	············]	1696	············]
1704	········},	1697	········},

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./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/tsa_arma_0.ipynb.txt ¶

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2.88 KB

Pretty-printed ¶


Offset 766, 14 lines modified		Offset 766, 24 lines modified
766	············"cell_type":·"code",	766	············"cell_type":·"code",
767	············"execution_count":·34,	767	············"execution_count":·34,
768	············"metadata":·{	768	············"metadata":·{
769	················"execution":·{}	769	················"execution":·{}
770	············},	770	············},
771	············"outputs":·[	771	············"outputs":·[
772	················{	772	················{
		773	····················"name":·"stderr",
		774	····················"output_type":·"stream",
		775	····················"text":·[
		776	························"/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:966:·UserWarning:·Non-stationary·starting·autoregressive·parameters·found.·Using·zeros·as·starting·parameters.\n",
		777	························"··warn('Non-stationary·starting·autoregressive·parameters'\n",
		778	························"/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:978:·UserWarning:·Non-invertible·starting·MA·parameters·found.·Using·zeros·as·starting·parameters.\n",
		779	························"··warn('Non-invertible·starting·MA·parameters·found.'\n"
		780	····················]
		781	················},
		782	················{
773	····················"name":·"stdout",	783	····················"name":·"stdout",
774	····················"output_type":·"stream",	784	····················"output_type":·"stream",
775	····················"text":·[	785	····················"text":·[
776	························"············AC···········Q······Prob(>Q)\n",	786	························"············AC···········Q······Prob(>Q)\n",
777	························"lag·····································\n",	787	························"lag·····································\n",
778	························"1.0··-0.001244····0.000778··9.777436e-01\n",	788	························"1.0··-0.001244····0.000778··9.777436e-01\n",
779	························"2.0···0.052350····1.382049··5.010626e-01\n",	789	························"2.0···0.052350····1.382049··5.010626e-01\n",
Offset 798, 24 lines modified		Offset 808, 14 lines modified
798	························"21.0·-0.016212··330.713971··1.708363e-57\n",	808	························"21.0·-0.016212··330.713971··1.708363e-57\n",
799	························"22.0··0.054804··332.291098··3.279536e-57\n",	809	························"22.0··0.054804··332.291098··3.279536e-57\n",
800	························"23.0·-0.110592··338.726892··6.325402e-58\n",	810	························"23.0·-0.110592··338.726892··6.325402e-58\n",
801	························"24.0··0.022742··338.999620··2.166837e-57\n",	811	························"24.0··0.022742··338.999620··2.166837e-57\n",
802	························"25.0··0.029459··339.458216··6.665490e-57\n",	812	························"25.0··0.029459··339.458216··6.665490e-57\n",
803	························"26.0··0.095294··344.266902··2.658405e-57\n"	813	························"26.0··0.095294··344.266902··2.658405e-57\n"
804	····················]	814	····················]
805	················},
806	················{
807	····················"name":·"stderr",
808	····················"output_type":·"stream",
809	····················"text":·[
810	························"/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:966:·UserWarning:·Non-stationary·starting·autoregressive·parameters·found.·Using·zeros·as·starting·parameters.\n",
811	························"··warn('Non-stationary·starting·autoregressive·parameters'\n",
812	························"/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:978:·UserWarning:·Non-invertible·starting·MA·parameters·found.·Using·zeros·as·starting·parameters.\n",
813	························"··warn('Non-invertible·starting·MA·parameters·found.'\n"
814	····················]
815	················}	815	················}
816	············],	816	············],
817	············"source":·[	817	············"source":·[
818	················"lags·=·int(10·*·np.log10(arma_rvs.shape[0]))\n",	818	················"lags·=·int(10·*·np.log10(arma_rvs.shape[0]))\n",
819	················"arma11·=·ARIMA(arma_rvs,·order=(1,·0,·1)).fit()\n",	819	················"arma11·=·ARIMA(arma_rvs,·order=(1,·0,·1)).fit()\n",
820	················"resid·=·arma11.resid\n",	820	················"resid·=·arma11.resid\n",
821	················"r,·q,·p·=·sm.tsa.acf(resid,·nlags=lags,·fft=True,·qstat=True)\n",	821	················"r,·q,·p·=·sm.tsa.acf(resid,·nlags=lags,·fft=True,·qstat=True)\n",

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./usr/share/doc/python-statsmodels-doc/html/examples/notebooks/generated/discrete_choice_example.ipynb.gz ¶

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discrete_choice_example.ipynb ¶

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Offset 1216, 15 lines modified		Offset 1216, 22 lines modified
1216	················"execution":·{}	1216	················"execution":·{}
1217	············},	1217	············},
1218	············"outputs":·[	1218	············"outputs":·[
1219	················{	1219	················{
1220	····················"name":·"stdout",	1220	····················"name":·"stdout",
1221	····················"output_type":·"stream",	1221	····················"output_type":·"stream",
1222	····················"text":·[	1222	····················"text":·[
1223	························"-11.8863%\n"	1223	························"-11.8863%"
		1224	····················]
		1225	················},
		1226	················{
		1227	····················"name":·"stdout",
		1228	····················"output_type":·"stream",
		1229	····················"text":·[
		1230	························"\n"
1224	····················]	1231	····················]
1225	················}	1232	················}
1226	············],	1233	············],
1227	············"source":·[	1234	············"source":·[
1228	················"print(\"%2.4f%%\"·%·(diff[0]·*·100))"	1235	················"print(\"%2.4f%%\"·%·(diff[0]·*·100))"
1229	············]	1236	············]
1230	········},	1237	········},

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./usr/share/doc/python-statsmodels-doc/html/examples/notebooks/generated/glm_weights.ipynb.gz ¶

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glm_weights.ipynb ¶

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Offset 911, 15 lines modified		Offset 911, 22 lines modified
911	························"=================================================================================\n",	911	························"=================================================================================\n",
912	························"····················coef····std·err··········z······P>\|z\|······[0.025······0.975]\n",	912	························"····················coef····std·err··········z······P>\|z\|······[0.025······0.975]\n",
913	························"---------------------------------------------------------------------------------\n",	913	························"---------------------------------------------------------------------------------\n",
914	························"Intercept·········2.7155······0.107·····25.294······0.000·······2.505·······2.926\n",	914	························"Intercept·········2.7155······0.107·····25.294······0.000·······2.505·······2.926\n",
915	························"rate_marriage····-0.4952······0.012····-41.702······0.000······-0.518······-0.472\n",	915	························"rate_marriage····-0.4952······0.012····-41.702······0.000······-0.518······-0.472\n",
916	························"age··············-0.0299······0.004·····-6.691······0.000······-0.039······-0.021\n",	916	························"age··············-0.0299······0.004·····-6.691······0.000······-0.039······-0.021\n",
917	························"yrs_married······-0.0108······0.004·····-2.507······0.012······-0.019······-0.002\n",	917	························"yrs_married······-0.0108······0.004·····-2.507······0.012······-0.019······-0.002\n",
918	························"=================================================================================\n"	918	························"================================================================================="
		919	····················]
		920	················},
		921	················{
		922	····················"name":·"stdout",
		923	····················"output_type":·"stream",
		924	····················"text":·[
		925	························"\n"
919	····················]	926	····················]
920	················}	927	················}
921	············],	928	············],
922	············"source":·[	929	············"source":·[
923	················"glm·=·smf.glm(\n",	930	················"glm·=·smf.glm(\n",
924	················"····\"affairs·~·rate_marriage·+·age·+·yrs_married\",\n",	931	················"····\"affairs·~·rate_marriage·+·age·+·yrs_married\",\n",
925	················"····data=data,\n",	932	················"····data=data,\n",
Offset 1075, 22 lines modified		Offset 1082, 15 lines modified
1075	························"=================================================================================\n",	1082	························"=================================================================================\n",
1076	························"····················coef····std·err··········z······P>\|z\|······[0.025······0.975]\n",	1083	························"····················coef····std·err··········z······P>\|z\|······[0.025······0.975]\n",
1077	························"---------------------------------------------------------------------------------\n",	1084	························"---------------------------------------------------------------------------------\n",
1078	························"Intercept·········2.7155······0.107·····25.294······0.000·······2.505·······2.926\n",	1085	························"Intercept·········2.7155······0.107·····25.294······0.000·······2.505·······2.926\n",
1079	························"rate_marriage····-0.4952······0.012····-41.702······0.000······-0.518······-0.472\n",	1086	························"rate_marriage····-0.4952······0.012····-41.702······0.000······-0.518······-0.472\n",
1080	························"age··············-0.0299······0.004·····-6.691······0.000······-0.039······-0.021\n",	1087	························"age··············-0.0299······0.004·····-6.691······0.000······-0.039······-0.021\n",
1081	························"yrs_married······-0.0108······0.004·····-2.507······0.012······-0.019······-0.002\n",	1088	························"yrs_married······-0.0108······0.004·····-2.507······0.012······-0.019······-0.002\n",
1082	························"================================================================================="	1089	························"=================================================================================\n"
1083	····················]
1084	················},
1085	················{
1086	····················"name":·"stdout",
1087	····················"output_type":·"stream",
1088	····················"text":·[
1089	························"\n"
1090	····················]	1090	····················]
1091	················}	1091	················}
1092	············],	1092	············],
1093	············"source":·[	1093	············"source":·[
1094	················"glm·=·smf.glm(\n",	1094	················"glm·=·smf.glm(\n",
1095	················"····\"affairs·~·rate_marriage·+·age·+·yrs_married\",\n",	1095	················"····\"affairs·~·rate_marriage·+·age·+·yrs_married\",\n",
1096	················"····data=dc,\n",	1096	················"····data=dc,\n",
Offset 1265, 22 lines modified		Offset 1265, 15 lines modified
1265	························"=================================================================================\n",	1265	························"=================================================================================\n",
1266	························"····················coef····std·err··········z······P>\|z\|······[0.025······0.975]\n",	1266	························"····················coef····std·err··········z······P>\|z\|······[0.025······0.975]\n",
1267	························"---------------------------------------------------------------------------------\n",	1267	························"---------------------------------------------------------------------------------\n",
1268	························"Intercept·········2.7155······0.107·····25.294······0.000·······2.505·······2.926\n",	1268	························"Intercept·········2.7155······0.107·····25.294······0.000·······2.505·······2.926\n",
1269	························"rate_marriage····-0.4952······0.012····-41.702······0.000······-0.518······-0.472\n",	1269	························"rate_marriage····-0.4952······0.012····-41.702······0.000······-0.518······-0.472\n",
1270	························"age··············-0.0299······0.004·····-6.691······0.000······-0.039······-0.021\n",	1270	························"age··············-0.0299······0.004·····-6.691······0.000······-0.039······-0.021\n",
1271	························"yrs_married······-0.0108······0.004·····-2.507······0.012······-0.019······-0.002\n",	1271	························"yrs_married······-0.0108······0.004·····-2.507······0.012······-0.019······-0.002\n",
1272	························"================================================================================="	1272	························"=================================================================================\n"
1273	····················]
1274	················},
1275	················{
1276	····················"name":·"stdout",
1277	····················"output_type":·"stream",
1278	····················"text":·[
1279	························"\n"
1280	····················]	1273	····················]
1281	················}	1274	················}
1282	············],	1275	············],
1283	············"source":·[	1276	············"source":·[
1284	················"glm·=·smf.glm(\n",	1277	················"glm·=·smf.glm(\n",
1285	················"····\"affairs_mean·~·rate_marriage·+·age·+·yrs_married\",\n",	1278	················"····\"affairs_mean·~·rate_marriage·+·age·+·yrs_married\",\n",
1286	················"····data=df_a,\n",	1279	················"····data=df_a,\n",

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./usr/share/doc/python-statsmodels-doc/html/examples/notebooks/generated/mixed_lm_example.html ¶

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Offset 449, 14 lines modified		Offset 449, 23 lines modified
449	<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>	449	<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>
450	</pre></div>	450	</pre></div>
451	</div>	451	</div>
452	</div>	452	</div>
453	<div·class="nboutput·docutils·container">	453	<div·class="nboutput·docutils·container">
454	<div·class="prompt·empty·docutils·container">	454	<div·class="prompt·empty·docutils·container">
455	</div>	455	</div>
		456	<div·class="output_area·stderr·docutils·container">
		457	<div·class="highlight"><pre>
		458	/usr/lib/python3/dist-packages/statsmodels/regression/mixed_linear_model.py:2237:·ConvergenceWarning:·The·MLE·may·be·on·the·boundary·of·the·parameter·space.
		459	··warnings.warn(msg,·ConvergenceWarning)
		460	</pre></div></div>
		461	</div>
		462	<div·class="nboutput·nblast·docutils·container">
		463	<div·class="prompt·empty·docutils·container">
		464	</div>
456	<div·class="output_area·docutils·container">	465	<div·class="output_area·docutils·container">
457	<div·class="highlight"><pre>	466	<div·class="highlight"><pre>
458	·············Mixed·Linear·Model·Regression·Results	467	·············Mixed·Linear·Model·Regression·Results
459	===============================================================	468	===============================================================
460	Model:···············MixedLM····Dependent·Variable:····size	469	Model:···············MixedLM····Dependent·Variable:····size
461	No.·Observations:····395········Method:················REML	470	No.·Observations:····395········Method:················REML
462	No.·Groups:··········79·········Scale:·················0.0264	471	No.·Groups:··········79·········Scale:·················0.0264
Offset 471, 23 lines modified		Offset 480, 14 lines modified
471	Intercept·Var·········0.646····0.914	480	Intercept·Var·········0.646····0.914
472	Intercept·x·Time·Cov·-0.001····0.003	481	Intercept·x·Time·Cov·-0.001····0.003
473	Time·Var··············0.000····0.000	482	Time·Var··············0.000····0.000
474	===============================================================	483	===============================================================

475	</pre></div></div>	484	</pre></div></div>
476	</div>	485	</div>
477	<div·class="nboutput·nblast·docutils·container">
478	<div·class="prompt·empty·docutils·container">
479	</div>
480	<div·class="output_area·stderr·docutils·container">
481	<div·class="highlight"><pre>
482	/usr/lib/python3/dist-packages/statsmodels/regression/mixed_linear_model.py:2237:·ConvergenceWarning:·The·MLE·may·be·on·the·boundary·of·the·parameter·space.
483	··warnings.warn(msg,·ConvergenceWarning)
484	</pre></div></div>
485	</div>
486	<p>We·can·further·explore·the·random·effects·structure·by·constructing·plots·of·the·profile·likelihoods.·We·start·with·the·random·intercept,·generating·a·plot·of·the·profile·likelihood·from·0.1·units·below·to·0.1·units·above·the·MLE.·Since·each·optimization·inside·the·profile·likelihood·generates·a·warning·(due·to·the·random·slope·variance·being·close·to·zero),·we·turn·off·the·warnings·here.</p>	486	<p>We·can·further·explore·the·random·effects·structure·by·constructing·plots·of·the·profile·likelihoods.·We·start·with·the·random·intercept,·generating·a·plot·of·the·profile·likelihood·from·0.1·units·below·to·0.1·units·above·the·MLE.·Since·each·optimization·inside·the·profile·likelihood·generates·a·warning·(due·to·the·random·slope·variance·being·close·to·zero),·we·turn·off·the·warnings·here.</p>
487	<div·class="nbinput·nblast·docutils·container">	487	<div·class="nbinput·nblast·docutils·container">
488	<div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[9]:	488	<div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[9]:
489	</pre></div>	489	</pre></div>
490	</div>	490	</div>
491	<div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="kn">import</span>·<span·class="nn">warnings</span>	491	<div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="kn">import</span>·<span·class="nn">warnings</span>

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html2text {} ¶

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Offset 577, 14 lines modified		Offset 577, 22 lines modified
577	············"cell_type":·"code",	577	············"cell_type":·"code",
578	············"execution_count":·8,	578	············"execution_count":·8,
579	············"metadata":·{	579	············"metadata":·{
580	················"execution":·{}	580	················"execution":·{}
581	············},	581	············},
582	············"outputs":·[	582	············"outputs":·[
583	················{	583	················{
		584	····················"name":·"stderr",
		585	····················"output_type":·"stream",
		586	····················"text":·[
		587	························"/usr/lib/python3/dist-packages/statsmodels/regression/mixed_linear_model.py:2237:·ConvergenceWarning:·The·MLE·may·be·on·the·boundary·of·the·parameter·space.\n",
		588	························"··warnings.warn(msg,·ConvergenceWarning)\n"
		589	····················]
		590	················},
		591	················{
584	····················"name":·"stdout",	592	····················"name":·"stdout",
585	····················"output_type":·"stream",	593	····················"output_type":·"stream",
586	····················"text":·[	594	····················"text":·[
587	························"·············Mixed·Linear·Model·Regression·Results\n",	595	························"·············Mixed·Linear·Model·Regression·Results\n",
588	························"===============================================================\n",	596	························"===============================================================\n",
589	························"Model:···············MixedLM····Dependent·Variable:····size····\n",	597	························"Model:···············MixedLM····Dependent·Variable:····size····\n",
590	························"No.·Observations:····395········Method:················REML····\n",	598	························"No.·Observations:····395········Method:················REML····\n",
Offset 599, 22 lines modified		Offset 607, 14 lines modified
599	························"Time··················0.013····0.000·33.888·0.000··0.012··0.013\n",	607	························"Time··················0.013····0.000·33.888·0.000··0.012··0.013\n",
600	························"Intercept·Var·········0.646····0.914···························\n",	608	························"Intercept·Var·········0.646····0.914···························\n",
601	························"Intercept·x·Time·Cov·-0.001····0.003···························\n",	609	························"Intercept·x·Time·Cov·-0.001····0.003···························\n",
602	························"Time·Var··············0.000····0.000···························\n",	610	························"Time·Var··············0.000····0.000···························\n",
603	························"===============================================================\n",	611	························"===============================================================\n",
604	························"\n"	612	························"\n"
605	····················]	613	····················]
606	················},
607	················{
608	····················"name":·"stderr",
609	····················"output_type":·"stream",
610	····················"text":·[
611	························"/usr/lib/python3/dist-packages/statsmodels/regression/mixed_linear_model.py:2237:·ConvergenceWarning:·The·MLE·may·be·on·the·boundary·of·the·parameter·space.\n",
612	························"··warnings.warn(msg,·ConvergenceWarning)\n"
613	····················]
614	················}	614	················}
615	············],	615	············],
616	············"source":·[	616	············"source":·[
617	················"exog_re·=·exog.copy()\n",	617	················"exog_re·=·exog.copy()\n",
618	················"md·=·sm.MixedLM(endog,·exog,·data[\"tree\"],·exog_re)\n",	618	················"md·=·sm.MixedLM(endog,·exog,·data[\"tree\"],·exog_re)\n",
619	················"mdf·=·md.fit()\n",	619	················"mdf·=·md.fit()\n",
620	················"print(mdf.summary())"	620	················"print(mdf.summary())"

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870	························"8···-0.004019····-0.045687··0.023708···0.018125···0.013683·-0.034770··0.005116\n",	870	························"8···-0.004019····-0.045687··0.023708···0.018125···0.013683·-0.034770··0.005116\n",
871	························"9···-1.018242····-0.282131·-0.412621··-0.663904··-0.715020·-0.229501··1.035723\n",	871	························"9···-1.018242····-0.282131·-0.412621··-0.663904··-0.715020·-0.229501··1.035723\n",
872	························"10···0.030947····-0.024781··0.029480···0.035361···0.034508·-0.014194·-0.030805\n",	872	························"10···0.030947····-0.024781··0.029480···0.035361···0.034508·-0.014194·-0.030805\n",
873	························"11···0.005987····-0.079727··0.030276··-0.008883··-0.006854·-0.010693·-0.005323\n",	873	························"11···0.005987····-0.079727··0.030276··-0.008883··-0.006854·-0.010693·-0.005323\n",
874	························"12··-0.135883·····0.092325·-0.253027··-0.211465···0.094720··0.331351··0.129120\n",	874	························"12··-0.135883·····0.092325·-0.253027··-0.211465···0.094720··0.331351··0.129120\n",
875	························"13···0.032736····-0.024249··0.017510···0.033242···0.090655··0.007634·-0.033114\n",	875	························"13···0.032736····-0.024249··0.017510···0.033242···0.090655··0.007634·-0.033114\n",
876	························"14···0.305868·····0.148070··0.001428···0.169314···0.253431··0.342982·-0.318031\n",	876	························"14···0.305868·····0.148070··0.001428···0.169314···0.253431··0.342982·-0.318031\n",
877	························"15··-0.538323·····0.432004·-0.261262··-0.143444··-0.360890·-0.467296··0.552421"	877	························"15··-0.538323·····0.432004·-0.261262··-0.143444··-0.360890·-0.467296··0.552421\n"
878	····················]
879	················},
880	················{
881	····················"name":·"stdout",
882	····················"output_type":·"stream",
883	····················"text":·[
884	························"\n"
885	····················]	878	····················]
886	················}	879	················}
887	············],	880	············],
888	············"source":·[	881	············"source":·[
889	················"print(infl.summary_frame().filter(regex=\"dfb\"))"	882	················"print(infl.summary_frame().filter(regex=\"dfb\"))"
890	············]	883	············]
891	········}	884	········}

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./usr/share/doc/python-statsmodels-doc/html/examples/notebooks/generated/robust_models_1.ipynb.gz ¶

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robust_models_1.ipynb ¶

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Pretty-printed ¶


Offset 1531, 15 lines modified		Offset 1531, 22 lines modified
1531	························"truck.driver············-0.129227··0.897810···0.999436\n",	1531	························"truck.driver············-0.129227··0.897810···0.999436\n",
1532	························"cook·····················0.127207··0.899399···0.999436\n",	1532	························"cook·····················0.127207··0.899399···0.999436\n",
1533	························"janitor·················-0.079890··0.936713···0.999436\n",	1533	························"janitor·················-0.079890··0.936713···0.999436\n",
1534	························"policeman················0.078847··0.937538···0.999436\n",	1534	························"policeman················0.078847··0.937538···0.999436\n",
1535	························"architect················0.072256··0.942750···0.999436\n",	1535	························"architect················0.072256··0.942750···0.999436\n",
1536	························"teacher··················0.050510··0.959961···0.999436\n",	1536	························"teacher··················0.050510··0.959961···0.999436\n",
1537	························"taxi.driver··············0.023322··0.981507···0.999436\n",	1537	························"taxi.driver··············0.023322··0.981507···0.999436\n",
1538	························"author···················0.000711··0.999436···0.999436\n"	1538	························"author···················0.000711··0.999436···0.999436"
		1539	····················]
		1540	················},
		1541	················{
		1542	····················"name":·"stdout",
		1543	····················"output_type":·"stream",
		1544	····················"text":·[
		1545	························"\n"
1539	····················]	1546	····················]
1540	················}	1547	················}
1541	············],	1548	············],
1542	············"source":·[	1549	············"source":·[
1543	················"fdr·=·ols_model.outlier_test(\"fdr_bh\")\n",	1550	················"fdr·=·ols_model.outlier_test(\"fdr_bh\")\n",
1544	················"fdr.sort_values(\"unadj_p\",·inplace=True)\n",	1551	················"fdr.sort_values(\"unadj_p\",·inplace=True)\n",
1545	················"print(fdr)"	1552	················"print(fdr)"

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./usr/share/doc/python-statsmodels-doc/html/examples/notebooks/generated/statespace_sarimax_faq.ipynb.gz ¶

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statespace_sarimax_faq.ipynb ¶

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Pretty-printed ¶


Offset 1683, 22 lines modified		Offset 1683, 15 lines modified
1683	························"Ljung-Box·(L1)·(Q):···················0.33···Jarque-Bera·(JB):·················0.15\n",	1683	························"Ljung-Box·(L1)·(Q):···················0.33···Jarque-Bera·(JB):·················0.15\n",
1684	························"Prob(Q):······························0.57···Prob(JB):·························0.93\n",	1684	························"Prob(Q):······························0.57···Prob(JB):·························0.93\n",
1685	························"Heteroskedasticity·(H):···············0.97···Skew:····························-0.01\n",	1685	························"Heteroskedasticity·(H):···············0.97···Skew:····························-0.01\n",
1686	························"Prob(H)·(two-sided):··················0.53···Kurtosis:·························3.00\n",	1686	························"Prob(H)·(two-sided):··················0.53···Kurtosis:·························3.00\n",
1687	························"===================================================================================\n",	1687	························"===================================================================================\n",
1688	························"\n",	1688	························"\n",
1689	························"Warnings:\n",	1689	························"Warnings:\n",
1690	························"[1]·Covariance·matrix·calculated·using·the·outer·product·of·gradients·(complex-step)."	1690	························"[1]·Covariance·matrix·calculated·using·the·outer·product·of·gradients·(complex-step).\n"
1691	····················]
1692	················},
1693	················{
1694	····················"name":·"stdout",
1695	····················"output_type":·"stream",
1696	····················"text":·[
1697	························"\n"
1698	····················]	1691	····················]
1699	················}	1692	················}
1700	············],	1693	············],
1701	············"source":·[	1694	············"source":·[
1702	················"print(arx_res.summary())"	1695	················"print(arx_res.summary())"
1703	············]	1696	············]
1704	········},	1697	········},

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./usr/share/doc/python-statsmodels-doc/html/examples/notebooks/generated/tsa_arma_0.html ¶

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Offset 648, 14 lines modified		Offset 648, 25 lines modified
648	<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>	648	<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>
649	</pre></div>	649	</pre></div>
650	</div>	650	</div>
651	</div>	651	</div>
652	<div·class="nboutput·docutils·container">	652	<div·class="nboutput·docutils·container">
653	<div·class="prompt·empty·docutils·container">	653	<div·class="prompt·empty·docutils·container">
654	</div>	654	</div>
		655	<div·class="output_area·stderr·docutils·container">
		656	<div·class="highlight"><pre>
		657	/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:966:·UserWarning:·Non-stationary·starting·autoregressive·parameters·found.·Using·zeros·as·starting·parameters.
		658	··warn('Non-stationary·starting·autoregressive·parameters'
		659	/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:978:·UserWarning:·Non-invertible·starting·MA·parameters·found.·Using·zeros·as·starting·parameters.
		660	··warn('Non-invertible·starting·MA·parameters·found.'
		661	</pre></div></div>
		662	</div>
		663	<div·class="nboutput·nblast·docutils·container">
		664	<div·class="prompt·empty·docutils·container">
		665	</div>
655	<div·class="output_area·docutils·container">	666	<div·class="output_area·docutils·container">
656	<div·class="highlight"><pre>	667	<div·class="highlight"><pre>
657	············AC···········Q······Prob(>Q)	668	············AC···········Q······Prob(>Q)
658	lag	669	lag
659	1.0··-0.001244····0.000778··9.777436e-01	670	1.0··-0.001244····0.000778··9.777436e-01
660	2.0···0.052350····1.382049··5.010626e-01	671	2.0···0.052350····1.382049··5.010626e-01
661	3.0··-0.522181··139.090106··5.938063e-30	672	3.0··-0.522181··139.090106··5.938063e-30
Offset 680, 25 lines modified		Offset 691, 14 lines modified
680	22.0··0.054804··332.291098··3.279536e-57	691	22.0··0.054804··332.291098··3.279536e-57
681	23.0·-0.110592··338.726892··6.325402e-58	692	23.0·-0.110592··338.726892··6.325402e-58
682	24.0··0.022742··338.999620··2.166837e-57	693	24.0··0.022742··338.999620··2.166837e-57
683	25.0··0.029459··339.458216··6.665490e-57	694	25.0··0.029459··339.458216··6.665490e-57
684	26.0··0.095294··344.266902··2.658405e-57	695	26.0··0.095294··344.266902··2.658405e-57
685	</pre></div></div>	696	</pre></div></div>
686	</div>	697	</div>
687	<div·class="nboutput·nblast·docutils·container">
688	<div·class="prompt·empty·docutils·container">
689	</div>
690	<div·class="output_area·stderr·docutils·container">
691	<div·class="highlight"><pre>
692	/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:966:·UserWarning:·Non-stationary·starting·autoregressive·parameters·found.·Using·zeros·as·starting·parameters.
693	··warn('Non-stationary·starting·autoregressive·parameters'
694	/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:978:·UserWarning:·Non-invertible·starting·MA·parameters·found.·Using·zeros·as·starting·parameters.
695	··warn('Non-invertible·starting·MA·parameters·found.'
696	</pre></div></div>
697	</div>
698	<div·class="nbinput·docutils·container">	698	<div·class="nbinput·docutils·container">
699	<div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[35]:	699	<div·class="prompt·highlight-none·notranslate"><div·class="highlight"><pre><span></span>[35]:
700	</pre></div>	700	</pre></div>
701	</div>	701	</div>
702	<div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="n">arma41</span>·<span·class="o">=</span>·<span·class="n">ARIMA</span><span·class="p">(</span><span·class="n">arma_rvs</span><span·class="p">,</span>·<span·class="n">order</span><span·class="o">=</span><span·class="p">(</span><span·class="mi">4</span><span·class="p">,</span>·<span·class="mi">0</span><span·class="p">,</span>·<span·class="mi">1</span><span·class="p">))</span><span·class="o">.</span><span·class="n">fit</span><span·class="p">()</span>	702	<div·class="input_area·highlight-ipython3·notranslate"><div·class="highlight"><pre><span></span><span·class="n">arma41</span>·<span·class="o">=</span>·<span·class="n">ARIMA</span><span·class="p">(</span><span·class="n">arma_rvs</span><span·class="p">,</span>·<span·class="n">order</span><span·class="o">=</span><span·class="p">(</span><span·class="mi">4</span><span·class="p">,</span>·<span·class="mi">0</span><span·class="p">,</span>·<span·class="mi">1</span><span·class="p">))</span><span·class="o">.</span><span·class="n">fit</span><span·class="p">()</span>
703	<span·class="n">resid</span>·<span·class="o">=</span>·<span·class="n">arma41</span><span·class="o">.</span><span·class="n">resid</span>	703	<span·class="n">resid</span>·<span·class="o">=</span>·<span·class="n">arma41</span><span·class="o">.</span><span·class="n">resid</span>
704	<span·class="n">r</span><span·class="p">,</span>·<span·class="n">q</span><span·class="p">,</span>·<span·class="n">p</span>·<span·class="o">=</span>·<span·class="n">sm</span><span·class="o">.</span><span·class="n">tsa</span><span·class="o">.</span><span·class="n">acf</span><span·class="p">(</span><span·class="n">resid</span><span·class="p">,</span>·<span·class="n">nlags</span><span·class="o">=</span><span·class="n">lags</span><span·class="p">,</span>·<span·class="n">fft</span><span·class="o">=</span><span·class="kc">True</span><span·class="p">,</span>·<span·class="n">qstat</span><span·class="o">=</span><span·class="kc">True</span><span·class="p">)</span>	704	<span·class="n">r</span><span·class="p">,</span>·<span·class="n">q</span><span·class="p">,</span>·<span·class="n">p</span>·<span·class="o">=</span>·<span·class="n">sm</span><span·class="o">.</span><span·class="n">tsa</span><span·class="o">.</span><span·class="n">acf</span><span·class="p">(</span><span·class="n">resid</span><span·class="p">,</span>·<span·class="n">nlags</span><span·class="o">=</span><span·class="n">lags</span><span·class="p">,</span>·<span·class="n">fft</span><span·class="o">=</span><span·class="kc">True</span><span·class="p">,</span>·<span·class="n">qstat</span><span·class="o">=</span><span·class="kc">True</span><span·class="p">)</span>

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html2text {} ¶


Offset 223, 14 lines modified		Offset 223, 22 lines modified
223	lags·=·int(10·*·np.log10(arma_rvs.shape[0]))	223	lags·=·int(10·*·np.log10(arma_rvs.shape[0]))
224	arma11·=·ARIMA(arma_rvs,·order=(1,·0,·1)).fit()	224	arma11·=·ARIMA(arma_rvs,·order=(1,·0,·1)).fit()
225	resid·=·arma11.resid	225	resid·=·arma11.resid
226	r,·q,·p·=·sm.tsa.acf(resid,·nlags=lags,·fft=True,·qstat=True)	226	r,·q,·p·=·sm.tsa.acf(resid,·nlags=lags,·fft=True,·qstat=True)
227	data·=·np.c_[range(1,·lags·+·1),·r[1:],·q,·p]	227	data·=·np.c_[range(1,·lags·+·1),·r[1:],·q,·p]
228	table·=·pd.DataFrame(data,·columns=["lag",·"AC",·"Q",·"Prob(>Q)"])	228	table·=·pd.DataFrame(data,·columns=["lag",·"AC",·"Q",·"Prob(>Q)"])
229	print(table.set_index("lag"))	229	print(table.set_index("lag"))
		230	/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:966:
		231	UserWarning:·Non-stationary·starting·autoregressive·parameters·found.·Using
		232	zeros·as·starting·parameters.
		233	··warn('Non-stationary·starting·autoregressive·parameters'
		234	/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:978:
		235	UserWarning:·Non-invertible·starting·MA·parameters·found.·Using·zeros·as
		236	starting·parameters.
		237	··warn('Non-invertible·starting·MA·parameters·found.'
230	············AC···········Q······Prob(>Q)	238	············AC···········Q······Prob(>Q)
231	lag	239	lag
232	1.0··-0.001244····0.000778··9.777436e-01	240	1.0··-0.001244····0.000778··9.777436e-01
233	2.0···0.052350····1.382049··5.010626e-01	241	2.0···0.052350····1.382049··5.010626e-01
234	3.0··-0.522181··139.090106··5.938063e-30	242	3.0··-0.522181··139.090106··5.938063e-30
235	4.0···0.146506··149.951983··2.084573e-31	243	4.0···0.146506··149.951983··2.084573e-31
236	5.0··-0.091171··154.166872··1.731083e-31	244	5.0··-0.091171··154.166872··1.731083e-31
Offset 251, 22 lines modified		Offset 259, 14 lines modified
251	20.0··0.093960··330.576238··4.414194e-58	259	20.0··0.093960··330.576238··4.414194e-58
252	21.0·-0.016212··330.713971··1.708363e-57	260	21.0·-0.016212··330.713971··1.708363e-57
253	22.0··0.054804··332.291098··3.279536e-57	261	22.0··0.054804··332.291098··3.279536e-57
254	23.0·-0.110592··338.726892··6.325402e-58	262	23.0·-0.110592··338.726892··6.325402e-58
255	24.0··0.022742··338.999620··2.166837e-57	263	24.0··0.022742··338.999620··2.166837e-57
256	25.0··0.029459··339.458216··6.665490e-57	264	25.0··0.029459··339.458216··6.665490e-57
257	26.0··0.095294··344.266902··2.658405e-57	265	26.0··0.095294··344.266902··2.658405e-57
258	/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:966:
259	UserWarning:·Non-stationary·starting·autoregressive·parameters·found.·Using
260	zeros·as·starting·parameters.
261	··warn('Non-stationary·starting·autoregressive·parameters'
262	/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:978:
263	UserWarning:·Non-invertible·starting·MA·parameters·found.·Using·zeros·as
264	starting·parameters.
265	··warn('Non-invertible·starting·MA·parameters·found.'
266	[35]:	266	[35]:
267	arma41·=·ARIMA(arma_rvs,·order=(4,·0,·1)).fit()	267	arma41·=·ARIMA(arma_rvs,·order=(4,·0,·1)).fit()
268	resid·=·arma41.resid	268	resid·=·arma41.resid
269	r,·q,·p·=·sm.tsa.acf(resid,·nlags=lags,·fft=True,·qstat=True)	269	r,·q,·p·=·sm.tsa.acf(resid,·nlags=lags,·fft=True,·qstat=True)
270	data·=·np.c_[range(1,·lags·+·1),·r[1:],·q,·p]	270	data·=·np.c_[range(1,·lags·+·1),·r[1:],·q,·p]
271	table·=·pd.DataFrame(data,·columns=["lag",·"AC",·"Q",·"Prob(>Q)"])	271	table·=·pd.DataFrame(data,·columns=["lag",·"AC",·"Q",·"Prob(>Q)"])
272	print(table.set_index("lag"))	272	print(table.set_index("lag"))

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./usr/share/doc/python-statsmodels-doc/html/examples/notebooks/generated/tsa_arma_0.ipynb.gz ¶

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tsa_arma_0.ipynb ¶

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Pretty-printed ¶


Offset 766, 14 lines modified		Offset 766, 24 lines modified
766	············"cell_type":·"code",	766	············"cell_type":·"code",
767	············"execution_count":·34,	767	············"execution_count":·34,
768	············"metadata":·{	768	············"metadata":·{
769	················"execution":·{}	769	················"execution":·{}
770	············},	770	············},
771	············"outputs":·[	771	············"outputs":·[
772	················{	772	················{
		773	····················"name":·"stderr",
		774	····················"output_type":·"stream",
		775	····················"text":·[
		776	························"/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:966:·UserWarning:·Non-stationary·starting·autoregressive·parameters·found.·Using·zeros·as·starting·parameters.\n",
		777	························"··warn('Non-stationary·starting·autoregressive·parameters'\n",
		778	························"/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:978:·UserWarning:·Non-invertible·starting·MA·parameters·found.·Using·zeros·as·starting·parameters.\n",
		779	························"··warn('Non-invertible·starting·MA·parameters·found.'\n"
		780	····················]
		781	················},
		782	················{
773	····················"name":·"stdout",	783	····················"name":·"stdout",
774	····················"output_type":·"stream",	784	····················"output_type":·"stream",
775	····················"text":·[	785	····················"text":·[
776	························"············AC···········Q······Prob(>Q)\n",	786	························"············AC···········Q······Prob(>Q)\n",
777	························"lag·····································\n",	787	························"lag·····································\n",
778	························"1.0··-0.001244····0.000778··9.777436e-01\n",	788	························"1.0··-0.001244····0.000778··9.777436e-01\n",
779	························"2.0···0.052350····1.382049··5.010626e-01\n",	789	························"2.0···0.052350····1.382049··5.010626e-01\n",
Offset 798, 24 lines modified		Offset 808, 14 lines modified
798	························"21.0·-0.016212··330.713971··1.708363e-57\n",	808	························"21.0·-0.016212··330.713971··1.708363e-57\n",
799	························"22.0··0.054804··332.291098··3.279536e-57\n",	809	························"22.0··0.054804··332.291098··3.279536e-57\n",
800	························"23.0·-0.110592··338.726892··6.325402e-58\n",	810	························"23.0·-0.110592··338.726892··6.325402e-58\n",
801	························"24.0··0.022742··338.999620··2.166837e-57\n",	811	························"24.0··0.022742··338.999620··2.166837e-57\n",
802	························"25.0··0.029459··339.458216··6.665490e-57\n",	812	························"25.0··0.029459··339.458216··6.665490e-57\n",
803	························"26.0··0.095294··344.266902··2.658405e-57\n"	813	························"26.0··0.095294··344.266902··2.658405e-57\n"
804	····················]	814	····················]
805	················},
806	················{
807	····················"name":·"stderr",
808	····················"output_type":·"stream",
809	····················"text":·[
810	························"/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:966:·UserWarning:·Non-stationary·starting·autoregressive·parameters·found.·Using·zeros·as·starting·parameters.\n",
811	························"··warn('Non-stationary·starting·autoregressive·parameters'\n",
812	························"/usr/lib/python3/dist-packages/statsmodels/tsa/statespace/sarimax.py:978:·UserWarning:·Non-invertible·starting·MA·parameters·found.·Using·zeros·as·starting·parameters.\n",
813	························"··warn('Non-invertible·starting·MA·parameters·found.'\n"
814	····················]
815	················}	815	················}
816	············],	816	············],
817	············"source":·[	817	············"source":·[
818	················"lags·=·int(10·*·np.log10(arma_rvs.shape[0]))\n",	818	················"lags·=·int(10·*·np.log10(arma_rvs.shape[0]))\n",
819	················"arma11·=·ARIMA(arma_rvs,·order=(1,·0,·1)).fit()\n",	819	················"arma11·=·ARIMA(arma_rvs,·order=(1,·0,·1)).fit()\n",
820	················"resid·=·arma11.resid\n",	820	················"resid·=·arma11.resid\n",
821	················"r,·q,·p·=·sm.tsa.acf(resid,·nlags=lags,·fft=True,·qstat=True)\n",	821	················"r,·q,·p·=·sm.tsa.acf(resid,·nlags=lags,·fft=True,·qstat=True)\n",

⊟

71.4 KB

./usr/share/doc/python-statsmodels-doc/html/searchindex.js ¶

⊟

71.3 KB

js-beautify {} ¶


Offset 51580, 15 lines modified		Offset 51580, 15 lines modified
51580	········"5":·"py:property",	51580	········"5":·"py:property",
51581	········"6":·"py:data",	51581	········"6":·"py:data",
51582	········"7":·"py:exception"	51582	········"7":·"py:exception"
51583	····},	51583	····},
51584	····"terms":·{	51584	····"terms":·{
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51592	········"0000000000000002":·[3261,·3286,·3311,·3336,·3367,·3392,·3423,·3448],	51592	········"0000000000000002":·[3261,·3286,·3311,·3336,·3367,·3392,·3423,·3448],
51593	········"00000000e":·219,	51593	········"00000000e":·219,
51594	········"00000015":·2075,	51594	········"00000015":·2075,
Offset 52300, 15 lines modified		Offset 52300, 15 lines modified
52300	········"0298":·207,	52300	········"0298":·207,
52301	········"029817":·260,	52301	········"029817":·260,
52302	········"029850":·219,	52302	········"029850":·219,
52303	········"0299":·209,	52303	········"0299":·209,
52304	········"029914":·209,	52304	········"029914":·209,
52305	········"02d":·2239,	52305	········"02d":·2239,
52306	········"02e":·[207,·232],	52306	········"02e":·[207,·232],
52307	········"03":·[~~34,·~~86,·117~~,·183,·188~~,·196,·197,·198,·201,·203,·206,·207,·210,·217,·228,·232,·233,·236,·238,·243,·245,·257,·260,·263,·265~~,·267,·268~~,·288,·360,·371,·388,·435,·446,·493,·504,·551,·563,·608,·619,·663,·674,·716,·727,·778,·791,·842,·854,·874,·920,·931,·949,·100[·...·truncated·by·diffoscope;·len:·301,·SHA:·a7b~~6f6~~fe3~~dcb23~~91af~~9eefa60~~4~~aa51488ed~~fec6~~bd6f58ccad33753d~~a~~4186~~b~~c32~~·...·]],	52307	········"03":·[86,·117,·196,·197,·198,·201,·203,·206,·207,·210,·217,·228,·232,·233,·236,·238,·243,·245,·257,·260,·263,·265,·288,·360,·371,·388,·435,·446,·493,·504,·551,·563,·608,·619,·663,·674,·716,·727,·778,·791,·842,·854,·874,·920,·931,·949,·1000,·1013,·1034,·1085,·109[·...·truncated·by·diffoscope;·len:·241,·SHA:·67beb1f9a61d94af86703c4b43d7bd1b26cfe2624c601e41c5b619fab01dbe1e·...·]],
52308	········"030":·[34,·198,·199,·207,·208,·217,·246,·267,·6460],	52308	········"030":·[34,·198,·199,·207,·208,·217,·246,·267,·6460],
52309	········"0300":·207,	52309	········"0300":·207,
52310	········"030006e":·259,	52310	········"030006e":·259,
52311	········"03008666":·226,	52311	········"03008666":·226,
52312	········"030107620863485878":·263,	52312	········"030107620863485878":·263,
52313	········"0302":·232,	52313	········"0302":·232,
52314	········"030257":·219,	52314	········"030257":·219,
Offset 52437, 15 lines modified		Offset 52437, 15 lines modified
52437	········"039353":·196,	52437	········"039353":·196,
52438	········"039434":·218,	52438	········"039434":·218,
52439	········"03959242":·196,	52439	········"03959242":·196,
52440	········"039813":·2671,	52440	········"039813":·2671,
52441	········"03994274":·[66,·104,·275,·347,·404,·462,·520,·577,·632,·687,·745,·810,·888,·967,·1053,·1109,·1183,·1223,·1430,·1535,·2102,·2168,·2384,·2575,·2858,·2910,·3063,·3134,·3227,·3503,·3564,·4305,·4384,·4470,·4573,·4767,·5021,·5128,·5231,·5541,·5704,·5922,·6037],	52441	········"03994274":·[66,·104,·275,·347,·404,·462,·520,·577,·632,·687,·745,·810,·888,·967,·1053,·1109,·1183,·1223,·1430,·1535,·2102,·2168,·2384,·2575,·2858,·2910,·3063,·3134,·3227,·3503,·3564,·4305,·4384,·4470,·4573,·4767,·5021,·5128,·5231,·5541,·5704,·5922,·6037],
52442	········"0399661":·196,	52442	········"0399661":·196,
52443	········"039972":·260,	52443	········"039972":·260,
52444	········"04":·[34,·18~~3,·18~~8,·196,·197,·201,·203,·205,·207,·209,·210,·216,·217,·243,·245,·246,·247,·250,·253,·255,·257,·258~~,·267~~,·3736,·5070,·6453,·6460],	52444	········"04":·[34,·188,·196,·197,·201,·203,·205,·207,·209,·210,·216,·217,·243,·245,·246,·247,·250,·253,·255,·257,·258,·3736,·5070,·6453,·6460],
52445	········"040":·[34,·198,·199,·207,·208,·209,·222,·2671,·6414,·6441],	52445	········"040":·[34,·198,·199,·207,·208,·209,·222,·2671,·6414,·6441],
52446	········"0400":·198,	52446	········"0400":·198,
52447	········"040010":·260,	52447	········"040010":·260,
52448	········"040056":·222,	52448	········"040056":·222,
52449	········"0402":·222,	52449	········"0402":·222,
52450	········"04024948":·222,	52450	········"04024948":·222,
52451	········"040258":·219,	52451	········"040258":·219,
Offset 52630, 15 lines modified		Offset 52630, 15 lines modified
52630	········"059":·[198,·199,·207,·224,·232,·259,·2487,·2495],	52630	········"059":·[198,·199,·207,·224,·232,·259,·2487,·2495],
52631	········"059162":·207,	52631	········"059162":·207,
52632	········"059585":·259,	52632	········"059585":·259,
52633	········"059656":·219,	52633	········"059656":·219,
52634	········"059684":·259,	52634	········"059684":·259,
52635	········"059747":·257,	52635	········"059747":·257,
52636	········"05e":·[198,·207,·246],	52636	········"05e":·[198,·207,·246],
52637	········"06":·[90,·121,·188,·190,·193,·197,·201,·203,·206,·207,·210,·220,·222,·236,·238,·243,·245,·247,·250,·252,·257,·260,·261,·263,·2~~67,·268,·2~~92,·364,·439,·497,·555,·612,·667,·720,·782,·846,·924,·1004,·1089,·1144,·1218,·1258,·1452,·1587,·1927,·1929,·2016,·2025,·2027,·2054,·2056,·2146,·2160,·2186,·2414,·2433,·2612,·2746,·2810,·2835,·2886,·2936,·2942,·3008,·3124,·3209,·3248,·3524,·3588,·3644,·3736,·3885,·4341,·4420,·4506,·4623,·4799,·5068,·5070,·5076,·5078,·5176,·5276,·5586,·5754,·5974,·6082,·6414,·6418],	52637	········"06":·[90,·121,·188,·190,·193,·197,·201,·203,·206,·207,·210,·220,·222,·236,·238,·243,·245,·247,·250,·252,·257,·260,·261,·263,·292,·364,·439,·497,·555,·612,·667,·720,·782,·846,·924,·1004,·1089,·1144,·1218,·1258,·1452,·1587,·1927,·1929,·2016,·2025,·2027,·2054,·2056,·2146,·2160,·2186,·2414,·2433,·2612,·2746,·2810,·2835,·2886,·2936,·2942,·3008,·3124,·3209,·3248,·3524,·3588,·3644,·3736,·3885,·4341,·4420,·4506,·4623,·4799,·5068,·5070,·5076,·5078,·5176,·5276,·5586,·5754,·5974,·6082,·6414,·6418],
52638	········"060":·[199,·222,·6414],	52638	········"060":·[199,·222,·6414],
52639	········"060428":·234,	52639	········"060428":·234,
52640	········"060478":·199,	52640	········"060478":·199,
52641	········"0605":·[198,·199],	52641	········"0605":·[198,·199],
52642	········"060640138408304504":·4017,	52642	········"060640138408304504":·4017,
52643	········"06075972346751607":·256,	52643	········"06075972346751607":·256,
52644	········"061":·[198,·207,·217,·226,·229],	52644	········"061":·[198,·207,·217,·226,·229],
Offset 52725, 15 lines modified		Offset 52725, 15 lines modified
52725	········"069410":·219,	52725	········"069410":·219,
52726	········"069531":·236,	52726	········"069531":·236,
52727	········"069751":·219,	52727	········"069751":·219,
52728	········"069768":·196,	52728	········"069768":·196,
52729	········"069893":·219,	52729	········"069893":·219,
52730	········"069973":·219,	52730	········"069973":·219,
52731	········"06e":·6414,	52731	········"06e":·6414,
52732	········"07":·[86,·117,·197,·201,·207,·209,·217,·219,·236,·241,·243,·249,·257,·260,·261,·267,·288,·360,·435,·493,·551,·608,·663,·716,·778,·842,·920,·1000,·1085,·1140,·1214,·1254,·1448,·1582,·2012,·2142,·2182,·2410,·2608,·2709,·2741,·2805,·2882,·29~~32,·3003,·3116,·~~3244,·35[·...·truncated·by·diffoscope;·len:·122,·SHA:·897~~eca3~~6ccb5~~6c9~~f~~391~~6~~345effb~~11740~~3be~~4~~09f3f~~22a~~8c74e4~~0~~3bb1~~d7~~925f6ed~~·...·]],	52732	········"07":·[34,·86,·117,·183,·188,·197,·201,·207,·209,·217,·219,·236,·241,·243,·249,·257,·260,·261,·267,·268,·288,·360,·435,·493,·551,·608,·663,·716,·778,·842,·920,·1000,·1085,·1140,·1214,·1254,·1448,·1582,·2012,·2142,·2182,·2410,·2608,·2709,·2741,·2805,·2882,·2932,·3[·...·truncated·by·diffoscope;·len:·165,·SHA:·1a4b59769dd66fb5883f9cc762bdd3a621312f010746ca2422ab936550e74cc4·...·]],
52733	········"070":·[198,·199,·201,·210,·222,·232,·267],	52733	········"070":·[198,·199,·201,·210,·222,·232,·267],
52734	········"070080":·199,	52734	········"070080":·199,
52735	········"0701":·199,	52735	········"0701":·199,
52736	········"070189":·263,	52736	········"070189":·263,
52737	········"070335630152":·260,	52737	········"070335630152":·260,
52738	········"070336048286":·236,	52738	········"070336048286":·236,
52739	········"070337":·219,	52739	········"070337":·219,
Offset 53019, 17 lines modified		Offset 53019, 17 lines modified
53019	········"0x01":·[5347,·5444,·5445,·5446,·5833,·5834,·5835],	53019	········"0x01":·[5347,·5444,·5445,·5446,·5833,·5834,·5835],
53020	········"0x02":·[5444,·5445,·5833,·5834],	53020	········"0x02":·[5444,·5445,·5833,·5834],
53021	········"0x04":·[5444,·5445,·5833,·5834],	53021	········"0x04":·[5444,·5445,·5833,·5834],
53022	········"0x08":·[5444,·5445,·5833,·5834],	53022	········"0x08":·[5444,·5445,·5833,·5834],
53023	········"0x10":·[5445,·5834],	53023	········"0x10":·[5445,·5834],
53024	········"0xa4fd94bc":·257,	53024	········"0xa4fd94bc":·257,
53025	········"0xadde5de1e8":·[196,·198,·201,·202,·213,·222,·226,·227,·233,·234,·260,·265],	53025	········"0xadde5de1e8":·[196,·198,·201,·202,·213,·222,·226,·227,·233,·234,·260,·265],
53026	········"0xffff5~~55ff~~380":·6466,	53026	········"0xffff5d22b380":·6466,
53027	········"0xffff5~~55ff~~a10":·6466,	53027	········"0xffff5d22ba10":·6466,
53028	········"0xffff5~~55ff~~cb0":·6466,	53028	········"0xffff5d22bcb0":·6466,
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53030	········"10":·[1,·4,·5,·6,·15,·25,·26,·29,·34,·71,·106,·175,·177,·185,·188,·190,·191,·192,·193,·194,·196,·197,·198,·199,·201,·202,·203,·204,·205,·206,·207,·208,·209,·210,·211,·212,·213,·214,·216,·217,·218,·219,·220,·221,·222,·224,·225,·226,·227,·228,·229,·230,·231,·232,·233,·234,·235,·236,·237,·238,·239,·243,·244,·245,·246,·247,·249,·250,·252,·253,·254,·255,·256,·257,·259,·260,·261,·263,·264,·265,·267,·277,·304,·349,·406,·464,·522,·579,·634,·689,·747,·812,·890,·969,·1055,·1111,·1185,·1225,·1264,·1273,·1290,·1300,·1314,·1324,·1335,·1347,·1356,·1432,·1473,·1540,·1927,·1929,·1964,·1985,·2025,·2027,·2054,·2056,·2105,·2170,·2193,·2198,·2208,·2210,·2213,·2228,·2233,·2235,·2237,·2253,·2389,·2483,·2524,·2525,·2526,·2528,·2529,·2531,·2533,·2535,·2536,·2538,·2539,·2541,·2543,·2545,·2547,·2564,·2580,·2653,·2671,·2712,·2778,·2838,·2863,·2917,·2974,·3021,·3030,·3032,·3075,·3082,·3096,·3100,·3119,·3184,·3229,·3250,·3483,·3505,·3541,·3566,·3611,·3650,·3672,·3724,·3727,·3731,·3732,·3735,·3736,·3753,·3779,·3781,·3883,·3885,·3886,·3888,·3890,·3898,·3901,·3904,·3913,·3914,·3915,·3916,·3926,·3932,·3935,·3985,·3986,·3987,·3988,·3989,·4001,·4013,·4015,·4017,·4019,·4040,·4055,·4075,·4120,·4125,·4137,·4140,·4141,·4142,·4143,·4144,·4145,·4146,·4148,·4149,·4165,·4166,·4255,·4310,·4322,·4337,·4389,·4401,·4416,·4460,·4475,·4487,·4502,·4519,·4533,·4535,·4582,·4589,·4601,·4603,·4619,·4635,·4645,·4646,·4648,·4649,·4771,·4795,·4804,·4805,·4820,·4956,·4979,·4988,·4990,·5030,·5038,·5047,·5050,·5064,·5070,·5083,·5093,·5096,·5137,·5146,·5155,·5158,·5172,·5189,·5199,·5201,·5240,·5247,·5256,·5258,·5272,·5280,·5289,·5308,·5343,·5344,·5346,·5347,·5369,·5386,·5405,·5440,·5441,·5443,·5444,·5446,·5479,·5500,·5509,·5511,·5550,·5557,·5566,·5568,·5582,·5597,·5620,·5650,·5664,·5666,·5713,·5720,·5732,·5734,·5750,·5774,·5794,·5829,·5830,·5832,·5833,·5835,·5878,·5888,·5890,·5932,·5940,·5950,·5953,·5969,·5996,·6005,·6007,·6046,·6053,·6062,·6064,·6078,·6084,·6086,·6092,·6094,·6096,·6097,·6099,·6100,·6101,·6102,·6104,·6105,·6128,·6132,·6142,·6143,·6169,·6172,·6173,·6176,·6189,·6199,·6200,·6201,·6205,·6208,·6210,·6212,·6227,·6232,·6236,·6243,·6270,·6273,·6274,·6289,·6299,·6300,·6301,·6305,·6308,·6310,·6312,·6334,·6377,·6379,·6380,·6401,·6413,·6418,·6419,·6423,·6428,·6432,·6437,·6439,·6441,·6442,·6446,·6452,·6453,·6460,·6466],	53030	········"10":·[1,·4,·5,·6,·15,·25,·26,·29,·34,·71,·106,·175,·177,·185,·188,·190,·191,·192,·193,·194,·196,·197,·198,·199,·201,·202,·203,·204,·205,·206,·207,·208,·209,·210,·211,·212,·213,·214,·216,·217,·218,·219,·220,·221,·222,·224,·225,·226,·227,·228,·229,·230,·231,·232,·233,·234,·235,·236,·237,·238,·239,·243,·244,·245,·246,·247,·249,·250,·252,·253,·254,·255,·256,·257,·259,·260,·261,·263,·264,·265,·267,·277,·304,·349,·406,·464,·522,·579,·634,·689,·747,·812,·890,·969,·1055,·1111,·1185,·1225,·1264,·1273,·1290,·1300,·1314,·1324,·1335,·1347,·1356,·1432,·1473,·1540,·1927,·1929,·1964,·1985,·2025,·2027,·2054,·2056,·2105,·2170,·2193,·2198,·2208,·2210,·2213,·2228,·2233,·2235,·2237,·2253,·2389,·2483,·2524,·2525,·2526,·2528,·2529,·2531,·2533,·2535,·2536,·2538,·2539,·2541,·2543,·2545,·2547,·2564,·2580,·2653,·2671,·2712,·2778,·2838,·2863,·2917,·2974,·3021,·3030,·3032,·3075,·3082,·3096,·3100,·3119,·3184,·3229,·3250,·3483,·3505,·3541,·3566,·3611,·3650,·3672,·3724,·3727,·3731,·3732,·3735,·3736,·3753,·3779,·3781,·3883,·3885,·3886,·3888,·3890,·3898,·3901,·3904,·3913,·3914,·3915,·3916,·3926,·3932,·3935,·3985,·3986,·3987,·3988,·3989,·4001,·4013,·4015,·4017,·4019,·4040,·4055,·4075,·4120,·4125,·4137,·4140,·4141,·4142,·4143,·4144,·4145,·4146,·4148,·4149,·4165,·4166,·4255,·4310,·4322,·4337,·4389,·4401,·4416,·4460,·4475,·4487,·4502,·4519,·4533,·4535,·4582,·4589,·4601,·4603,·4619,·4635,·4645,·4646,·4648,·4649,·4771,·4795,·4804,·4805,·4820,·4956,·4979,·4988,·4990,·5030,·5038,·5047,·5050,·5064,·5070,·5083,·5093,·5096,·5137,·5146,·5155,·5158,·5172,·5189,·5199,·5201,·5240,·5247,·5256,·5258,·5272,·5280,·5289,·5308,·5343,·5344,·5346,·5347,·5369,·5386,·5405,·5440,·5441,·5443,·5444,·5446,·5479,·5500,·5509,·5511,·5550,·5557,·5566,·5568,·5582,·5597,·5620,·5650,·5664,·5666,·5713,·5720,·5732,·5734,·5750,·5774,·5794,·5829,·5830,·5832,·5833,·5835,·5878,·5888,·5890,·5932,·5940,·5950,·5953,·5969,·5996,·6005,·6007,·6046,·6053,·6062,·6064,·6078,·6084,·6086,·6092,·6094,·6096,·6097,·6099,·6100,·6101,·6102,·6104,·6105,·6128,·6132,·6142,·6143,·6169,·6172,·6173,·6176,·6189,·6199,·6200,·6201,·6205,·6208,·6210,·6212,·6227,·6232,·6236,·6243,·6270,·6273,·6274,·6289,·6299,·6300,·6301,·6305,·6308,·6310,·6312,·6334,·6377,·6379,·6380,·6401,·6413,·6418,·6419,·6423,·6428,·6432,·6437,·6439,·6441,·6442,·6446,·6452,·6453,·6460,·6466],
53031	········"100":·[13,·23,·25,·26,·27,·31,·34,·39,·62,·94,·131,·190,·197,·198,·201,·202,·204,·205,·207,·210,·212,·214,·216,·219,·222,·229,·234,·241,·243,·246,·250,·252,·255,·263,·264,·267,·299,·300,·301,·302,·303,·304,·305,·306,·310,·324,·336,·1358,·1475,·1481,·1929,·2027,·2056,·2080,·2160,·2233,·2380,·2482,·2633,·2852,·2906,·3265,·3290,·3315,·3340,·3359,·3371,·3396,·3427,·3452,·3735,·3756,·3765,·3767,·3768,·3775,·3777,·3778,·3779,·3789,·3884,·3885,·3886,·3887,·3888,·3890,·3898,·4017,·4149,·4169,·4179,·4183,·4335,·4414,·4500,·4625,·4628,·4629,·4631,·4633,·4634,·4635,·4643,·4644,·4648,·4897,·4902,·4927,·4956,·5070,·6086,·6096,·6105,·6134,·6135,·6136,·6137,·6138,·6150,·6200,·6201,·6227,·6250,·6258,·6300,·6301,·6418,·6466],	53031	········"100":·[13,·23,·25,·26,·27,·31,·34,·39,·62,·94,·131,·190,·197,·198,·201,·202,·204,·205,·207,·210,·212,·214,·216,·219,·222,·229,·234,·241,·243,·246,·250,·252,·255,·263,·264,·267,·299,·300,·301,·302,·303,·304,·305,·306,·310,·324,·336,·1358,·1475,·1481,·1929,·2027,·2056,·2080,·2160,·2233,·2380,·2482,·2633,·2852,·2906,·3265,·3290,·3315,·3340,·3359,·3371,·3396,·3427,·3452,·3735,·3756,·3765,·3767,·3768,·3775,·3777,·3778,·3779,·3789,·3884,·3885,·3886,·3887,·3888,·3890,·3898,·4017,·4149,·4169,·4179,·4183,·4335,·4414,·4500,·4625,·4628,·4629,·4631,·4633,·4634,·4635,·4643,·4644,·4648,·4897,·4902,·4927,·4956,·5070,·6086,·6096,·6105,·6134,·6135,·6136,·6137,·6138,·6150,·6200,·6201,·6227,·6250,·6258,·6300,·6301,·6418,·6466],
53032	········"1000":·[6,·12,·24,·198,·200,·201,·202,·205,·213,·218,·221,·226,·234,·239,·241,·252,·253,·255,·1356,·1481,·1508,·1941,·1990,·2039,·2068,·2228,·2235,·2482,·2524,·2545,·2551,·2942,·3262,·3287,·3312,·3337,·3358,·3359,·3368,·3393,·3424,·3449,·3885,·3924,·3925,·3926,·3927,·3928,·3946,·4025,·4671,·4677,·4683,·4738,·4774,·4956,·6134,·6135,·6136,·6137,·6138,·6142,·6143,·6200,·6201,·6227,·6300,·6301,·6452,·6460],	53032	········"1000":·[6,·12,·24,·198,·200,·201,·202,·205,·213,·218,·221,·226,·234,·239,·241,·252,·253,·255,·1356,·1481,·1508,·1941,·1990,·2039,·2068,·2228,·2235,·2482,·2524,·2545,·2551,·2942,·3262,·3287,·3312,·3337,·3358,·3359,·3368,·3393,·3424,·3449,·3885,·3924,·3925,·3926,·3927,·3928,·3946,·4025,·4671,·4677,·4683,·4738,·4774,·4956,·6134,·6135,·6136,·6137,·6138,·6142,·6143,·6200,·6201,·6227,·6300,·6301,·6452,·6460],
53033	········"10000":·[195,·201,·206,·252,·2524,·2545,·4181],	53033	········"10000":·[195,·201,·206,·252,·2524,·2545,·4181],
53034	········"100000":·[219,·254,·3359,·4460],	53034	········"100000":·[219,·254,·3359,·4460],
53035	········"1000000":·5616,	53035	········"1000000":·5616,
Offset 53191, 15 lines modified		Offset 53191, 15 lines modified
53191	········"109645":·[198,·209],	53191	········"109645":·[198,·209],
53192	········"1097":·[5,·185,·4120],	53192	········"1097":·[5,·185,·4120],
53193	········"109773":·[34,·210],	53193	········"109773":·[34,·210],
53194	········"10990976":·196,	53194	········"10990976":·196,
53195	········"109922":·219,	53195	········"109922":·219,
53196	········"10999757175465":·255,	53196	········"10999757175465":·255,
53197	········"10_industry_portfolio":·235,	53197	········"10_industry_portfolio":·235,
53198	········"11":·[1,·4,·5,·6,·19,·34,·90,·121,·177,·18~~3,·18~~5,·188,·193,·196,·197,·198,·199,·201,·202,·203,·204,·205,·206,·207,·209,·211,·213,·216,·217,·218,·219,·220,·222,·224,·225,·226,·227,·229,·232,·233,·234,·236,·238,·241,·243,·246,·250,·252,·254,·255,·256,·257,·259,·260,·262,·263,·264,·267,·268,·292,·364[·...·truncated·by·diffoscope;·len:·435,·SHA:·7ab~~66be4~~7841637bc5~~8c5c45a~~c~~b4be~~c~~9216~~4~~011~~c642~~01b5125bd8be~~418~~731d70~~·...·],·6432,·6441,·6444,·6446,·6452,·6466],	53198	········"11":·[1,·4,·5,·6,·19,·34,·90,·121,·177,·185,·188,·193,·196,·197,·198,·199,·201,·202,·203,·204,·205,·206,·207,·209,·211,·213,·216,·217,·218,·219,·220,·222,·224,·225,·226,·227,·229,·232,·233,·234,·236,·238,·241,·243,·246,·250,·252,·254,·255,·256,·257,·259,·260,·262,·263,·264,·267,·268,·292,·364,·439[·...·truncated·by·diffoscope;·len:·418,·SHA:·b8e50c76406ec2ef2572c6f18cc5994ebf6cdc4827317aea3910241a582df116·...·],·6432,·6441,·6444,·6446,·6452,·6466],
53199	········"110":·[34,·197,·201,·207,·210,·228,·232,·246,·265,·4124,·4149],	53199	········"110":·[34,·197,·201,·207,·210,·228,·232,·246,·265,·4124,·4149],
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Offset 316, 14 lines modified		Offset 316, 18 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	2237:·ConvergenceWarning:·The·MLE·may·be·on·the·boundary·of·the·parameter
		325	space.
		326	··warnings.warn(msg,·ConvergenceWarning)
323	·············Mixed·Linear·Model·Regression·Results	327	·············Mixed·Linear·Model·Regression·Results
324	===============================================================	328	===============================================================
325	Model:···············MixedLM····Dependent·Variable:····size	329	Model:···············MixedLM····Dependent·Variable:····size
326	No.·Observations:····395········Method:················REML	330	No.·Observations:····395········Method:················REML
327	No.·Groups:··········79·········Scale:·················0.0264	331	No.·Groups:··········79·········Scale:·················0.0264
328	Min.·group·size:·····5··········Log-Likelihood:········-62.4834	332	Min.·group·size:·····5··········Log-Likelihood:········-62.4834
329	Max.·group·size:·····5··········Converged:·············Yes	333	Max.·group·size:·····5··········Converged:·············Yes
Offset 333, 18 lines modified		Offset 337, 14 lines modified
333	---------------------------------------------------------------	337	---------------------------------------------------------------
334	Intercept·············2.273····0.101·22.513·0.000··2.075··2.471	338	Intercept·············2.273····0.101·22.513·0.000··2.075··2.471
335	Time··················0.013····0.000·33.888·0.000··0.012··0.013	339	Time··················0.013····0.000·33.888·0.000··0.012··0.013
336	Intercept·Var·········0.646····0.914	340	Intercept·Var·········0.646····0.914
337	Intercept·x·Time·Cov·-0.001····0.003	341	Intercept·x·Time·Cov·-0.001····0.003
338	Time·Var··············0.000····0.000	342	Time·Var··············0.000····0.000
339	===============================================================	343	===============================================================
340	/usr/lib/python3/dist-packages/statsmodels/regression/mixed_linear_model.py:
341	2237:·ConvergenceWarning:·The·MLE·may·be·on·the·boundary·of·the·parameter
342	space.
343	··warnings.warn(msg,·ConvergenceWarning)
344	We·can·further·explore·the·random·effects·structure·by·constructing·plots·of	344	We·can·further·explore·the·random·effects·structure·by·constructing·plots·of
345	the·profile·likelihoods.·We·start·with·the·random·intercept,·generating·a·plot	345	the·profile·likelihoods.·We·start·with·the·random·intercept,·generating·a·plot
346	of·the·profile·likelihood·from·0.1·units·below·to·0.1·units·above·the·MLE.	346	of·the·profile·likelihood·from·0.1·units·below·to·0.1·units·above·the·MLE.
347	Since·each·optimization·inside·the·profile·likelihood·generates·a·warning·(due	347	Since·each·optimization·inside·the·profile·likelihood·generates·a·warning·(due
348	to·the·random·slope·variance·being·close·to·zero),·we·turn·off·the·warnings	348	to·the·random·slope·variance·being·close·to·zero),·we·turn·off·the·warnings
349	here.	349	here.
350	[9]:	350	[9]:


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1208	-rw-r--r--···0·root·········(0)·root·········(0)···503360·2025-08-10·13:13:47.000000·./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/pca_fertility_factors.ipynb.txt	1208	-rw-r--r--···0·root·········(0)·root·········(0)···503360·2025-08-10·13:13:47.000000·./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/pca_fertility_factors.ipynb.txt
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1210	-rw-r--r--···0·root·········(0)·root·········(0)···742907·2025-08-10·13:13:47.000000·./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/postestimation_poisson.ipynb.txt	1210	-rw-r--r--···0·root·········(0)·root·········(0)···742907·2025-08-10·13:13:47.000000·./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/postestimation_poisson.ipynb.txt
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1215	-rw-r--r--···0·root·········(0)·root·········(0)··1678517·2025-08-10·13:13:47.000000·./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/regression_plots.ipynb.txt	1215	-rw-r--r--···0·root·········(0)·root·········(0)··1678517·2025-08-10·13:13:47.000000·./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/regression_plots.ipynb.txt
1216	-rw-r--r--···0·root·········(0)·root·········(0)···151638·2025-08-10·13:13:47.000000·./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/robust_models_0.ipynb.txt	1216	-rw-r--r--···0·root·········(0)·root·········(0)···151638·2025-08-10·13:13:47.000000·./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/robust_models_0.ipynb.txt
1217	-rw-r--r--···0·root·········(0)·root·········(0)···898~~591~~·2025-08-10·13:13:47.000000·./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/robust_models_1.ipynb.txt	1217	-rw-r--r--···0·root·········(0)·root·········(0)···898688·2025-08-10·13:13:47.000000·./usr/share/doc/python-statsmodels-doc/html/_sources/examples/notebooks/generated/robust_models_1.ipynb.txt