Statsmodels
Statsmodels
  1. ANOVA
    1. stats.anova.anova_lm()
  2. Contingency tables
    1. SquareTable.chi2_contribs()
    2. SquareTable.cumulative_log_oddsratios()
    3. SquareTable.cumulative_oddsratios()
    4. SquareTable.fittedvalues()
    5. SquareTable.from_data()
    6. SquareTable.homogeneity()
    7. SquareTable.independence_probabilities()
    8. SquareTable.local_log_oddsratios()
    9. SquareTable.local_oddsratios()
    10. SquareTable.marginal_probabilities()
    11. SquareTable.resid_pearson()
    12. SquareTable.standardized_resids()
    13. SquareTable.summary()
    14. SquareTable.symmetry()
    15. SquareTable.test_nominal_association()
    16. SquareTable.test_ordinal_association()
    17. stats.contingency_tables.cochrans_q()
    18. stats.contingency_tables.mcnemar()
    19. stats.contingency_tables.SquareTable()
    20. stats.contingency_tables.StratifiedTable()
    21. stats.contingency_tables.Table()
    22. stats.contingency_tables.Table2x2()
    23. StratifiedTable.from_data()
    24. StratifiedTable.logodds_pooled_confint()
    25. StratifiedTable.logodds_pooled_se()
    26. StratifiedTable.logodds_pooled()
    27. StratifiedTable.oddsratio_pooled_confint()
    28. StratifiedTable.oddsratio_pooled()
    29. StratifiedTable.risk_pooled()
    30. StratifiedTable.summary()
    31. StratifiedTable.test_equal_odds()
    32. StratifiedTable.test_null_odds()
    33. Table.chi2_contribs()
    34. Table.cumulative_log_oddsratios()
    35. Table.cumulative_oddsratios()
    36. Table.fittedvalues()
    37. Table.from_data()
    38. Table.independence_probabilities()
    39. Table.local_log_oddsratios()
    40. Table.local_oddsratios()
    41. Table.marginal_probabilities()
    42. Table.resid_pearson()
    43. Table.standardized_resids()
    44. Table.test_nominal_association()
    45. Table.test_ordinal_association()
    46. Table2x2.chi2_contribs()
    47. Table2x2.cumulative_log_oddsratios()
    48. Table2x2.cumulative_oddsratios()
    49. Table2x2.fittedvalues()
    50. Table2x2.from_data()
    51. Table2x2.homogeneity()
    52. Table2x2.independence_probabilities()
    53. Table2x2.local_log_oddsratios()
    54. Table2x2.local_oddsratios()
    55. Table2x2.log_oddsratio_confint()
    56. Table2x2.log_oddsratio_pvalue()
    57. Table2x2.log_oddsratio_se()
    58. Table2x2.log_oddsratio()
    59. Table2x2.log_riskratio_confint()
    60. Table2x2.log_riskratio_pvalue()
    61. Table2x2.log_riskratio_se()
    62. Table2x2.log_riskratio()
    63. Table2x2.marginal_probabilities()
    64. Table2x2.oddsratio_confint()
    65. Table2x2.oddsratio_pvalue()
    66. Table2x2.oddsratio()
    67. Table2x2.resid_pearson()
    68. Table2x2.riskratio_confint()
    69. Table2x2.riskratio_pvalue()
    70. Table2x2.riskratio()
    71. Table2x2.standardized_resids()
    72. Table2x2.summary()
    73. Table2x2.symmetry()
    74. Table2x2.test_nominal_association()
    75. Table2x2.test_ordinal_association()
  3. Distributions
    1. ACSkewT_gen.cdf()
    2. ACSkewT_gen.entropy()
    3. ACSkewT_gen.expect()
    4. ACSkewT_gen.fit_loc_scale()
    5. ACSkewT_gen.fit()
    6. ACSkewT_gen.freeze()
    7. ACSkewT_gen.interval()
    8. ACSkewT_gen.isf()
    9. ACSkewT_gen.logcdf()
    10. ACSkewT_gen.logpdf()
    11. ACSkewT_gen.logsf()
    12. ACSkewT_gen.mean()
    13. ACSkewT_gen.median()
    14. ACSkewT_gen.moment()
    15. ACSkewT_gen.nnlf()
    16. ACSkewT_gen.pdf()
    17. ACSkewT_gen.ppf()
    18. ACSkewT_gen.rvs()
    19. ACSkewT_gen.sf()
    20. ACSkewT_gen.stats()
    21. ACSkewT_gen.std()
    22. ACSkewT_gen.var()
    23. distributions.empirical_distribution.ECDF()
    24. distributions.empirical_distribution.monotone_fn_inverter()
    25. distributions.empirical_distribution.StepFunction()
    26. ExpTransf_gen.cdf()
    27. ExpTransf_gen.entropy()
    28. ExpTransf_gen.expect()
    29. ExpTransf_gen.fit_loc_scale()
    30. ExpTransf_gen.fit()
    31. ExpTransf_gen.freeze()
    32. ExpTransf_gen.interval()
    33. ExpTransf_gen.isf()
    34. ExpTransf_gen.logcdf()
    35. ExpTransf_gen.logpdf()
    36. ExpTransf_gen.logsf()
    37. ExpTransf_gen.mean()
    38. ExpTransf_gen.median()
    39. ExpTransf_gen.moment()
    40. ExpTransf_gen.nnlf()
    41. ExpTransf_gen.pdf()
    42. ExpTransf_gen.ppf()
    43. ExpTransf_gen.rvs()
    44. ExpTransf_gen.sf()
    45. ExpTransf_gen.stats()
    46. ExpTransf_gen.std()
    47. ExpTransf_gen.var()
    48. LogTransf_gen.cdf()
    49. LogTransf_gen.entropy()
    50. LogTransf_gen.expect()
    51. LogTransf_gen.fit_loc_scale()
    52. LogTransf_gen.fit()
    53. LogTransf_gen.freeze()
    54. LogTransf_gen.interval()
    55. LogTransf_gen.isf()
    56. LogTransf_gen.logcdf()
    57. LogTransf_gen.logpdf()
    58. LogTransf_gen.logsf()
    59. LogTransf_gen.mean()
    60. LogTransf_gen.median()
    61. LogTransf_gen.moment()
    62. LogTransf_gen.nnlf()
    63. LogTransf_gen.pdf()
    64. LogTransf_gen.ppf()
    65. LogTransf_gen.rvs()
    66. LogTransf_gen.sf()
    67. LogTransf_gen.stats()
    68. LogTransf_gen.std()
    69. LogTransf_gen.var()
    70. NormExpan_gen.cdf()
    71. NormExpan_gen.entropy()
    72. NormExpan_gen.expect()
    73. NormExpan_gen.fit_loc_scale()
    74. NormExpan_gen.fit()
    75. NormExpan_gen.freeze()
    76. NormExpan_gen.interval()
    77. NormExpan_gen.isf()
    78. NormExpan_gen.logcdf()
    79. NormExpan_gen.logpdf()
    80. NormExpan_gen.logsf()
    81. NormExpan_gen.mean()
    82. NormExpan_gen.median()
    83. NormExpan_gen.moment()
    84. NormExpan_gen.nnlf()
    85. NormExpan_gen.pdf()
    86. NormExpan_gen.ppf()
    87. NormExpan_gen.rvs()
    88. NormExpan_gen.sf()
    89. NormExpan_gen.stats()
    90. NormExpan_gen.std()
    91. NormExpan_gen.var()
    92. sandbox.distributions.extras.ACSkewT_gen
    93. sandbox.distributions.extras.mvnormcdf()
    94. sandbox.distributions.extras.mvstdnormcdf()
    95. sandbox.distributions.extras.NormExpan_gen()
    96. sandbox.distributions.extras.pdf_moments_st()
    97. sandbox.distributions.extras.pdf_moments()
    98. sandbox.distributions.extras.pdf_mvsk()
    99. sandbox.distributions.extras.SkewNorm_gen
    100. sandbox.distributions.extras.skewnorm2
    101. sandbox.distributions.extras.SkewNorm2_gen()
    102. sandbox.distributions.transformed.absnormalg
    103. sandbox.distributions.transformed.ExpTransf_gen()
    104. sandbox.distributions.transformed.invdnormalg
    105. sandbox.distributions.transformed.loggammaexpg
    106. sandbox.distributions.transformed.lognormalg
    107. sandbox.distributions.transformed.LogTransf_gen()
    108. sandbox.distributions.transformed.negsquarenormalg
    109. sandbox.distributions.transformed.SquareFunc
    110. sandbox.distributions.transformed.squarenormalg
    111. sandbox.distributions.transformed.squaretg
    112. sandbox.distributions.transformed.Transf_gen()
    113. sandbox.distributions.transformed.TransfTwo_gen()
    114. SkewNorm_gen.cdf()
    115. SkewNorm_gen.entropy()
    116. SkewNorm_gen.expect()
    117. SkewNorm_gen.fit_loc_scale()
    118. SkewNorm_gen.fit()
    119. SkewNorm_gen.freeze()
    120. SkewNorm_gen.interval()
    121. SkewNorm_gen.isf()
    122. SkewNorm_gen.logcdf()
    123. SkewNorm_gen.logpdf()
    124. SkewNorm_gen.logsf()
    125. SkewNorm_gen.mean()
    126. SkewNorm_gen.median()
    127. SkewNorm_gen.moment()
    128. SkewNorm_gen.nnlf()
    129. SkewNorm_gen.pdf()
    130. SkewNorm_gen.ppf()
    131. SkewNorm_gen.rvs()
    132. SkewNorm_gen.sf()
    133. SkewNorm_gen.stats()
    134. SkewNorm_gen.std()
    135. SkewNorm_gen.var()
    136. SkewNorm2_gen.cdf()
    137. SkewNorm2_gen.entropy()
    138. SkewNorm2_gen.expect()
    139. SkewNorm2_gen.fit_loc_scale()
    140. SkewNorm2_gen.fit()
    141. SkewNorm2_gen.freeze()
    142. SkewNorm2_gen.interval()
    143. SkewNorm2_gen.isf()
    144. SkewNorm2_gen.logcdf()
    145. SkewNorm2_gen.logpdf()
    146. SkewNorm2_gen.logsf()
    147. SkewNorm2_gen.mean()
    148. SkewNorm2_gen.median()
    149. SkewNorm2_gen.moment()
    150. SkewNorm2_gen.nnlf()
    151. SkewNorm2_gen.pdf()
    152. SkewNorm2_gen.ppf()
    153. SkewNorm2_gen.rvs()
    154. SkewNorm2_gen.sf()
    155. SkewNorm2_gen.stats()
    156. SkewNorm2_gen.std()
    157. SkewNorm2_gen.var()
    158. SquareFunc.derivminus()
    159. SquareFunc.derivplus()
    160. SquareFunc.inverseminus()
    161. SquareFunc.inverseplus()
    162. SquareFunc.squarefunc()
    163. Transf_gen.cdf()
    164. Transf_gen.entropy()
    165. Transf_gen.expect()
    166. Transf_gen.fit_loc_scale()
    167. Transf_gen.fit()
    168. Transf_gen.freeze()
    169. Transf_gen.interval()
    170. Transf_gen.isf()
    171. Transf_gen.logcdf()
    172. Transf_gen.logpdf()
    173. Transf_gen.logsf()
    174. Transf_gen.mean()
    175. Transf_gen.median()
    176. Transf_gen.moment()
    177. Transf_gen.nnlf()
    178. Transf_gen.pdf()
    179. Transf_gen.ppf()
    180. Transf_gen.rvs()
    181. Transf_gen.sf()
    182. Transf_gen.stats()
    183. Transf_gen.std()
    184. Transf_gen.var()
    185. TransfTwo_gen.cdf()
    186. TransfTwo_gen.entropy()
    187. TransfTwo_gen.expect()
    188. TransfTwo_gen.fit_loc_scale()
    189. TransfTwo_gen.fit()
    190. TransfTwo_gen.freeze()
    191. TransfTwo_gen.interval()
    192. TransfTwo_gen.isf()
    193. TransfTwo_gen.logcdf()
    194. TransfTwo_gen.logpdf()
    195. TransfTwo_gen.logsf()
    196. TransfTwo_gen.mean()
    197. TransfTwo_gen.median()
    198. TransfTwo_gen.moment()
    199. TransfTwo_gen.nnlf()
    200. TransfTwo_gen.pdf()
    201. TransfTwo_gen.ppf()
    202. TransfTwo_gen.rvs()
    203. TransfTwo_gen.sf()
    204. TransfTwo_gen.stats()
    205. TransfTwo_gen.std()
    206. TransfTwo_gen.var()
  4. Empirical Likelihood
    1. DescStatMV.ci_corr()
    2. DescStatMV.mv_mean_contour()
    3. DescStatMV.mv_test_mean()
    4. DescStatMV.test_corr()
    5. DescStatUV.ci_kurt()
    6. DescStatUV.ci_mean()
    7. DescStatUV.ci_skew()
    8. DescStatUV.ci_var()
    9. DescStatUV.plot_contour()
    10. DescStatUV.test_joint_skew_kurt()
    11. DescStatUV.test_kurt()
    12. DescStatUV.test_mean()
    13. DescStatUV.test_skew()
    14. DescStatUV.test_var()
    15. emplike.descriptive.DescStat()
    16. emplike.descriptive.DescStatMV()
    17. emplike.descriptive.DescStatUV()
  5. Examples
    1. Example: Autoregressive Moving Average (ARMA): Artificial data
    2. Example: Autoregressive Moving Average (ARMA): Sunspots data
    3. Example: Autoregressive Moving Average (ARMA): Sunspots data
    4. Example: Contrasts Overview
    5. Example: Dates in timeseries models
    6. Example: Detrending, Stylized Facts and the Business Cycle
    7. Example: Discrete Choice Models
    8. Example: Discrete Choice Models Overview
    9. Example: Dynamic factors and coincident indices
    10. Example: Formulas: Fitting models using R-style formulas
    11. Example: Generalized Least Squares
    12. Example: Generalized Linear Models
    13. Example: Generalized Linear Models (Formula)
    14. Example: Interactions and ANOVA
    15. Example: Kernel Density Estimation
    16. Example: Linear Mixed Effects Models
    17. Example: M-Estimators for Robust Linear Modeling
    18. Example: Markov switching autoregression models
    19. Example: Markov switching dynamic regression models
    20. Example: Maximum Likelihood Estimation (Generic models)
    21. Example: Ordinary Least Squares
    22. Example: Plot Interaction of Categorical Factors
    23. Example: Prediction (out of sample)
    24. Example: Quantile regression
    25. Example: Recursive least squares
    26. Example: Regression diagnostics
    27. Example: Regression Plots
    28. Example: Robust Linear Models
    29. Example: SARIMAX: Introduction
    30. Example: SARIMAX: Model selection, missing data
    31. Example: State space modeling: Local Linear Trends
    32. Example: Statsmodels Examples
    33. Example: Time Series Filters
    34. Example: Trends and cycles in unemployment
    35. Example: VARMAX models
    36. Example: Weighted Least Squares
  6. Generalized Estimating Equations
    1. Autoregressive.covariance_matrix_solve()
    2. Autoregressive.covariance_matrix()
    3. Autoregressive.initialize()
    4. Autoregressive.summary()
    5. Autoregressive.update()
    6. CovStruct.covariance_matrix_solve()
    7. CovStruct.covariance_matrix()
    8. CovStruct.initialize()
    9. CovStruct.summary()
    10. CovStruct.update()
    11. Exchangeable.covariance_matrix_solve()
    12. Exchangeable.covariance_matrix()
    13. Exchangeable.initialize()
    14. Exchangeable.summary()
    15. Exchangeable.update()
    16. GEE.cluster_list()
    17. GEE.estimate_scale()
    18. GEE.fit()
    19. GEE.from_formula()
    20. GEE.mean_deriv_exog()
    21. GEE.mean_deriv()
    22. GEE.predict()
    23. GEE.update_cached_means()
    24. GEEMargins.conf_int()
    25. GEEMargins.get_margeff()
    26. GEEMargins.pvalues()
    27. GEEMargins.summary_frame()
    28. GEEMargins.summary()
    29. GEEMargins.tvalues()
    30. GEEResults.bse()
    31. GEEResults.centered_resid()
    32. GEEResults.conf_int()
    33. GEEResults.cov_params()
    34. GEEResults.f_test()
    35. GEEResults.fittedvalues()
    36. GEEResults.get_margeff()
    37. GEEResults.initialize()
    38. GEEResults.llf()
    39. GEEResults.load()
    40. GEEResults.normalized_cov_params()
    41. GEEResults.normalized_cov_params()
    42. GEEResults.params_sensitivity()
    43. GEEResults.params_sensitivity()
    44. GEEResults.plot_added_variable()
    45. GEEResults.plot_added_variable()
    46. GEEResults.plot_ceres_residuals()
    47. GEEResults.plot_ceres_residuals()
    48. GEEResults.plot_isotropic_dependence()
    49. GEEResults.plot_isotropic_dependence()
    50. GEEResults.plot_partial_residuals()
    51. GEEResults.plot_partial_residuals()
    52. GEEResults.predict()
    53. GEEResults.pvalues()
    54. GEEResults.remove_data()
    55. GEEResults.resid_anscombe()
    56. GEEResults.resid_centered_split()
    57. GEEResults.resid_centered_split()
    58. GEEResults.resid_centered()
    59. GEEResults.resid_deviance()
    60. GEEResults.resid_pearson()
    61. GEEResults.resid_response()
    62. GEEResults.resid_split()
    63. GEEResults.resid_working()
    64. GEEResults.resid()
    65. GEEResults.save()
    66. GEEResults.sensitivity_params()
    67. GEEResults.sensitivity_params()
    68. GEEResults.split_centered_resid()
    69. GEEResults.split_centered_resid()
    70. GEEResults.split_resid()
    71. GEEResults.standard_errors()
    72. GEEResults.summary()
    73. GEEResults.t_test()
    74. GEEResults.tvalues()
    75. GEEResults.wald_test_terms()
    76. GEEResults.wald_test()
    77. genmod.cov_struct.Autoregressive()
    78. genmod.cov_struct.CovStruct()
    79. genmod.cov_struct.Exchangeable
    80. genmod.cov_struct.GlobalOddsRatio()
    81. genmod.cov_struct.Independence()
    82. genmod.cov_struct.Nested()
    83. genmod.generalized_estimating_equations.GEE()
    84. genmod.generalized_estimating_equations.GEEMargins()
    85. genmod.generalized_estimating_equations.GEEResults()
    86. GlobalOddsRatio.covariance_matrix_solve()
    87. GlobalOddsRatio.covariance_matrix()
    88. GlobalOddsRatio.get_eyy()
    89. GlobalOddsRatio.initialize()
    90. GlobalOddsRatio.observed_crude_oddsratio()
    91. GlobalOddsRatio.pooled_odds_ratio()
    92. GlobalOddsRatio.summary()
    93. GlobalOddsRatio.update()
    94. Independence.covariance_matrix_solve()
    95. Independence.covariance_matrix()
    96. Independence.initialize()
    97. Independence.summary()
    98. Independence.update()
    99. Nested.covariance_matrix_solve()
    100. Nested.covariance_matrix()
    101. Nested.initialize()
    102. Nested.summary()
    103. Nested.update()
  7. Generalized Linear Models
    1. Binomial.deviance()
    2. Binomial.fitted()
    3. Binomial.initialize()
    4. Binomial.loglike()
    5. Binomial.predict()
    6. Binomial.resid_anscombe()
    7. Binomial.resid_dev()
    8. Binomial.starting_mu()
    9. Binomial.weights()
    10. cauchy.deriv()
    11. cauchy.deriv2()
    12. cauchy.inverse_deriv()
    13. cauchy.inverse()
    14. CDFLink.deriv()
    15. CDFLink.deriv2()
    16. CDFLink.inverse_deriv()
    17. CDFLink.inverse()
    18. CLogLog.deriv()
    19. CLogLog.deriv2()
    20. CLogLog.inverse_deriv()
    21. CLogLog.inverse()
    22. Family.deviance()
    23. Family.fitted()
    24. Family.loglike()
    25. Family.predict()
    26. Family.resid_anscombe()
    27. Family.resid_dev()
    28. Family.starting_mu()
    29. Family.weights()
    30. Gamma.deviance()
    31. Gamma.fitted()
    32. Gamma.loglike()
    33. Gamma.predict()
    34. Gamma.resid_anscombe()
    35. Gamma.resid_dev()
    36. Gamma.starting_mu()
    37. Gamma.weights()
    38. Gaussian.deviance()
    39. Gaussian.fitted()
    40. Gaussian.loglike()
    41. Gaussian.predict()
    42. Gaussian.resid_anscombe()
    43. Gaussian.resid_dev()
    44. Gaussian.starting_mu()
    45. Gaussian.weights()
    46. genmod.families.family.Binomial()
    47. genmod.families.family.Family()
    48. genmod.families.family.Gamma()
    49. genmod.families.family.Gaussian()
    50. genmod.families.family.InverseGaussian()
    51. genmod.families.family.NegativeBinomial()
    52. genmod.families.family.Poisson()
    53. genmod.families.family.Tweedie()
    54. genmod.families.links.cauchy
    55. genmod.families.links.CDFLink()
    56. genmod.families.links.CLogLog
    57. genmod.families.links.identity
    58. genmod.families.links.inverse_power
    59. genmod.families.links.inverse_squared
    60. genmod.families.links.Link
    61. genmod.families.links.Log
    62. genmod.families.links.Logit
    63. genmod.families.links.nbinom()
    64. genmod.families.links.NegativeBinomial()
    65. genmod.families.links.Power()
    66. genmod.families.links.probit()
    67. genmod.generalized_linear_model.GLM()
    68. genmod.generalized_linear_model.GLMResults()
    69. GLM.estimate_scale()
    70. GLM.estimate_tweedie_power()
    71. GLM.fit_constrained()
    72. GLM.fit_regularized()
    73. GLM.fit()
    74. GLM.from_formula()
    75. GLM.get_distribution()
    76. GLM.hessian_factor()
    77. GLM.hessian()
    78. GLM.information()
    79. GLM.initialize()
    80. GLM.loglike_mu()
    81. GLM.loglike()
    82. GLM.predict()
    83. GLM.score_factor()
    84. GLM.score_obs()
    85. GLM.score_test()
    86. GLM.score()
    87. GLMResults.aic()
    88. GLMResults.bic()
    89. GLMResults.bse()
    90. GLMResults.conf_int()
    91. GLMResults.cov_params()
    92. GLMResults.deviance()
    93. GLMResults.f_test()
    94. GLMResults.fittedvalues()
    95. GLMResults.get_prediction()
    96. GLMResults.initialize()
    97. GLMResults.llf()
    98. GLMResults.llnull()
    99. GLMResults.load()
    100. GLMResults.mu()
    101. GLMResults.normalized_cov_params()
    102. GLMResults.null_deviance()
    103. GLMResults.null()
    104. GLMResults.pearson_chi2()
    105. GLMResults.plot_added_variable()
    106. GLMResults.plot_ceres_residuals()
    107. GLMResults.plot_partial_residuals()
    108. GLMResults.predict()
    109. GLMResults.pvalues()
    110. GLMResults.remove_data()
    111. GLMResults.resid_anscombe()
    112. GLMResults.resid_deviance()
    113. GLMResults.resid_pearson()
    114. GLMResults.resid_response()
    115. GLMResults.resid_working()
    116. GLMResults.save()
    117. GLMResults.summary()
    118. GLMResults.summary2()
    119. GLMResults.t_test()
    120. GLMResults.tvalues()
    121. GLMResults.wald_test_terms()
    122. GLMResults.wald_test()
    123. identity.deriv()
    124. identity.deriv2()
    125. identity.inverse_deriv()
    126. identity.inverse()
    127. inverse_power.deriv()
    128. inverse_power.deriv2()
    129. inverse_power.inverse_deriv()
    130. inverse_power.inverse()
    131. inverse_squared.deriv()
    132. inverse_squared.deriv2()
    133. inverse_squared.inverse_deriv()
    134. inverse_squared.inverse()
    135. InverseGaussian.deviance()
    136. InverseGaussian.fitted()
    137. InverseGaussian.loglike()
    138. InverseGaussian.predict()
    139. InverseGaussian.resid_anscombe()
    140. InverseGaussian.resid_dev()
    141. InverseGaussian.starting_mu()
    142. InverseGaussian.weights()
    143. Link.deriv()
    144. Link.deriv2()
    145. Link.inverse_deriv()
    146. Link.inverse()
    147. Log.deriv()
    148. Log.deriv2()
    149. Log.inverse_deriv()
    150. Log.inverse()
    151. Logit.deriv()
    152. Logit.deriv2()
    153. Logit.inverse_deriv()
    154. Logit.inverse()
    155. nbinom.deriv()
    156. nbinom.deriv2()
    157. nbinom.inverse_deriv()
    158. nbinom.inverse()
    159. NegativeBinomial.deriv()
    160. NegativeBinomial.deriv2()
    161. NegativeBinomial.deviance()
    162. NegativeBinomial.fitted()
    163. NegativeBinomial.inverse_deriv()
    164. NegativeBinomial.inverse()
    165. NegativeBinomial.loglike()
    166. NegativeBinomial.predict()
    167. NegativeBinomial.resid_anscombe()
    168. NegativeBinomial.resid_dev()
    169. NegativeBinomial.starting_mu()
    170. NegativeBinomial.weights()
    171. Poisson.deviance()
    172. Poisson.fitted()
    173. Poisson.loglike()
    174. Poisson.predict()
    175. Poisson.resid_anscombe()
    176. Poisson.resid_dev()
    177. Poisson.starting_mu()
    178. Poisson.weights()
    179. Power.deriv()
    180. Power.deriv2()
    181. Power.inverse_deriv()
    182. Power.inverse()
    183. probit.deriv()
    184. probit.deriv2()
    185. probit.inverse_deriv()
    186. probit.inverse()
    187. Tweedie.deviance()
    188. Tweedie.fitted()
    189. Tweedie.loglike()
    190. Tweedie.predict()
    191. Tweedie.resid_anscombe()
    192. Tweedie.resid_dev()
    193. Tweedie.starting_mu()
    194. Tweedie.weights()
  8. Generalized Method of Moments
    1. GMM.calc_weightmatrix()
    2. GMM.fit()
    3. GMM.fitgmm_cu()
    4. GMM.fitgmm()
    5. GMM.fititer()
    6. GMM.from_formula()
    7. GMM.gmmobjective_cu()
    8. GMM.gmmobjective()
    9. GMM.gradient_momcond()
    10. GMM.momcond_mean()
    11. GMM.predict()
    12. GMM.score_cu()
    13. GMM.score()
    14. GMM.start_weights()
    15. GMMResults.bse()
    16. GMMResults.calc_cov_params()
    17. GMMResults.compare_j()
    18. GMMResults.conf_int()
    19. GMMResults.cov_params()
    20. GMMResults.f_test()
    21. GMMResults.get_bse()
    22. GMMResults.initialize()
    23. GMMResults.jtest()
    24. GMMResults.jval()
    25. GMMResults.llf()
    26. GMMResults.load()
    27. GMMResults.normalized_cov_params()
    28. GMMResults.predict()
    29. GMMResults.pvalues()
    30. GMMResults.q()
    31. GMMResults.remove_data()
    32. GMMResults.save()
    33. GMMResults.summary()
    34. GMMResults.t_test()
    35. GMMResults.tvalues()
    36. GMMResults.wald_test_terms()
    37. GMMResults.wald_test()
    38. IV2SLS.fit()
    39. IV2SLS.from_formula()
    40. IV2SLS.hessian()
    41. IV2SLS.information()
    42. IV2SLS.initialize()
    43. IV2SLS.loglike()
    44. IV2SLS.predict()
    45. IV2SLS.score()
    46. IV2SLS.whiten()
    47. IVGMM.calc_weightmatrix()
    48. IVGMM.fit()
    49. IVGMM.fitgmm_cu()
    50. IVGMM.fitgmm()
    51. IVGMM.fititer()
    52. IVGMM.fitstart()
    53. IVGMM.from_formula()
    54. IVGMM.get_error()
    55. IVGMM.gmmobjective_cu()
    56. IVGMM.gmmobjective()
    57. IVGMM.gradient_momcond()
    58. IVGMM.momcond_mean()
    59. IVGMM.momcond()
    60. IVGMM.predict()
    61. IVGMM.score_cu()
    62. IVGMM.score()
    63. IVGMM.start_weights()
    64. IVGMMResults.bse()
    65. IVGMMResults.calc_cov_params()
    66. IVGMMResults.compare_j()
    67. IVGMMResults.conf_int()
    68. IVGMMResults.cov_params()
    69. IVGMMResults.f_test()
    70. IVGMMResults.fittedvalues()
    71. IVGMMResults.get_bse()
    72. IVGMMResults.initialize()
    73. IVGMMResults.jtest()
    74. IVGMMResults.jval()
    75. IVGMMResults.llf()
    76. IVGMMResults.load()
    77. IVGMMResults.normalized_cov_params()
    78. IVGMMResults.predict()
    79. IVGMMResults.pvalues()
    80. IVGMMResults.q()
    81. IVGMMResults.remove_data()
    82. IVGMMResults.resid()
    83. IVGMMResults.save()
    84. IVGMMResults.ssr()
    85. IVGMMResults.summary()
    86. IVGMMResults.t_test()
    87. IVGMMResults.tvalues()
    88. IVGMMResults.wald_test_terms()
    89. IVGMMResults.wald_test()
    90. IVRegressionResults.aic()
    91. IVRegressionResults.bic()
    92. IVRegressionResults.bse()
    93. IVRegressionResults.centered_tss()
    94. IVRegressionResults.compare_f_test()
    95. IVRegressionResults.compare_lm_test()
    96. IVRegressionResults.compare_lr_test()
    97. IVRegressionResults.condition_number()
    98. IVRegressionResults.conf_int()
    99. IVRegressionResults.cov_HC0()
    100. IVRegressionResults.cov_HC1()
    101. IVRegressionResults.cov_HC2()
    102. IVRegressionResults.cov_HC3()
    103. IVRegressionResults.cov_params()
    104. IVRegressionResults.eigenvals()
    105. IVRegressionResults.ess()
    106. IVRegressionResults.f_pvalue()
    107. IVRegressionResults.f_test()
    108. IVRegressionResults.fittedvalues()
    109. IVRegressionResults.fvalue()
    110. IVRegressionResults.get_prediction()
    111. IVRegressionResults.get_robustcov_results()
    112. IVRegressionResults.HC0_se()
    113. IVRegressionResults.HC1_se()
    114. IVRegressionResults.HC2_se()
    115. IVRegressionResults.HC3_se()
    116. IVRegressionResults.initialize()
    117. IVRegressionResults.llf()
    118. IVRegressionResults.load()
    119. IVRegressionResults.mse_model()
    120. IVRegressionResults.mse_resid()
    121. IVRegressionResults.mse_total()
    122. IVRegressionResults.nobs()
    123. IVRegressionResults.normalized_cov_params()
    124. IVRegressionResults.predict()
    125. IVRegressionResults.pvalues()
    126. IVRegressionResults.remove_data()
    127. IVRegressionResults.resid_pearson()
    128. IVRegressionResults.resid()
    129. IVRegressionResults.rsquared_adj()
    130. IVRegressionResults.rsquared()
    131. IVRegressionResults.save()
    132. IVRegressionResults.scale()
    133. IVRegressionResults.spec_hausman()
    134. IVRegressionResults.ssr()
    135. IVRegressionResults.summary()
    136. IVRegressionResults.summary2()
    137. IVRegressionResults.t_test()
    138. IVRegressionResults.tvalues()
    139. IVRegressionResults.uncentered_tss()
    140. IVRegressionResults.wald_test_terms()
    141. IVRegressionResults.wald_test()
    142. IVRegressionResults.wresid()
    143. LinearIVGMM.calc_weightmatrix()
    144. LinearIVGMM.fit()
    145. LinearIVGMM.fitgmm_cu()
    146. LinearIVGMM.fitgmm()
    147. LinearIVGMM.fititer()
    148. LinearIVGMM.fitstart()
    149. LinearIVGMM.from_formula()
    150. LinearIVGMM.get_error()
    151. LinearIVGMM.gmmobjective_cu()
    152. LinearIVGMM.gmmobjective()
    153. LinearIVGMM.gradient_momcond()
    154. LinearIVGMM.momcond_mean()
    155. LinearIVGMM.momcond()
    156. LinearIVGMM.predict()
    157. LinearIVGMM.score_cu()
    158. LinearIVGMM.score()
    159. LinearIVGMM.start_weights()
    160. NonlinearIVGMM.calc_weightmatrix()
    161. NonlinearIVGMM.fit()
    162. NonlinearIVGMM.fitgmm_cu()
    163. NonlinearIVGMM.fitgmm()
    164. NonlinearIVGMM.fititer()
    165. NonlinearIVGMM.fitstart()
    166. NonlinearIVGMM.from_formula()
    167. NonlinearIVGMM.get_error()
    168. NonlinearIVGMM.gmmobjective_cu()
    169. NonlinearIVGMM.gmmobjective()
    170. NonlinearIVGMM.gradient_momcond()
    171. NonlinearIVGMM.jac_error()
    172. NonlinearIVGMM.jac_func()
    173. NonlinearIVGMM.momcond_mean()
    174. NonlinearIVGMM.momcond()
    175. NonlinearIVGMM.predict()
    176. NonlinearIVGMM.score_cu()
    177. NonlinearIVGMM.score()
    178. NonlinearIVGMM.start_weights()
    179. sandbox.regression.gmm.GMM()
    180. sandbox.regression.gmm.GMMResults()
    181. sandbox.regression.gmm.IV2SLS()
    182. sandbox.regression.gmm.IVGMM()
    183. sandbox.regression.gmm.IVGMMResults()
    184. sandbox.regression.gmm.IVRegressionResults()
    185. sandbox.regression.gmm.LinearIVGMM()
    186. sandbox.regression.gmm.NonlinearIVGMM()
  9. Graphics
    1. graphics.boxplots.beanplot()
    2. graphics.boxplots.violinplot()
    3. graphics.correlation.plot_corr_grid()
    4. graphics.correlation.plot_corr()
    5. graphics.factorplots.interaction_plot()
    6. graphics.functional.banddepth()
    7. graphics.functional.fboxplot()
    8. graphics.functional.rainbowplot()
    9. graphics.gofplots.ProbPlot()
    10. graphics.gofplots.qqline()
    11. graphics.gofplots.qqplot_2samples()
    12. graphics.gofplots.qqplot()
    13. graphics.mosaicplot.mosaic()
    14. graphics.plot_grids.scatter_ellipse()
    15. graphics.regressionplots.abline_plot()
    16. graphics.regressionplots.influence_plot()
    17. graphics.regressionplots.plot_ccpr()
    18. graphics.regressionplots.plot_fit()
    19. graphics.regressionplots.plot_leverage_resid2()
    20. graphics.regressionplots.plot_partregress()
    21. graphics.regressionplots.plot_regress_exog()
    22. graphics.tsaplots.month_plot()
    23. graphics.tsaplots.plot_acf()
    24. graphics.tsaplots.plot_pacf()
    25. graphics.tsaplots.quarter_plot()
    26. ProbPlot.ppplot()
    27. ProbPlot.probplot()
    28. ProbPlot.qqplot()
    29. ProbPlot.sample_percentiles()
    30. ProbPlot.sample_quantiles()
    31. ProbPlot.sorted_data()
    32. ProbPlot.theoretical_percentiles()
    33. ProbPlot.theoretical_quantiles()
  10. Index
    1. index
  11. Input-Output
    1. iolib.foreign.genfromdta()
    2. iolib.foreign.savetxt()
    3. iolib.foreign.StataReader()
    4. iolib.foreign.StataWriter()
    5. iolib.smpickle.load_pickle()
    6. iolib.smpickle.save_pickle()
    7. iolib.summary.Summary
    8. iolib.summary2.Summary
    9. iolib.table.csv2st()
    10. iolib.table.SimpleTable()
    11. SimpleTable.append()
    12. SimpleTable.as_csv()
    13. SimpleTable.as_html()
    14. SimpleTable.as_latex_tabular()
    15. SimpleTable.as_text()
    16. SimpleTable.clear()
    17. SimpleTable.copy()
    18. SimpleTable.count()
    19. SimpleTable.extend_right()
    20. SimpleTable.extend()
    21. SimpleTable.get_colwidths()
    22. SimpleTable.index()
    23. SimpleTable.insert_header_row()
    24. SimpleTable.insert_stubs()
    25. SimpleTable.insert()
    26. SimpleTable.label_cells()
    27. SimpleTable.pad()
    28. SimpleTable.pop()
    29. SimpleTable.remove()
    30. SimpleTable.reverse()
    31. SimpleTable.sort()
    32. StataReader.dataset()
    33. StataReader.file_format()
    34. StataReader.file_headers()
    35. StataReader.file_label()
    36. StataReader.file_timestamp()
    37. StataReader.variables()
    38. StataWriter.write_file()
    39. Summary.add_array()
    40. Summary.add_base()
    41. Summary.add_df()
    42. Summary.add_dict()
    43. Summary.add_extra_txt()
    44. Summary.add_table_2cols()
    45. Summary.add_table_params()
    46. Summary.add_text()
    47. Summary.add_title()
    48. Summary.as_csv()
    49. Summary.as_html()
    50. Summary.as_html()
    51. Summary.as_latex()
    52. Summary.as_latex()
    53. Summary.as_text()
    54. Summary.as_text()
  12. Linear Mixed Effects Models
    1. MixedLM.fit_regularized()
    2. MixedLM.fit()
    3. MixedLM.from_formula()
    4. MixedLM.get_fe_params()
    5. MixedLM.get_scale()
    6. MixedLM.group_list()
    7. MixedLM.hessian()
    8. MixedLM.information()
    9. MixedLM.initialize()
    10. MixedLM.loglike()
    11. MixedLM.predict()
    12. MixedLM.score_full()
    13. MixedLM.score_sqrt()
    14. MixedLM.score()
    15. MixedLMResults.aic()
    16. MixedLMResults.bic()
    17. MixedLMResults.bootstrap()
    18. MixedLMResults.bse_fe()
    19. MixedLMResults.bse_re()
    20. MixedLMResults.bse()
    21. MixedLMResults.bsejac()
    22. MixedLMResults.bsejhj()
    23. MixedLMResults.conf_int()
    24. MixedLMResults.cov_params()
    25. MixedLMResults.covjac()
    26. MixedLMResults.covjhj()
    27. MixedLMResults.df_modelwc()
    28. MixedLMResults.f_test()
    29. MixedLMResults.fittedvalues()
    30. MixedLMResults.get_nlfun()
    31. MixedLMResults.hessv()
    32. MixedLMResults.initialize()
    33. MixedLMResults.jacv()
    34. MixedLMResults.llf()
    35. MixedLMResults.load()
    36. MixedLMResults.normalized_cov_params()
    37. MixedLMResults.predict()
    38. MixedLMResults.profile_re()
    39. MixedLMResults.pvalues()
    40. MixedLMResults.random_effects_cov()
    41. MixedLMResults.random_effects()
    42. MixedLMResults.remove_data()
    43. MixedLMResults.resid()
    44. MixedLMResults.save()
    45. MixedLMResults.score_obsv()
    46. MixedLMResults.summary()
    47. MixedLMResults.t_test()
    48. MixedLMResults.tvalues()
    49. MixedLMResults.wald_test_terms()
    50. MixedLMResults.wald_test()
    51. regression.mixed_linear_model.MixedLM()
    52. regression.mixed_linear_model.MixedLMResults()
  13. Linear Regression
    1. GLS.fit()
    2. GLS.from_formula()
    3. GLS.get_distribution()
    4. GLS.hessian()
    5. GLS.information()
    6. GLS.initialize()
    7. GLS.loglike()
    8. GLS.predict()
    9. GLS.score()
    10. GLS.whiten()
    11. GLSAR.fit()
    12. GLSAR.from_formula()
    13. GLSAR.get_distribution()
    14. GLSAR.hessian()
    15. GLSAR.information()
    16. GLSAR.initialize()
    17. GLSAR.iterative_fit()
    18. GLSAR.loglike()
    19. GLSAR.predict()
    20. GLSAR.score()
    21. GLSAR.whiten()
    22. OLS.fit_regularized()
    23. OLS.fit()
    24. OLS.from_formula()
    25. OLS.get_distribution()
    26. OLS.hessian()
    27. OLS.information()
    28. OLS.initialize()
    29. OLS.loglike()
    30. OLS.predict()
    31. OLS.score()
    32. OLS.whiten()
    33. OLSResults.aic()
    34. OLSResults.bic()
    35. OLSResults.bse()
    36. OLSResults.centered_tss()
    37. OLSResults.compare_f_test()
    38. OLSResults.compare_lm_test()
    39. OLSResults.compare_lr_test()
    40. OLSResults.condition_number()
    41. OLSResults.conf_int_el()
    42. OLSResults.conf_int()
    43. OLSResults.cov_HC0()
    44. OLSResults.cov_HC1()
    45. OLSResults.cov_HC2()
    46. OLSResults.cov_HC3()
    47. OLSResults.cov_params()
    48. OLSResults.eigenvals()
    49. OLSResults.el_test()
    50. OLSResults.ess()
    51. OLSResults.f_pvalue()
    52. OLSResults.f_test()
    53. OLSResults.fittedvalues()
    54. OLSResults.fvalue()
    55. OLSResults.get_influence()
    56. OLSResults.get_prediction()
    57. OLSResults.get_robustcov_results()
    58. OLSResults.HC0_se()
    59. OLSResults.HC1_se()
    60. OLSResults.HC2_se()
    61. OLSResults.HC3_se()
    62. OLSResults.initialize()
    63. OLSResults.llf()
    64. OLSResults.load()
    65. OLSResults.mse_model()
    66. OLSResults.mse_resid()
    67. OLSResults.mse_total()
    68. OLSResults.nobs()
    69. OLSResults.normalized_cov_params()
    70. OLSResults.outlier_test()
    71. OLSResults.predict()
    72. OLSResults.pvalues()
    73. OLSResults.remove_data()
    74. OLSResults.resid_pearson()
    75. OLSResults.resid()
    76. OLSResults.rsquared_adj()
    77. OLSResults.rsquared()
    78. OLSResults.save()
    79. OLSResults.scale()
    80. OLSResults.ssr()
    81. OLSResults.summary()
    82. OLSResults.summary2()
    83. OLSResults.t_test()
    84. OLSResults.tvalues()
    85. OLSResults.uncentered_tss()
    86. OLSResults.wald_test_terms()
    87. OLSResults.wald_test()
    88. OLSResults.wresid()
    89. QuantReg.fit()
    90. QuantReg.from_formula()
    91. QuantReg.get_distribution()
    92. QuantReg.hessian()
    93. QuantReg.information()
    94. QuantReg.initialize()
    95. QuantReg.loglike()
    96. QuantReg.predict()
    97. QuantReg.score()
    98. QuantReg.whiten()
    99. QuantRegResults.aic()
    100. QuantRegResults.bic()
    101. QuantRegResults.bse()
    102. QuantRegResults.centered_tss()
    103. QuantRegResults.compare_f_test()
    104. QuantRegResults.compare_lm_test()
    105. QuantRegResults.compare_lr_test()
    106. QuantRegResults.condition_number()
    107. QuantRegResults.conf_int()
    108. QuantRegResults.cov_HC0()
    109. QuantRegResults.cov_HC1()
    110. QuantRegResults.cov_HC2()
    111. QuantRegResults.cov_HC3()
    112. QuantRegResults.cov_params()
    113. QuantRegResults.eigenvals()
    114. QuantRegResults.ess()
    115. QuantRegResults.f_pvalue()
    116. QuantRegResults.f_test()
    117. QuantRegResults.fittedvalues()
    118. QuantRegResults.fvalue()
    119. QuantRegResults.get_prediction()
    120. QuantRegResults.get_robustcov_results()
    121. QuantRegResults.get_robustcov_results()
    122. QuantRegResults.HC0_se()
    123. QuantRegResults.HC1_se()
    124. QuantRegResults.HC2_se()
    125. QuantRegResults.HC3_se()
    126. QuantRegResults.initialize()
    127. QuantRegResults.llf()
    128. QuantRegResults.load()
    129. QuantRegResults.mse_model()
    130. QuantRegResults.mse_resid()
    131. QuantRegResults.mse_total()
    132. QuantRegResults.mse()
    133. QuantRegResults.nobs()
    134. QuantRegResults.normalized_cov_params()
    135. QuantRegResults.normalized_cov_params()
    136. QuantRegResults.predict()
    137. QuantRegResults.prsquared()
    138. QuantRegResults.pvalues()
    139. QuantRegResults.remove_data()
    140. QuantRegResults.resid_pearson()
    141. QuantRegResults.resid()
    142. QuantRegResults.rsquared_adj()
    143. QuantRegResults.rsquared()
    144. QuantRegResults.save()
    145. QuantRegResults.scale()
    146. QuantRegResults.ssr()
    147. QuantRegResults.summary()
    148. QuantRegResults.summary2()
    149. QuantRegResults.t_test()
    150. QuantRegResults.tvalues()
    151. QuantRegResults.uncentered_tss()
    152. QuantRegResults.wald_test_terms()
    153. QuantRegResults.wald_test()
    154. QuantRegResults.wresid()
    155. RecursiveLS.filter()
    156. RecursiveLS.fit()
    157. RecursiveLS.from_formula()
    158. RecursiveLS.hessian()
    159. RecursiveLS.impulse_responses()
    160. RecursiveLS.information()
    161. RecursiveLS.initialize_approximate_diffuse()
    162. RecursiveLS.initialize_known()
    163. RecursiveLS.initialize_statespace()
    164. RecursiveLS.initialize_stationary()
    165. RecursiveLS.initialize()
    166. RecursiveLS.loglike()
    167. RecursiveLS.loglikeobs()
    168. RecursiveLS.observed_information_matrix()
    169. RecursiveLS.opg_information_matrix()
    170. RecursiveLS.predict()
    171. RecursiveLS.prepare_data()
    172. RecursiveLS.score_obs()
    173. RecursiveLS.score()
    174. RecursiveLS.set_conserve_memory()
    175. RecursiveLS.set_filter_method()
    176. RecursiveLS.set_inversion_method()
    177. RecursiveLS.set_smoother_output()
    178. RecursiveLS.set_stability_method()
    179. RecursiveLS.simulate()
    180. RecursiveLS.smooth()
    181. RecursiveLS.transform_jacobian()
    182. RecursiveLS.transform_params()
    183. RecursiveLS.untransform_params()
    184. RecursiveLS.update()
    185. RecursiveLSResults.aic()
    186. RecursiveLSResults.bic()
    187. RecursiveLSResults.bse()
    188. RecursiveLSResults.conf_int()
    189. RecursiveLSResults.cov_params_approx()
    190. RecursiveLSResults.cov_params_oim()
    191. RecursiveLSResults.cov_params_opg()
    192. RecursiveLSResults.cov_params_robust_approx()
    193. RecursiveLSResults.cov_params_robust_approx()
    194. RecursiveLSResults.cov_params_robust_oim()
    195. RecursiveLSResults.cov_params_robust()
    196. RecursiveLSResults.cov_params()
    197. RecursiveLSResults.cusum_squares()
    198. RecursiveLSResults.cusum()
    199. RecursiveLSResults.f_test()
    200. RecursiveLSResults.fittedvalues()
    201. RecursiveLSResults.forecast()
    202. RecursiveLSResults.get_forecast()
    203. RecursiveLSResults.get_prediction()
    204. RecursiveLSResults.hqic()
    205. RecursiveLSResults.impulse_responses()
    206. RecursiveLSResults.initialize()
    207. RecursiveLSResults.llf_obs()
    208. RecursiveLSResults.llf()
    209. RecursiveLSResults.load()
    210. RecursiveLSResults.loglikelihood_burn()
    211. RecursiveLSResults.normalized_cov_params()
    212. RecursiveLSResults.plot_cusum_squares()
    213. RecursiveLSResults.plot_cusum()
    214. RecursiveLSResults.plot_diagnostics()
    215. RecursiveLSResults.plot_recursive_coefficient()
    216. RecursiveLSResults.plot_recursive_coefficient()
    217. RecursiveLSResults.predict()
    218. RecursiveLSResults.pvalues()
    219. RecursiveLSResults.remove_data()
    220. RecursiveLSResults.resid_recursive()
    221. RecursiveLSResults.resid()
    222. RecursiveLSResults.save()
    223. RecursiveLSResults.simulate()
    224. RecursiveLSResults.summary()
    225. RecursiveLSResults.t_test()
    226. RecursiveLSResults.test_heteroskedasticity()
    227. RecursiveLSResults.test_normality()
    228. RecursiveLSResults.test_serial_correlation()
    229. RecursiveLSResults.tvalues()
    230. RecursiveLSResults.wald_test_terms()
    231. RecursiveLSResults.wald_test()
    232. RecursiveLSResults.zvalues()
    233. regression.linear_model.GLS()
    234. regression.linear_model.GLSAR()
    235. regression.linear_model.OLS()
    236. regression.linear_model.OLSResults()
    237. regression.linear_model.RegressionResults()
    238. regression.linear_model.WLS()
    239. regression.linear_model.yule_walker()
    240. regression.quantile_regression.QuantReg()
    241. regression.quantile_regression.QuantRegResults()
    242. regression.recursive_ls.RecursiveLS()
    243. regression.recursive_ls.RecursiveLSResults()
    244. RegressionResults.aic()
    245. RegressionResults.bic()
    246. RegressionResults.bse()
    247. RegressionResults.centered_tss()
    248. RegressionResults.compare_f_test()
    249. RegressionResults.compare_lm_test()
    250. RegressionResults.compare_lr_test()
    251. RegressionResults.condition_number()
    252. RegressionResults.conf_int()
    253. RegressionResults.cov_HC0()
    254. RegressionResults.cov_HC1()
    255. RegressionResults.cov_HC2()
    256. RegressionResults.cov_HC3()
    257. RegressionResults.cov_params()
    258. RegressionResults.eigenvals()
    259. RegressionResults.ess()
    260. RegressionResults.f_pvalue()
    261. RegressionResults.f_test()
    262. RegressionResults.fittedvalues()
    263. RegressionResults.fvalue()
    264. RegressionResults.get_prediction()
    265. RegressionResults.get_robustcov_results()
    266. RegressionResults.HC0_se()
    267. RegressionResults.HC1_se()
    268. RegressionResults.HC2_se()
    269. RegressionResults.HC3_se()
    270. RegressionResults.initialize()
    271. RegressionResults.llf()
    272. RegressionResults.load()
    273. RegressionResults.mse_model()
    274. RegressionResults.mse_resid()
    275. RegressionResults.mse_total()
    276. RegressionResults.nobs()
    277. RegressionResults.normalized_cov_params()
    278. RegressionResults.predict()
    279. RegressionResults.pvalues()
    280. RegressionResults.remove_data()
    281. RegressionResults.resid_pearson()
    282. RegressionResults.resid()
    283. RegressionResults.rsquared_adj()
    284. RegressionResults.rsquared()
    285. RegressionResults.save()
    286. RegressionResults.scale()
    287. RegressionResults.ssr()
    288. RegressionResults.summary()
    289. RegressionResults.summary2()
    290. RegressionResults.t_test()
    291. RegressionResults.tvalues()
    292. RegressionResults.uncentered_tss()
    293. RegressionResults.wald_test_terms()
    294. RegressionResults.wald_test()
    295. RegressionResults.wresid()
    296. WLS.fit()
    297. WLS.from_formula()
    298. WLS.get_distribution()
    299. WLS.hessian()
    300. WLS.information()
    301. WLS.initialize()
    302. WLS.loglike()
    303. WLS.predict()
    304. WLS.score()
    305. WLS.whiten()
  14. Manual
    1. Manual: ANOVA
    2. Manual: Contingency tables
    3. Manual: Distributions
    4. Manual: Empirical Likelihood emplike
    5. Manual: endog, exog, what’s that?
    6. Manual: Fitting models using R-style formulas
    7. Manual: Frequently Asked Question
    8. Manual: Generalized Estimating Equations
    9. Manual: Generalized Linear Models
    10. Manual: Generalized Method of Moments gmm
    11. Manual: Getting started
    12. Manual: Graphics
    13. Manual: Import Paths and Structure
    14. Manual: Input-Output iolib
    15. Manual: Installation
    16. Manual: Linear Mixed Effects Models
    17. Manual: Linear Regression
    18. Manual: Methods for Survival and Duration Analysis
    19. Manual: Multiple Imputation with Chained Equations
    20. Manual: Multivariate Statistics multivariate
    21. Manual: Nonparametric Methods nonparametric
    22. Manual: Other Models miscmodels
    23. Manual: Patsy: Contrast Coding Systems for categorical variables
    24. Manual: Pitfalls
    25. Manual: Python Module Index
    26. Manual: Regression Diagnostics and Specification Tests
    27. Manual: Regression with Discrete Dependent Variable
    28. Manual: Robust Linear Models
    29. Manual: Sandbox
    30. Manual: Statistics stats
    31. Manual: Time Series Analysis by State Space Methods statespace
    32. Manual: Time Series analysis tsa
    33. Manual: Tools
    34. Manual: Vector Autoregressions tsa.vector_ar
    35. Manual: Weight Functions
  15. Methods for Survival and Duration Analysis
    1. duration.hazard_regression.PHReg()
    2. duration.hazard_regression.PHRegResults()
    3. duration.survfunc.SurvfuncRight()
    4. PHReg.baseline_cumulative_hazard_function()
    5. PHReg.baseline_cumulative_hazard_function()
    6. PHReg.baseline_cumulative_hazard()
    7. PHReg.breslow_gradient()
    8. PHReg.breslow_hessian()
    9. PHReg.breslow_loglike()
    10. PHReg.efron_gradient()
    11. PHReg.efron_hessian()
    12. PHReg.efron_loglike()
    13. PHReg.fit_regularized()
    14. PHReg.fit()
    15. PHReg.from_formula()
    16. PHReg.get_distribution()
    17. PHReg.hessian()
    18. PHReg.information()
    19. PHReg.initialize()
    20. PHReg.loglike()
    21. PHReg.predict()
    22. PHReg.robust_covariance()
    23. PHReg.score_residuals()
    24. PHReg.score()
    25. PHReg.weighted_covariate_averages()
    26. PHRegResults.baseline_cumulative_hazard_function()
    27. PHRegResults.baseline_cumulative_hazard_function()
    28. PHRegResults.baseline_cumulative_hazard()
    29. PHRegResults.bse()
    30. PHRegResults.conf_int()
    31. PHRegResults.cov_params()
    32. PHRegResults.f_test()
    33. PHRegResults.get_distribution()
    34. PHRegResults.initialize()
    35. PHRegResults.llf()
    36. PHRegResults.load()
    37. PHRegResults.martingale_residuals()
    38. PHRegResults.normalized_cov_params()
    39. PHRegResults.predict()
    40. PHRegResults.pvalues()
    41. PHRegResults.remove_data()
    42. PHRegResults.save()
    43. PHRegResults.schoenfeld_residuals()
    44. PHRegResults.score_residuals()
    45. PHRegResults.standard_errors()
    46. PHRegResults.summary()
    47. PHRegResults.t_test()
    48. PHRegResults.tvalues()
    49. PHRegResults.wald_test_terms()
    50. PHRegResults.wald_test()
    51. PHRegResults.weighted_covariate_averages()
    52. PHRegResults.weighted_covariate_averages()
    53. SurvfuncRight.plot()
    54. SurvfuncRight.quantile_ci()
    55. SurvfuncRight.quantile()
    56. SurvfuncRight.simultaneous_cb()
    57. SurvfuncRight.summary()
  16. Multiple Imputation with Chained Equations
    1. imputation.mice.MICE()
    2. imputation.mice.MICEData()
    3. MICE.combine()
    4. MICE.fit()
    5. MICE.next_sample()
    6. MICEData.get_fitting_data()
    7. MICEData.get_split_data()
    8. MICEData.impute_pmm()
    9. MICEData.impute()
    10. MICEData.next_sample()
    11. MICEData.perturb_params()
    12. MICEData.plot_bivariate()
    13. MICEData.plot_fit_obs()
    14. MICEData.plot_imputed_hist()
    15. MICEData.plot_missing_pattern()
    16. MICEData.set_imputer()
    17. MICEData.update_all()
    18. MICEData.update()
  17. Multivariate Statistics
    1. multivariate.pca.PCA()
    2. PCA.plot_rsquare()
    3. PCA.plot_scree()
    4. PCA.project()
  18. Nonparametric Methods
    1. KDEMultivariate.cdf()
    2. KDEMultivariate.imse()
    3. KDEMultivariate.loo_likelihood()
    4. KDEMultivariate.pdf()
    5. KDEMultivariateConditional.cdf()
    6. KDEMultivariateConditional.imse()
    7. KDEMultivariateConditional.loo_likelihood()
    8. KDEMultivariateConditional.loo_likelihood()
    9. KDEMultivariateConditional.pdf()
    10. KDEUnivariate.cdf()
    11. KDEUnivariate.cumhazard()
    12. KDEUnivariate.entropy()
    13. KDEUnivariate.evaluate()
    14. KDEUnivariate.fit()
    15. KDEUnivariate.icdf()
    16. KDEUnivariate.sf()
    17. KernelCensoredReg.aic_hurvich()
    18. KernelCensoredReg.censored()
    19. KernelCensoredReg.cv_loo()
    20. KernelCensoredReg.fit()
    21. KernelCensoredReg.loo_likelihood()
    22. KernelCensoredReg.r_squared()
    23. KernelCensoredReg.sig_test()
    24. KernelReg.aic_hurvich()
    25. KernelReg.cv_loo()
    26. KernelReg.fit()
    27. KernelReg.loo_likelihood()
    28. KernelReg.r_squared()
    29. KernelReg.sig_test()
    30. nonparametric.bandwidths.bw_scott()
    31. nonparametric.bandwidths.bw_silverman()
    32. nonparametric.bandwidths.select_bandwidth()
    33. nonparametric.kde.KDEUnivariate()
    34. nonparametric.kernel_density.EstimatorSettings()
    35. nonparametric.kernel_density.KDEMultivariate()
    36. nonparametric.kernel_density.KDEMultivariateConditional()
    37. nonparametric.kernel_regression.KernelCensoredReg()
    38. nonparametric.kernel_regression.KernelReg()
    39. nonparametric.smoothers_lowess.lowess()
  19. Other Models
    1. miscmodels.count.PoissonGMLE()
    2. miscmodels.count.PoissonOffsetGMLE()
    3. miscmodels.count.PoissonZiGMLE()
    4. miscmodels.tmodel.TLinearModel()
    5. PoissonGMLE.expandparams()
    6. PoissonGMLE.fit()
    7. PoissonGMLE.from_formula()
    8. PoissonGMLE.hessian()
    9. PoissonGMLE.information()
    10. PoissonGMLE.initialize()
    11. PoissonGMLE.jac()
    12. PoissonGMLE.loglike()
    13. PoissonGMLE.loglikeobs()
    14. PoissonGMLE.nloglike()
    15. PoissonGMLE.nloglikeobs()
    16. PoissonGMLE.predict_distribution()
    17. PoissonGMLE.predict()
    18. PoissonGMLE.reduceparams()
    19. PoissonGMLE.score_obs()
    20. PoissonGMLE.score()
    21. PoissonOffsetGMLE.expandparams()
    22. PoissonOffsetGMLE.fit()
    23. PoissonOffsetGMLE.from_formula()
    24. PoissonOffsetGMLE.hessian()
    25. PoissonOffsetGMLE.information()
    26. PoissonOffsetGMLE.initialize()
    27. PoissonOffsetGMLE.jac()
    28. PoissonOffsetGMLE.loglike()
    29. PoissonOffsetGMLE.loglikeobs()
    30. PoissonOffsetGMLE.nloglike()
    31. PoissonOffsetGMLE.nloglikeobs()
    32. PoissonOffsetGMLE.predict()
    33. PoissonOffsetGMLE.reduceparams()
    34. PoissonOffsetGMLE.score_obs()
    35. PoissonOffsetGMLE.score()
    36. PoissonZiGMLE.expandparams()
    37. PoissonZiGMLE.fit()
    38. PoissonZiGMLE.from_formula()
    39. PoissonZiGMLE.hessian()
    40. PoissonZiGMLE.information()
    41. PoissonZiGMLE.initialize()
    42. PoissonZiGMLE.jac()
    43. PoissonZiGMLE.loglike()
    44. PoissonZiGMLE.loglikeobs()
    45. PoissonZiGMLE.nloglike()
    46. PoissonZiGMLE.nloglikeobs()
    47. PoissonZiGMLE.predict()
    48. PoissonZiGMLE.reduceparams()
    49. PoissonZiGMLE.score_obs()
    50. PoissonZiGMLE.score()
    51. TLinearModel.expandparams()
    52. TLinearModel.fit()
    53. TLinearModel.from_formula()
    54. TLinearModel.hessian()
    55. TLinearModel.information()
    56. TLinearModel.initialize()
    57. TLinearModel.jac()
    58. TLinearModel.loglike()
    59. TLinearModel.loglikeobs()
    60. TLinearModel.nloglike()
    61. TLinearModel.nloglikeobs()
    62. TLinearModel.predict()
    63. TLinearModel.reduceparams()
    64. TLinearModel.score_obs()
    65. TLinearModel.score()
  20. Regression with Discrete Dependent Variable
    1. BinaryModel.cdf()
    2. BinaryModel.cov_params_func_l1()
    3. BinaryModel.fit_regularized()
    4. BinaryModel.fit()
    5. BinaryModel.from_formula()
    6. BinaryModel.hessian()
    7. BinaryModel.information()
    8. BinaryModel.initialize()
    9. BinaryModel.loglike()
    10. BinaryModel.pdf()
    11. BinaryModel.predict()
    12. BinaryModel.score()
    13. BinaryResults.aic()
    14. BinaryResults.bic()
    15. BinaryResults.bse()
    16. BinaryResults.conf_int()
    17. BinaryResults.cov_params()
    18. BinaryResults.f_test()
    19. BinaryResults.fittedvalues()
    20. BinaryResults.get_margeff()
    21. BinaryResults.initialize()
    22. BinaryResults.llf()
    23. BinaryResults.llnull()
    24. BinaryResults.llr_pvalue()
    25. BinaryResults.llr()
    26. BinaryResults.load()
    27. BinaryResults.normalized_cov_params()
    28. BinaryResults.pred_table()
    29. BinaryResults.predict()
    30. BinaryResults.prsquared()
    31. BinaryResults.pvalues()
    32. BinaryResults.remove_data()
    33. BinaryResults.resid_dev()
    34. BinaryResults.resid_pearson()
    35. BinaryResults.resid_response()
    36. BinaryResults.save()
    37. BinaryResults.summary()
    38. BinaryResults.summary2()
    39. BinaryResults.t_test()
    40. BinaryResults.tvalues()
    41. BinaryResults.wald_test_terms()
    42. BinaryResults.wald_test()
    43. CountModel.cdf()
    44. CountModel.cov_params_func_l1()
    45. CountModel.fit_regularized()
    46. CountModel.fit()
    47. CountModel.from_formula()
    48. CountModel.hessian()
    49. CountModel.information()
    50. CountModel.initialize()
    51. CountModel.loglike()
    52. CountModel.pdf()
    53. CountModel.predict()
    54. CountModel.score()
    55. CountResults.aic()
    56. CountResults.bic()
    57. CountResults.bse()
    58. CountResults.conf_int()
    59. CountResults.cov_params()
    60. CountResults.f_test()
    61. CountResults.fittedvalues()
    62. CountResults.get_margeff()
    63. CountResults.initialize()
    64. CountResults.llf()
    65. CountResults.llnull()
    66. CountResults.llr_pvalue()
    67. CountResults.llr()
    68. CountResults.load()
    69. CountResults.normalized_cov_params()
    70. CountResults.predict()
    71. CountResults.prsquared()
    72. CountResults.pvalues()
    73. CountResults.remove_data()
    74. CountResults.resid()
    75. CountResults.save()
    76. CountResults.summary()
    77. CountResults.summary2()
    78. CountResults.t_test()
    79. CountResults.tvalues()
    80. CountResults.wald_test_terms()
    81. CountResults.wald_test()
    82. discrete.discrete_model.BinaryModel()
    83. discrete.discrete_model.BinaryResults()
    84. discrete.discrete_model.CountModel()
    85. discrete.discrete_model.CountResults()
    86. discrete.discrete_model.DiscreteModel()
    87. discrete.discrete_model.DiscreteResults()
    88. discrete.discrete_model.Logit()
    89. discrete.discrete_model.LogitResults()
    90. discrete.discrete_model.MNLogit()
    91. discrete.discrete_model.MultinomialModel()
    92. discrete.discrete_model.MultinomialResults()
    93. discrete.discrete_model.NegativeBinomial()
    94. discrete.discrete_model.NegativeBinomialResults()
    95. discrete.discrete_model.Poisson()
    96. discrete.discrete_model.Probit()
    97. discrete.discrete_model.ProbitResults()
    98. DiscreteModel.cdf()
    99. DiscreteModel.cov_params_func_l1()
    100. DiscreteModel.fit_regularized()
    101. DiscreteModel.fit()
    102. DiscreteModel.from_formula()
    103. DiscreteModel.hessian()
    104. DiscreteModel.information()
    105. DiscreteModel.initialize()
    106. DiscreteModel.loglike()
    107. DiscreteModel.pdf()
    108. DiscreteModel.predict()
    109. DiscreteModel.score()
    110. DiscreteResults.aic()
    111. DiscreteResults.bic()
    112. DiscreteResults.bse()
    113. DiscreteResults.conf_int()
    114. DiscreteResults.cov_params()
    115. DiscreteResults.f_test()
    116. DiscreteResults.fittedvalues()
    117. DiscreteResults.get_margeff()
    118. DiscreteResults.initialize()
    119. DiscreteResults.llf()
    120. DiscreteResults.llnull()
    121. DiscreteResults.llr_pvalue()
    122. DiscreteResults.llr()
    123. DiscreteResults.load()
    124. DiscreteResults.normalized_cov_params()
    125. DiscreteResults.predict()
    126. DiscreteResults.prsquared()
    127. DiscreteResults.pvalues()
    128. DiscreteResults.remove_data()
    129. DiscreteResults.save()
    130. DiscreteResults.summary()
    131. DiscreteResults.summary2()
    132. DiscreteResults.t_test()
    133. DiscreteResults.tvalues()
    134. DiscreteResults.wald_test_terms()
    135. DiscreteResults.wald_test()
    136. Logit.cdf()
    137. Logit.cov_params_func_l1()
    138. Logit.fit_regularized()
    139. Logit.fit()
    140. Logit.from_formula()
    141. Logit.hessian()
    142. Logit.information()
    143. Logit.initialize()
    144. Logit.jac()
    145. Logit.loglike()
    146. Logit.loglikeobs()
    147. Logit.pdf()
    148. Logit.predict()
    149. Logit.score_obs()
    150. Logit.score()
    151. LogitResults.aic()
    152. LogitResults.bic()
    153. LogitResults.bse()
    154. LogitResults.conf_int()
    155. LogitResults.cov_params()
    156. LogitResults.f_test()
    157. LogitResults.fittedvalues()
    158. LogitResults.get_margeff()
    159. LogitResults.initialize()
    160. LogitResults.llf()
    161. LogitResults.llnull()
    162. LogitResults.llr_pvalue()
    163. LogitResults.llr()
    164. LogitResults.load()
    165. LogitResults.normalized_cov_params()
    166. LogitResults.pred_table()
    167. LogitResults.predict()
    168. LogitResults.prsquared()
    169. LogitResults.pvalues()
    170. LogitResults.remove_data()
    171. LogitResults.resid_dev()
    172. LogitResults.resid_generalized()
    173. LogitResults.resid_pearson()
    174. LogitResults.resid_response()
    175. LogitResults.save()
    176. LogitResults.summary()
    177. LogitResults.summary2()
    178. LogitResults.t_test()
    179. LogitResults.tvalues()
    180. LogitResults.wald_test_terms()
    181. LogitResults.wald_test()
    182. MNLogit.cdf()
    183. MNLogit.cov_params_func_l1()
    184. MNLogit.fit_regularized()
    185. MNLogit.fit()
    186. MNLogit.from_formula()
    187. MNLogit.hessian()
    188. MNLogit.information()
    189. MNLogit.initialize()
    190. MNLogit.jac()
    191. MNLogit.loglike_and_score()
    192. MNLogit.loglike()
    193. MNLogit.loglikeobs()
    194. MNLogit.pdf()
    195. MNLogit.predict()
    196. MNLogit.score_obs()
    197. MNLogit.score()
    198. MultinomialModel.cdf()
    199. MultinomialModel.cov_params_func_l1()
    200. MultinomialModel.fit_regularized()
    201. MultinomialModel.fit()
    202. MultinomialModel.from_formula()
    203. MultinomialModel.hessian()
    204. MultinomialModel.information()
    205. MultinomialModel.initialize()
    206. MultinomialModel.loglike()
    207. MultinomialModel.pdf()
    208. MultinomialModel.predict()
    209. MultinomialModel.score()
    210. MultinomialResults.aic()
    211. MultinomialResults.bic()
    212. MultinomialResults.bse()
    213. MultinomialResults.conf_int()
    214. MultinomialResults.cov_params()
    215. MultinomialResults.f_test()
    216. MultinomialResults.fittedvalues()
    217. MultinomialResults.get_margeff()
    218. MultinomialResults.initialize()
    219. MultinomialResults.llf()
    220. MultinomialResults.llnull()
    221. MultinomialResults.llr_pvalue()
    222. MultinomialResults.llr()
    223. MultinomialResults.load()
    224. MultinomialResults.margeff()
    225. MultinomialResults.normalized_cov_params()
    226. MultinomialResults.pred_table()
    227. MultinomialResults.predict()
    228. MultinomialResults.prsquared()
    229. MultinomialResults.pvalues()
    230. MultinomialResults.remove_data()
    231. MultinomialResults.resid_misclassified()
    232. MultinomialResults.save()
    233. MultinomialResults.summary()
    234. MultinomialResults.summary2()
    235. MultinomialResults.t_test()
    236. MultinomialResults.tvalues()
    237. MultinomialResults.wald_test_terms()
    238. MultinomialResults.wald_test()
    239. NegativeBinomial.cdf()
    240. NegativeBinomial.cov_params_func_l1()
    241. NegativeBinomial.fit_regularized()
    242. NegativeBinomial.fit()
    243. NegativeBinomial.from_formula()
    244. NegativeBinomial.hessian()
    245. NegativeBinomial.information()
    246. NegativeBinomial.initialize()
    247. NegativeBinomial.jac()
    248. NegativeBinomial.loglike()
    249. NegativeBinomial.pdf()
    250. NegativeBinomial.predict()
    251. NegativeBinomial.score_obs()
    252. NegativeBinomial.score()
    253. NegativeBinomialResults.aic()
    254. NegativeBinomialResults.bic()
    255. NegativeBinomialResults.bse()
    256. NegativeBinomialResults.conf_int()
    257. NegativeBinomialResults.cov_params()
    258. NegativeBinomialResults.f_test()
    259. NegativeBinomialResults.fittedvalues()
    260. NegativeBinomialResults.get_margeff()
    261. NegativeBinomialResults.initialize()
    262. NegativeBinomialResults.llf()
    263. NegativeBinomialResults.llnull()
    264. NegativeBinomialResults.llr_pvalue()
    265. NegativeBinomialResults.llr()
    266. NegativeBinomialResults.lnalpha_std_err()
    267. NegativeBinomialResults.lnalpha()
    268. NegativeBinomialResults.load()
    269. NegativeBinomialResults.normalized_cov_params()
    270. NegativeBinomialResults.normalized_cov_params()
    271. NegativeBinomialResults.predict()
    272. NegativeBinomialResults.prsquared()
    273. NegativeBinomialResults.pvalues()
    274. NegativeBinomialResults.remove_data()
    275. NegativeBinomialResults.resid()
    276. NegativeBinomialResults.save()
    277. NegativeBinomialResults.summary()
    278. NegativeBinomialResults.summary2()
    279. NegativeBinomialResults.t_test()
    280. NegativeBinomialResults.tvalues()
    281. NegativeBinomialResults.wald_test_terms()
    282. NegativeBinomialResults.wald_test()
    283. Poisson.cdf()
    284. Poisson.cov_params_func_l1()
    285. Poisson.fit_constrained()
    286. Poisson.fit_regularized()
    287. Poisson.fit()
    288. Poisson.from_formula()
    289. Poisson.hessian()
    290. Poisson.information()
    291. Poisson.initialize()
    292. Poisson.jac()
    293. Poisson.loglike()
    294. Poisson.loglikeobs()
    295. Poisson.pdf()
    296. Poisson.predict()
    297. Poisson.score_obs()
    298. Poisson.score()
    299. Probit.cdf()
    300. Probit.cov_params_func_l1()
    301. Probit.fit_regularized()
    302. Probit.fit()
    303. Probit.from_formula()
    304. Probit.hessian()
    305. Probit.information()
    306. Probit.initialize()
    307. Probit.jac()
    308. Probit.loglike()
    309. Probit.loglikeobs()
    310. Probit.pdf()
    311. Probit.predict()
    312. Probit.score_obs()
    313. Probit.score()
    314. ProbitResults.aic()
    315. ProbitResults.bic()
    316. ProbitResults.bse()
    317. ProbitResults.conf_int()
    318. ProbitResults.cov_params()
    319. ProbitResults.f_test()
    320. ProbitResults.fittedvalues()
    321. ProbitResults.get_margeff()
    322. ProbitResults.initialize()
    323. ProbitResults.llf()
    324. ProbitResults.llnull()
    325. ProbitResults.llr_pvalue()
    326. ProbitResults.llr()
    327. ProbitResults.load()
    328. ProbitResults.normalized_cov_params()
    329. ProbitResults.pred_table()
    330. ProbitResults.predict()
    331. ProbitResults.prsquared()
    332. ProbitResults.pvalues()
    333. ProbitResults.remove_data()
    334. ProbitResults.resid_dev()
    335. ProbitResults.resid_generalized()
    336. ProbitResults.resid_pearson()
    337. ProbitResults.resid_response()
    338. ProbitResults.save()
    339. ProbitResults.summary()
    340. ProbitResults.summary2()
    341. ProbitResults.t_test()
    342. ProbitResults.tvalues()
    343. ProbitResults.wald_test_terms()
    344. ProbitResults.wald_test()
  21. Robust Linear Models
    1. AndrewWave.psi_deriv()
    2. AndrewWave.psi()
    3. AndrewWave.rho()
    4. AndrewWave.weights()
    5. Hampel.psi_deriv()
    6. Hampel.psi()
    7. Hampel.rho()
    8. Hampel.weights()
    9. HuberT.psi_deriv()
    10. HuberT.psi()
    11. HuberT.rho()
    12. HuberT.weights()
    13. LeastSquares.psi_deriv()
    14. LeastSquares.psi()
    15. LeastSquares.rho()
    16. LeastSquares.weights()
    17. RamsayE.psi_deriv()
    18. RamsayE.psi()
    19. RamsayE.rho()
    20. RamsayE.weights()
    21. RLM.deviance()
    22. RLM.fit()
    23. RLM.from_formula()
    24. RLM.hessian()
    25. RLM.information()
    26. RLM.initialize()
    27. RLM.loglike()
    28. RLM.predict()
    29. RLM.score()
    30. RLMResults.bcov_scaled()
    31. RLMResults.bcov_unscaled()
    32. RLMResults.bse()
    33. RLMResults.chisq()
    34. RLMResults.conf_int()
    35. RLMResults.cov_params()
    36. RLMResults.f_test()
    37. RLMResults.fittedvalues()
    38. RLMResults.initialize()
    39. RLMResults.llf()
    40. RLMResults.load()
    41. RLMResults.normalized_cov_params()
    42. RLMResults.predict()
    43. RLMResults.pvalues()
    44. RLMResults.remove_data()
    45. RLMResults.resid()
    46. RLMResults.save()
    47. RLMResults.sresid()
    48. RLMResults.summary()
    49. RLMResults.summary2()
    50. RLMResults.t_test()
    51. RLMResults.tvalues()
    52. RLMResults.wald_test_terms()
    53. RLMResults.wald_test()
    54. RLMResults.weights()
    55. robust.norms.AndrewWave()
    56. robust.norms.estimate_location()
    57. robust.norms.Hampel()
    58. robust.norms.HuberT()
    59. robust.norms.LeastSquares
    60. robust.norms.RamsayE()
    61. robust.norms.RobustNorm
    62. robust.norms.TrimmedMean()
    63. robust.norms.TukeyBiweight()
    64. robust.robust_linear_model.RLM()
    65. robust.robust_linear_model.RLMResults()
    66. robust.scale.Huber()
    67. robust.scale.hubers_scale
    68. robust.scale.HuberScale()
    69. robust.scale.mad()
    70. RobustNorm.psi_deriv()
    71. RobustNorm.psi()
    72. RobustNorm.rho()
    73. RobustNorm.weights()
    74. TrimmedMean.psi_deriv()
    75. TrimmedMean.psi()
    76. TrimmedMean.rho()
    77. TrimmedMean.weights()
    78. TukeyBiweight.psi_deriv()
    79. TukeyBiweight.psi()
    80. TukeyBiweight.rho()
    81. TukeyBiweight.weights()
  22. Sandbox
    1. sandbox.descstats.descstats()
    2. sandbox.descstats.sign_test()
    3. sandbox.regression.anova_nistcertified.anova_ols()
    4. sandbox.regression.anova_nistcertified.anova_oneway()
    5. sandbox.regression.try_catdata.cat2dummy()
    6. sandbox.regression.try_catdata.convertlabels()
    7. sandbox.regression.try_catdata.groupsstats_1d()
    8. sandbox.regression.try_catdata.groupsstats_dummy()
    9. sandbox.regression.try_catdata.groupstatsbin()
    10. sandbox.regression.try_catdata.labelmeanfilter_nd()
    11. sandbox.regression.try_catdata.labelmeanfilter_str()
    12. sandbox.regression.try_catdata.labelmeanfilter()
    13. sandbox.regression.try_ols_anova.data2dummy()
    14. sandbox.regression.try_ols_anova.data2groupcont()
    15. sandbox.regression.try_ols_anova.data2proddummy()
    16. sandbox.regression.try_ols_anova.dropname()
    17. sandbox.regression.try_ols_anova.form2design()
    18. sandbox.sysreg.Sem2SLS()
    19. sandbox.sysreg.SUR()
    20. sandbox.tsa.movstat.movmean()
    21. sandbox.tsa.movstat.movmoment()
    22. sandbox.tsa.movstat.movorder()
    23. sandbox.tsa.movstat.movvar()
    24. Sem2SLS.fit()
    25. Sem2SLS.whiten()
    26. SUR.fit()
    27. SUR.initialize()
    28. SUR.predict()
    29. SUR.whiten()
  23. Statistics
    1. CompareCox.run()
    2. CompareJ.run()
    3. CompareMeans.dof_satt()
    4. CompareMeans.from_data()
    5. CompareMeans.std_meandiff_pooledvar()
    6. CompareMeans.std_meandiff_separatevar()
    7. CompareMeans.summary()
    8. CompareMeans.tconfint_diff()
    9. CompareMeans.ttest_ind()
    10. CompareMeans.ttost_ind()
    11. CompareMeans.zconfint_diff()
    12. CompareMeans.ztest_ind()
    13. CompareMeans.ztost_ind()
    14. DescrStatsW.asrepeats()
    15. DescrStatsW.corrcoef()
    16. DescrStatsW.cov()
    17. DescrStatsW.demeaned()
    18. DescrStatsW.get_compare()
    19. DescrStatsW.mean()
    20. DescrStatsW.nobs()
    21. DescrStatsW.quantile()
    22. DescrStatsW.std_ddof()
    23. DescrStatsW.std_mean()
    24. DescrStatsW.std()
    25. DescrStatsW.sum_weights()
    26. DescrStatsW.sum()
    27. DescrStatsW.sumsquares()
    28. DescrStatsW.tconfint_mean()
    29. DescrStatsW.ttest_mean()
    30. DescrStatsW.ttost_mean()
    31. DescrStatsW.var_ddof()
    32. DescrStatsW.var()
    33. DescrStatsW.zconfint_mean()
    34. DescrStatsW.ztest_mean()
    35. DescrStatsW.ztost_mean()
    36. FactoredPSDMatrix.decorrelate()
    37. FactoredPSDMatrix.logdet()
    38. FactoredPSDMatrix.solve()
    39. FactoredPSDMatrix.to_matrix()
    40. FTestAnovaPower.plot_power()
    41. FTestAnovaPower.power()
    42. FTestAnovaPower.solve_power()
    43. FTestPower.plot_power()
    44. FTestPower.power()
    45. FTestPower.solve_power()
    46. GofChisquarePower.plot_power()
    47. GofChisquarePower.power()
    48. GofChisquarePower.solve_power()
    49. GroupsStats.groupdemean()
    50. GroupsStats.groupsswithin()
    51. GroupsStats.groupvarwithin()
    52. GroupsStats.runbasic_old()
    53. GroupsStats.runbasic()
    54. HetGoldfeldQuandt.run()
    55. Mediation.fit()
    56. MediationResults.summary()
    57. MultiComparison.allpairtest()
    58. MultiComparison.getranks()
    59. MultiComparison.kruskal()
    60. MultiComparison.tukeyhsd()
    61. NormalIndPower.plot_power()
    62. NormalIndPower.power()
    63. NormalIndPower.solve_power()
    64. NullDistribution.pdf()
    65. OLSInfluence.cooks_distance()
    66. OLSInfluence.cov_ratio()
    67. OLSInfluence.det_cov_params_not_obsi()
    68. OLSInfluence.dfbetas()
    69. OLSInfluence.dffits_internal()
    70. OLSInfluence.dffits()
    71. OLSInfluence.ess_press()
    72. OLSInfluence.get_resid_studentized_external()
    73. OLSInfluence.get_resid_studentized_external()
    74. OLSInfluence.hat_diag_factor()
    75. OLSInfluence.hat_matrix_diag()
    76. OLSInfluence.influence()
    77. OLSInfluence.params_not_obsi()
    78. OLSInfluence.resid_press()
    79. OLSInfluence.resid_std()
    80. OLSInfluence.resid_studentized_external()
    81. OLSInfluence.resid_studentized_internal()
    82. OLSInfluence.resid_var()
    83. OLSInfluence.sigma2_not_obsi()
    84. OLSInfluence.summary_frame()
    85. OLSInfluence.summary_table()
    86. Runs.runs_test()
    87. sandbox.stats.multicomp.catstack()
    88. sandbox.stats.multicomp.ccols
    89. sandbox.stats.multicomp.compare_ordered()
    90. sandbox.stats.multicomp.distance_st_range()
    91. sandbox.stats.multicomp.ecdf()
    92. sandbox.stats.multicomp.fdrcorrection0()
    93. sandbox.stats.multicomp.get_tukeyQcrit()
    94. sandbox.stats.multicomp.GroupsStats()
    95. sandbox.stats.multicomp.homogeneous_subsets()
    96. sandbox.stats.multicomp.maxzero()
    97. sandbox.stats.multicomp.maxzerodown()
    98. sandbox.stats.multicomp.mcfdr()
    99. sandbox.stats.multicomp.MultiComparison()
    100. sandbox.stats.multicomp.multipletests()
    101. sandbox.stats.multicomp.qcrit
    102. sandbox.stats.multicomp.randmvn()
    103. sandbox.stats.multicomp.rankdata()
    104. sandbox.stats.multicomp.rejectionline()
    105. sandbox.stats.multicomp.set_partition()
    106. sandbox.stats.multicomp.set_remove_subs()
    107. sandbox.stats.multicomp.StepDown()
    108. sandbox.stats.multicomp.tiecorrect()
    109. sandbox.stats.multicomp.TukeyHSDResults()
    110. sandbox.stats.multicomp.varcorrection_pairs_unbalanced()
    111. sandbox.stats.multicomp.varcorrection_pairs_unequal()
    112. sandbox.stats.multicomp.varcorrection_unbalanced()
    113. sandbox.stats.multicomp.varcorrection_unequal()
    114. sandbox.stats.runs.cochrans_q()
    115. sandbox.stats.runs.mcnemar()
    116. sandbox.stats.runs.median_test_ksample()
    117. sandbox.stats.runs.Runs()
    118. sandbox.stats.runs.runstest_1samp()
    119. sandbox.stats.runs.runstest_2samp()
    120. sandbox.stats.runs.symmetry_bowker()
    121. stats.correlation_tools.corr_clipped()
    122. stats.correlation_tools.corr_nearest_factor()
    123. stats.correlation_tools.corr_nearest()
    124. stats.correlation_tools.corr_thresholded()
    125. stats.correlation_tools.cov_nearest_factor_homog()
    126. stats.correlation_tools.cov_nearest()
    127. stats.correlation_tools.FactoredPSDMatrix()
    128. stats.descriptivestats.sign_test()
    129. stats.diagnostic.acorr_breusch_godfrey()
    130. stats.diagnostic.acorr_ljungbox()
    131. stats.diagnostic.breaks_cusumolsresid()
    132. stats.diagnostic.breaks_hansen()
    133. stats.diagnostic.compare_cox
    134. stats.diagnostic.compare_j
    135. stats.diagnostic.CompareCox
    136. stats.diagnostic.CompareJ
    137. stats.diagnostic.het_arch()
    138. stats.diagnostic.het_breuschpagan()
    139. stats.diagnostic.het_goldfeldquandt
    140. stats.diagnostic.het_white()
    141. stats.diagnostic.HetGoldfeldQuandt
    142. stats.diagnostic.kstest_normal()
    143. stats.diagnostic.lilliefors()
    144. stats.diagnostic.linear_harvey_collier()
    145. stats.diagnostic.linear_lm()
    146. stats.diagnostic.linear_rainbow()
    147. stats.diagnostic.normal_ad()
    148. stats.diagnostic.recursive_olsresiduals()
    149. stats.diagnostic.unitroot_adf()
    150. stats.gof.chisquare_effectsize()
    151. stats.gof.gof_binning_discrete()
    152. stats.gof.gof_chisquare_discrete()
    153. stats.gof.powerdiscrepancy()
    154. stats.inter_rater.aggregate_raters()
    155. stats.inter_rater.cohens_kappa()
    156. stats.inter_rater.fleiss_kappa()
    157. stats.inter_rater.to_table()
    158. stats.mediation.Mediation()
    159. stats.mediation.MediationResults()
    160. stats.moment_helpers.corr2cov()
    161. stats.moment_helpers.cov2corr()
    162. stats.moment_helpers.cum2mc()
    163. stats.moment_helpers.mc2mnc()
    164. stats.moment_helpers.mc2mvsk()
    165. stats.moment_helpers.mnc2cum()
    166. stats.moment_helpers.mnc2mc()
    167. stats.moment_helpers.mnc2mvsk()
    168. stats.moment_helpers.mvsk2mc()
    169. stats.moment_helpers.mvsk2mnc()
    170. stats.moment_helpers.se_cov()
    171. stats.multicomp.pairwise_tukeyhsd()
    172. stats.multitest.fdrcorrection_twostage()
    173. stats.multitest.local_fdr()
    174. stats.multitest.NullDistribution()
    175. stats.outliers_influence.OLSInfluence()
    176. stats.outliers_influence.variance_inflation_factor()
    177. stats.power.FTestAnovaPower()
    178. stats.power.FTestPower()
    179. stats.power.GofChisquarePower()
    180. stats.power.NormalIndPower()
    181. stats.power.tt_ind_solve_power
    182. stats.power.tt_solve_power
    183. stats.power.TTestIndPower()
    184. stats.power.TTestPower()
    185. stats.power.zt_ind_solve_power
    186. stats.proportion.binom_test_reject_interval()
    187. stats.proportion.binom_test()
    188. stats.proportion.binom_tost_reject_interval()
    189. stats.proportion.binom_tost()
    190. stats.proportion.multinomial_proportions_confint()
    191. stats.proportion.power_binom_tost()
    192. stats.proportion.power_ztost_prop()
    193. stats.proportion.proportion_confint()
    194. stats.proportion.proportion_effectsize()
    195. stats.proportion.proportions_chisquare_allpairs()
    196. stats.proportion.proportions_chisquare_pairscontrol()
    197. stats.proportion.proportions_chisquare()
    198. stats.proportion.proportions_ztest()
    199. stats.proportion.proportions_ztost()
    200. stats.proportion.samplesize_confint_proportion()
    201. stats.sandwich_covariance.cov_cluster_2groups()
    202. stats.sandwich_covariance.cov_cluster()
    203. stats.sandwich_covariance.cov_hac()
    204. stats.sandwich_covariance.cov_hc0()
    205. stats.sandwich_covariance.cov_hc1()
    206. stats.sandwich_covariance.cov_hc2()
    207. stats.sandwich_covariance.cov_hc3()
    208. stats.sandwich_covariance.cov_nw_groupsum()
    209. stats.sandwich_covariance.cov_nw_panel()
    210. stats.sandwich_covariance.cov_white_simple()
    211. stats.sandwich_covariance.se_cov()
    212. stats.stattools.durbin_watson()
    213. stats.stattools.expected_robust_kurtosis()
    214. stats.stattools.jarque_bera()
    215. stats.stattools.medcouple()
    216. stats.stattools.omni_normtest()
    217. stats.stattools.robust_kurtosis()
    218. stats.stattools.robust_skewness()
    219. stats.weightstats._tconfint_generic()
    220. stats.weightstats._tstat_generic()
    221. stats.weightstats._zconfint_generic()
    222. stats.weightstats._zstat_generic()
    223. stats.weightstats._zstat_generic2()
    224. stats.weightstats.CompareMeans()
    225. stats.weightstats.DescrStatsW()
    226. stats.weightstats.ttest_ind()
    227. stats.weightstats.ttost_ind()
    228. stats.weightstats.ttost_paired()
    229. stats.weightstats.zconfint()
    230. stats.weightstats.ztest()
    231. stats.weightstats.ztost()
    232. StepDown.check_set()
    233. StepDown.get_crit()
    234. StepDown.get_distance_matrix()
    235. StepDown.iter_subsets()
    236. StepDown.run()
    237. StepDown.stepdown()
    238. TTestIndPower.plot_power()
    239. TTestIndPower.power()
    240. TTestIndPower.solve_power()
    241. TTestPower.plot_power()
    242. TTestPower.power()
    243. TTestPower.solve_power()
    244. TukeyHSDResults.plot_simultaneous()
    245. TukeyHSDResults.summary()
  24. Time Series analysis
    1. AR.fit()
    2. AR.from_formula()
    3. AR.hessian()
    4. AR.information()
    5. AR.initialize()
    6. AR.loglike()
    7. AR.predict()
    8. AR.score()
    9. AR.select_order()
    10. ARIMA.fit()
    11. ARIMA.from_formula()
    12. ARIMA.geterrors()
    13. ARIMA.hessian()
    14. ARIMA.information()
    15. ARIMA.initialize()
    16. ARIMA.loglike_css()
    17. ARIMA.loglike_kalman()
    18. ARIMA.loglike()
    19. ARIMA.predict()
    20. ARIMA.score()
    21. ARIMAResults.aic()
    22. ARIMAResults.arfreq()
    23. ARIMAResults.arparams()
    24. ARIMAResults.arroots()
    25. ARIMAResults.bic()
    26. ARIMAResults.bse()
    27. ARIMAResults.conf_int()
    28. ARIMAResults.cov_params()
    29. ARIMAResults.f_test()
    30. ARIMAResults.fittedvalues()
    31. ARIMAResults.forecast()
    32. ARIMAResults.hqic()
    33. ARIMAResults.initialize()
    34. ARIMAResults.llf()
    35. ARIMAResults.load()
    36. ARIMAResults.mafreq()
    37. ARIMAResults.maparams()
    38. ARIMAResults.maroots()
    39. ARIMAResults.normalized_cov_params()
    40. ARIMAResults.plot_predict()
    41. ARIMAResults.predict()
    42. ARIMAResults.pvalues()
    43. ARIMAResults.remove_data()
    44. ARIMAResults.resid()
    45. ARIMAResults.save()
    46. ARIMAResults.summary()
    47. ARIMAResults.summary2()
    48. ARIMAResults.t_test()
    49. ARIMAResults.tvalues()
    50. ARIMAResults.wald_test_terms()
    51. ARIMAResults.wald_test()
    52. ARMA.fit()
    53. ARMA.from_formula()
    54. ARMA.geterrors()
    55. ARMA.hessian()
    56. ARMA.information()
    57. ARMA.initialize()
    58. ARMA.loglike_css()
    59. ARMA.loglike_kalman()
    60. ARMA.loglike()
    61. ARMA.predict()
    62. ARMA.score()
    63. ArmaFft.acf()
    64. ArmaFft.acf2spdfreq()
    65. ArmaFft.acovf()
    66. ArmaFft.arma2ar()
    67. ArmaFft.arma2ma()
    68. ArmaFft.fftar()
    69. ArmaFft.fftarma()
    70. ArmaFft.fftma()
    71. ArmaFft.filter()
    72. ArmaFft.filter2()
    73. ArmaFft.from_coeffs()
    74. ArmaFft.from_estimation()
    75. ArmaFft.generate_sample()
    76. ArmaFft.impulse_response()
    77. ArmaFft.invertroots()
    78. ArmaFft.invpowerspd()
    79. ArmaFft.pacf()
    80. ArmaFft.pad()
    81. ArmaFft.padarr()
    82. ArmaFft.periodogram()
    83. ArmaFft.plot4()
    84. ArmaFft.spd()
    85. ArmaFft.spddirect()
    86. ArmaFft.spdmapoly()
    87. ArmaFft.spdpoly()
    88. ArmaFft.spdroots_()
    89. ArmaFft.spdroots()
    90. ArmaFft.spdshift()
    91. ArmaProcess.acf()
    92. ArmaProcess.acovf()
    93. ArmaProcess.arma2ar()
    94. ArmaProcess.arma2ma()
    95. ArmaProcess.from_coeffs()
    96. ArmaProcess.from_estimation()
    97. ArmaProcess.generate_sample()
    98. ArmaProcess.impulse_response()
    99. ArmaProcess.invertroots()
    100. ArmaProcess.pacf()
    101. ArmaProcess.periodogram()
    102. ARMAResults.aic()
    103. ARMAResults.arfreq()
    104. ARMAResults.arparams()
    105. ARMAResults.arroots()
    106. ARMAResults.bic()
    107. ARMAResults.bse()
    108. ARMAResults.conf_int()
    109. ARMAResults.cov_params()
    110. ARMAResults.f_test()
    111. ARMAResults.fittedvalues()
    112. ARMAResults.forecast()
    113. ARMAResults.hqic()
    114. ARMAResults.initialize()
    115. ARMAResults.llf()
    116. ARMAResults.load()
    117. ARMAResults.mafreq()
    118. ARMAResults.maparams()
    119. ARMAResults.maroots()
    120. ARMAResults.normalized_cov_params()
    121. ARMAResults.plot_predict()
    122. ARMAResults.predict()
    123. ARMAResults.pvalues()
    124. ARMAResults.remove_data()
    125. ARMAResults.resid()
    126. ARMAResults.save()
    127. ARMAResults.summary()
    128. ARMAResults.summary2()
    129. ARMAResults.t_test()
    130. ARMAResults.tvalues()
    131. ARMAResults.wald_test_terms()
    132. ARMAResults.wald_test()
    133. ARResults.aic()
    134. ARResults.bic()
    135. ARResults.bse()
    136. ARResults.conf_int()
    137. ARResults.cov_params()
    138. ARResults.f_test()
    139. ARResults.fittedvalues()
    140. ARResults.fpe()
    141. ARResults.hqic()
    142. ARResults.initialize()
    143. ARResults.llf()
    144. ARResults.load()
    145. ARResults.normalized_cov_params()
    146. ARResults.predict()
    147. ARResults.pvalues()
    148. ARResults.remove_data()
    149. ARResults.resid()
    150. ARResults.roots()
    151. ARResults.save()
    152. ARResults.scale()
    153. ARResults.sigma2()
    154. ARResults.summary()
    155. ARResults.t_test()
    156. ARResults.tvalues()
    157. ARResults.wald_test_terms()
    158. ARResults.wald_test()
    159. DynamicVAR.coefs()
    160. DynamicVAR.equations()
    161. DynamicVAR.forecast()
    162. DynamicVAR.plot_forecast()
    163. DynamicVAR.r2()
    164. DynamicVAR.resid()
    165. DynamicVAR.T()
    166. FEVD.cov()
    167. FEVD.plot()
    168. FEVD.summary()
    169. IRAnalysis.cov()
    170. IRAnalysis.cum_effect_cov()
    171. IRAnalysis.cum_effect_stderr()
    172. IRAnalysis.cum_errband_mc()
    173. IRAnalysis.err_band_sz1()
    174. IRAnalysis.err_band_sz2()
    175. IRAnalysis.err_band_sz3()
    176. IRAnalysis.errband_mc()
    177. IRAnalysis.fevd_table()
    178. IRAnalysis.G()
    179. IRAnalysis.H()
    180. IRAnalysis.lr_effect_cov()
    181. IRAnalysis.lr_effect_stderr()
    182. IRAnalysis.plot_cum_effects()
    183. IRAnalysis.plot()
    184. IRAnalysis.stderr()
    185. KalmanFilter.geterrors()
    186. KalmanFilter.loglike()
    187. KalmanFilter.R()
    188. KalmanFilter.T()
    189. KalmanFilter.Z()
    190. MarkovAutoregression.filter()
    191. MarkovAutoregression.filter()
    192. MarkovAutoregression.fit()
    193. MarkovAutoregression.fit()
    194. MarkovAutoregression.from_formula()
    195. MarkovAutoregression.from_formula()
    196. MarkovAutoregression.hessian()
    197. MarkovAutoregression.hessian()
    198. MarkovAutoregression.information()
    199. MarkovAutoregression.information()
    200. MarkovAutoregression.initial_probabilities()
    201. MarkovAutoregression.initial_probabilities()
    202. MarkovAutoregression.initialize_known()
    203. MarkovAutoregression.initialize_known()
    204. MarkovAutoregression.initialize_steady_state()
    205. MarkovAutoregression.initialize_steady_state()
    206. MarkovAutoregression.initialize()
    207. MarkovAutoregression.initialize()
    208. MarkovAutoregression.loglike()
    209. MarkovAutoregression.loglike()
    210. MarkovAutoregression.loglikeobs()
    211. MarkovAutoregression.loglikeobs()
    212. MarkovAutoregression.predict_conditional()
    213. MarkovAutoregression.predict_conditional()
    214. MarkovAutoregression.predict()
    215. MarkovAutoregression.predict()
    216. MarkovAutoregression.regime_transition_matrix()
    217. MarkovAutoregression.regime_transition_matrix()
    218. MarkovAutoregression.score_obs()
    219. MarkovAutoregression.score_obs()
    220. MarkovAutoregression.score()
    221. MarkovAutoregression.score()
    222. MarkovAutoregression.smooth()
    223. MarkovAutoregression.smooth()
    224. MarkovAutoregression.transform_params()
    225. MarkovAutoregression.transform_params()
    226. MarkovAutoregression.untransform_params()
    227. MarkovAutoregression.untransform_params()
    228. MarkovRegression.filter()
    229. MarkovRegression.fit()
    230. MarkovRegression.from_formula()
    231. MarkovRegression.from_formula()
    232. MarkovRegression.hessian()
    233. MarkovRegression.information()
    234. MarkovRegression.information()
    235. MarkovRegression.initial_probabilities()
    236. MarkovRegression.initial_probabilities()
    237. MarkovRegression.initialize_known()
    238. MarkovRegression.initialize_known()
    239. MarkovRegression.initialize_steady_state()
    240. MarkovRegression.initialize_steady_state()
    241. MarkovRegression.initialize()
    242. MarkovRegression.loglike()
    243. MarkovRegression.loglikeobs()
    244. MarkovRegression.predict_conditional()
    245. MarkovRegression.predict_conditional()
    246. MarkovRegression.predict()
    247. MarkovRegression.regime_transition_matrix()
    248. MarkovRegression.regime_transition_matrix()
    249. MarkovRegression.score_obs()
    250. MarkovRegression.score()
    251. MarkovRegression.smooth()
    252. MarkovRegression.transform_params()
    253. MarkovRegression.transform_params()
    254. MarkovRegression.untransform_params()
    255. MarkovRegression.untransform_params()
    256. sandbox.tsa.fftarma.ArmaFft()
    257. tsa.ar_model.AR()
    258. tsa.ar_model.ARResults()
    259. tsa.arima_model.ARIMA()
    260. tsa.arima_model.ARIMAResults()
    261. tsa.arima_model.ARMA()
    262. tsa.arima_model.ARMAResults()
    263. tsa.arima_process.ar2arma()
    264. tsa.arima_process.arma_acf()
    265. tsa.arima_process.arma_acovf()
    266. tsa.arima_process.arma_generate_sample()
    267. tsa.arima_process.arma_impulse_response()
    268. tsa.arima_process.arma_pacf()
    269. tsa.arima_process.arma_periodogram()
    270. tsa.arima_process.arma2ar()
    271. tsa.arima_process.arma2ma()
    272. tsa.arima_process.ArmaProcess()
    273. tsa.arima_process.deconvolve()
    274. tsa.arima_process.index2lpol()
    275. tsa.arima_process.lpol_fiar()
    276. tsa.arima_process.lpol_fima()
    277. tsa.arima_process.lpol_sdiff()
    278. tsa.arima_process.lpol2index()
    279. tsa.filters.bk_filter.bkfilter()
    280. tsa.filters.cf_filter.cffilter()
    281. tsa.filters.filtertools.convolution_filter()
    282. tsa.filters.filtertools.fftconvolve3()
    283. tsa.filters.filtertools.fftconvolveinv()
    284. tsa.filters.filtertools.miso_lfilter()
    285. tsa.filters.filtertools.recursive_filter()
    286. tsa.filters.hp_filter.hpfilter()
    287. tsa.interp.denton.dentonm()
    288. tsa.kalmanf.kalmanfilter.KalmanFilter
    289. tsa.regime_switching.markov_autoregression.MarkovAutoregression()
    290. tsa.regime_switching.markov_regression.MarkovRegression()
    291. tsa.seasonal.seasonal_decompose()
    292. tsa.stattools.acf()
    293. tsa.stattools.acovf()
    294. tsa.stattools.adfuller()
    295. tsa.stattools.arma_order_select_ic()
    296. tsa.stattools.bds()
    297. tsa.stattools.ccf()
    298. tsa.stattools.ccovf()
    299. tsa.stattools.coint()
    300. tsa.stattools.grangercausalitytests()
    301. tsa.stattools.kpss()
    302. tsa.stattools.levinson_durbin()
    303. tsa.stattools.pacf_ols()
    304. tsa.stattools.pacf_yw()
    305. tsa.stattools.pacf()
    306. tsa.stattools.periodogram()
    307. tsa.stattools.q_stat()
    308. tsa.tsatools.add_trend()
    309. tsa.tsatools.detrend()
    310. tsa.tsatools.lagmat()
    311. tsa.tsatools.lagmat2ds()
    312. tsa.varma_process.VarmaPoly()
    313. tsa.vector_ar.dynamic.DynamicVAR()
    314. tsa.vector_ar.irf.IRAnalysis()
    315. tsa.vector_ar.var_model.FEVD()
    316. tsa.vector_ar.var_model.VAR()
    317. tsa.vector_ar.var_model.VARProcess()
    318. tsa.vector_ar.var_model.VARResults()
    319. tsa.x13.x13_arima_analysis()
    320. tsa.x13.x13_arima_select_order()
    321. VAR.fit()
    322. VAR.from_formula()
    323. VAR.hessian()
    324. VAR.information()
    325. VAR.initialize()
    326. VAR.loglike()
    327. VAR.predict()
    328. VAR.score()
    329. VAR.select_order()
    330. VarmaPoly.getisinvertible()
    331. VarmaPoly.getisstationary()
    332. VarmaPoly.hstack()
    333. VarmaPoly.hstackarma_minus1()
    334. VarmaPoly.reduceform()
    335. VarmaPoly.stacksquare()
    336. VarmaPoly.vstack()
    337. VarmaPoly.vstackarma_minus1()
    338. VARProcess.acf()
    339. VARProcess.acorr()
    340. VARProcess.forecast_cov()
    341. VARProcess.forecast_interval()
    342. VARProcess.forecast()
    343. VARProcess.get_eq_index()
    344. VARProcess.is_stable()
    345. VARProcess.long_run_effects()
    346. VARProcess.ma_rep()
    347. VARProcess.mean()
    348. VARProcess.mse()
    349. VARProcess.orth_ma_rep()
    350. VARProcess.plot_acorr()
    351. VARProcess.plotsim()
    352. VARResults.acf()
    353. VARResults.acorr()
    354. VARResults.bse()
    355. VARResults.cov_params()
    356. VARResults.cov_ybar()
    357. VARResults.detomega()
    358. VARResults.fevd()
    359. VARResults.fittedvalues()
    360. VARResults.forecast_cov()
    361. VARResults.forecast_interval()
    362. VARResults.forecast()
    363. VARResults.get_eq_index()
    364. VARResults.info_criteria()
    365. VARResults.irf_errband_mc()
    366. VARResults.irf_resim()
    367. VARResults.irf()
    368. VARResults.is_stable()
    369. VARResults.llf()
    370. VARResults.long_run_effects()
    371. VARResults.ma_rep()
    372. VARResults.mean()
    373. VARResults.mse()
    374. VARResults.orth_ma_rep()
    375. VARResults.plot_acorr()
    376. VARResults.plot_forecast()
    377. VARResults.plot_sample_acorr()
    378. VARResults.plot()
    379. VARResults.plotsim()
    380. VARResults.pvalues()
    381. VARResults.reorder()
    382. VARResults.resid_acorr()
    383. VARResults.resid_acov()
    384. VARResults.resid_corr()
    385. VARResults.resid()
    386. VARResults.roots()
    387. VARResults.sample_acorr()
    388. VARResults.sample_acov()
    389. VARResults.sigma_u_mle()
    390. VARResults.stderr()
    391. VARResults.summary()
    392. VARResults.test_causality()
    393. VARResults.test_normality()
    394. VARResults.test_whiteness()
    395. VARResults.tvalues()
  25. Time Series Analysis by State Space Methods
    1. DynamicFactor.filter()
    2. DynamicFactor.fit()
    3. DynamicFactor.from_formula()
    4. DynamicFactor.hessian()
    5. DynamicFactor.impulse_responses()
    6. DynamicFactor.information()
    7. DynamicFactor.initialize_approximate_diffuse()
    8. DynamicFactor.initialize_approximate_diffuse()
    9. DynamicFactor.initialize_known()
    10. DynamicFactor.initialize_statespace()
    11. DynamicFactor.initialize_stationary()
    12. DynamicFactor.initialize()
    13. DynamicFactor.loglike()
    14. DynamicFactor.loglikeobs()
    15. DynamicFactor.observed_information_matrix()
    16. DynamicFactor.observed_information_matrix()
    17. DynamicFactor.opg_information_matrix()
    18. DynamicFactor.predict()
    19. DynamicFactor.prepare_data()
    20. DynamicFactor.score_obs()
    21. DynamicFactor.score()
    22. DynamicFactor.set_conserve_memory()
    23. DynamicFactor.set_filter_method()
    24. DynamicFactor.set_inversion_method()
    25. DynamicFactor.set_smoother_output()
    26. DynamicFactor.set_stability_method()
    27. DynamicFactor.simulate()
    28. DynamicFactor.smooth()
    29. DynamicFactor.transform_jacobian()
    30. DynamicFactor.transform_params()
    31. DynamicFactor.untransform_params()
    32. DynamicFactor.update()
    33. DynamicFactorResults.aic()
    34. DynamicFactorResults.bic()
    35. DynamicFactorResults.bse()
    36. DynamicFactorResults.coefficients_of_determination()
    37. DynamicFactorResults.coefficients_of_determination()
    38. DynamicFactorResults.conf_int()
    39. DynamicFactorResults.cov_params_approx()
    40. DynamicFactorResults.cov_params_approx()
    41. DynamicFactorResults.cov_params_oim()
    42. DynamicFactorResults.cov_params_opg()
    43. DynamicFactorResults.cov_params_robust_approx()
    44. DynamicFactorResults.cov_params_robust_approx()
    45. DynamicFactorResults.cov_params_robust_oim()
    46. DynamicFactorResults.cov_params_robust_oim()
    47. DynamicFactorResults.cov_params_robust()
    48. DynamicFactorResults.cov_params_robust()
    49. DynamicFactorResults.cov_params()
    50. DynamicFactorResults.f_test()
    51. DynamicFactorResults.fittedvalues()
    52. DynamicFactorResults.forecast()
    53. DynamicFactorResults.get_forecast()
    54. DynamicFactorResults.get_prediction()
    55. DynamicFactorResults.hqic()
    56. DynamicFactorResults.impulse_responses()
    57. DynamicFactorResults.impulse_responses()
    58. DynamicFactorResults.initialize()
    59. DynamicFactorResults.llf_obs()
    60. DynamicFactorResults.llf()
    61. DynamicFactorResults.load()
    62. DynamicFactorResults.loglikelihood_burn()
    63. DynamicFactorResults.loglikelihood_burn()
    64. DynamicFactorResults.normalized_cov_params()
    65. DynamicFactorResults.normalized_cov_params()
    66. DynamicFactorResults.plot_coefficients_of_determination()
    67. DynamicFactorResults.plot_coefficients_of_determination()
    68. DynamicFactorResults.plot_diagnostics()
    69. DynamicFactorResults.plot_diagnostics()
    70. DynamicFactorResults.predict()
    71. DynamicFactorResults.pvalues()
    72. DynamicFactorResults.remove_data()
    73. DynamicFactorResults.resid()
    74. DynamicFactorResults.save()
    75. DynamicFactorResults.simulate()
    76. DynamicFactorResults.summary()
    77. DynamicFactorResults.t_test()
    78. DynamicFactorResults.test_heteroskedasticity()
    79. DynamicFactorResults.test_heteroskedasticity()
    80. DynamicFactorResults.test_normality()
    81. DynamicFactorResults.test_serial_correlation()
    82. DynamicFactorResults.test_serial_correlation()
    83. DynamicFactorResults.tvalues()
    84. DynamicFactorResults.wald_test_terms()
    85. DynamicFactorResults.wald_test()
    86. DynamicFactorResults.zvalues()
    87. FilterResults.predict()
    88. FilterResults.update_filter()
    89. FilterResults.update_representation()
    90. FrozenRepresentation.update_representation()
    91. FrozenRepresentation.update_representation()
    92. KalmanFilter.bind()
    93. KalmanFilter.filter()
    94. KalmanFilter.impulse_responses()
    95. KalmanFilter.initialize_approximate_diffuse()
    96. KalmanFilter.initialize_approximate_diffuse()
    97. KalmanFilter.initialize_known()
    98. KalmanFilter.initialize_stationary()
    99. KalmanFilter.loglike()
    100. KalmanFilter.loglikeobs()
    101. KalmanFilter.set_conserve_memory()
    102. KalmanFilter.set_filter_method()
    103. KalmanFilter.set_inversion_method()
    104. KalmanFilter.set_stability_method()
    105. KalmanFilter.simulate()
    106. KalmanSmoother.bind()
    107. KalmanSmoother.filter()
    108. KalmanSmoother.impulse_responses()
    109. KalmanSmoother.initialize_approximate_diffuse()
    110. KalmanSmoother.initialize_approximate_diffuse()
    111. KalmanSmoother.initialize_known()
    112. KalmanSmoother.initialize_stationary()
    113. KalmanSmoother.initialize_stationary()
    114. KalmanSmoother.loglike()
    115. KalmanSmoother.loglikeobs()
    116. KalmanSmoother.set_conserve_memory()
    117. KalmanSmoother.set_filter_method()
    118. KalmanSmoother.set_inversion_method()
    119. KalmanSmoother.set_smoother_output()
    120. KalmanSmoother.set_stability_method()
    121. KalmanSmoother.simulate()
    122. KalmanSmoother.smooth()
    123. MLEModel.filter()
    124. MLEModel.fit()
    125. MLEModel.from_formula()
    126. MLEModel.hessian()
    127. MLEModel.impulse_responses()
    128. MLEModel.information()
    129. MLEModel.initialize_approximate_diffuse()
    130. MLEModel.initialize_known()
    131. MLEModel.initialize_statespace()
    132. MLEModel.initialize_stationary()
    133. MLEModel.initialize()
    134. MLEModel.loglike()
    135. MLEModel.loglikeobs()
    136. MLEModel.observed_information_matrix()
    137. MLEModel.opg_information_matrix()
    138. MLEModel.predict()
    139. MLEModel.prepare_data()
    140. MLEModel.score_obs()
    141. MLEModel.score()
    142. MLEModel.set_conserve_memory()
    143. MLEModel.set_filter_method()
    144. MLEModel.set_inversion_method()
    145. MLEModel.set_smoother_output()
    146. MLEModel.set_stability_method()
    147. MLEModel.simulate()
    148. MLEModel.smooth()
    149. MLEModel.transform_jacobian()
    150. MLEModel.transform_params()
    151. MLEModel.untransform_params()
    152. MLEModel.update()
    153. MLEResults.aic()
    154. MLEResults.bic()
    155. MLEResults.bse()
    156. MLEResults.conf_int()
    157. MLEResults.cov_params_approx()
    158. MLEResults.cov_params_oim()
    159. MLEResults.cov_params_opg()
    160. MLEResults.cov_params_robust_approx()
    161. MLEResults.cov_params_robust_oim()
    162. MLEResults.cov_params_robust()
    163. MLEResults.cov_params()
    164. MLEResults.f_test()
    165. MLEResults.fittedvalues()
    166. MLEResults.forecast()
    167. MLEResults.get_forecast()
    168. MLEResults.get_prediction()
    169. MLEResults.hqic()
    170. MLEResults.impulse_responses()
    171. MLEResults.initialize()
    172. MLEResults.llf_obs()
    173. MLEResults.llf()
    174. MLEResults.load()
    175. MLEResults.loglikelihood_burn()
    176. MLEResults.normalized_cov_params()
    177. MLEResults.plot_diagnostics()
    178. MLEResults.predict()
    179. MLEResults.pvalues()
    180. MLEResults.remove_data()
    181. MLEResults.resid()
    182. MLEResults.save()
    183. MLEResults.simulate()
    184. MLEResults.summary()
    185. MLEResults.t_test()
    186. MLEResults.test_heteroskedasticity()
    187. MLEResults.test_normality()
    188. MLEResults.test_serial_correlation()
    189. MLEResults.tvalues()
    190. MLEResults.wald_test_terms()
    191. MLEResults.wald_test()
    192. MLEResults.zvalues()
    193. Representation.bind()
    194. Representation.initialize_approximate_diffuse()
    195. Representation.initialize_approximate_diffuse()
    196. Representation.initialize_known()
    197. Representation.initialize_stationary()
    198. SARIMAX.filter()
    199. SARIMAX.fit()
    200. SARIMAX.from_formula()
    201. SARIMAX.hessian()
    202. SARIMAX.impulse_responses()
    203. SARIMAX.information()
    204. SARIMAX.initialize_approximate_diffuse()
    205. SARIMAX.initialize_known()
    206. SARIMAX.initialize_state()
    207. SARIMAX.initialize_statespace()
    208. SARIMAX.initialize_stationary()
    209. SARIMAX.initialize()
    210. SARIMAX.loglike()
    211. SARIMAX.loglikeobs()
    212. SARIMAX.observed_information_matrix()
    213. SARIMAX.opg_information_matrix()
    214. SARIMAX.predict()
    215. SARIMAX.prepare_data()
    216. SARIMAX.score_obs()
    217. SARIMAX.score()
    218. SARIMAX.set_conserve_memory()
    219. SARIMAX.set_filter_method()
    220. SARIMAX.set_inversion_method()
    221. SARIMAX.set_smoother_output()
    222. SARIMAX.set_stability_method()
    223. SARIMAX.simulate()
    224. SARIMAX.smooth()
    225. SARIMAX.transform_jacobian()
    226. SARIMAX.transform_params()
    227. SARIMAX.untransform_params()
    228. SARIMAX.update()
    229. SARIMAXResults.aic()
    230. SARIMAXResults.arfreq()
    231. SARIMAXResults.arparams()
    232. SARIMAXResults.arroots()
    233. SARIMAXResults.bic()
    234. SARIMAXResults.bse()
    235. SARIMAXResults.conf_int()
    236. SARIMAXResults.cov_params_approx()
    237. SARIMAXResults.cov_params_oim()
    238. SARIMAXResults.cov_params_opg()
    239. SARIMAXResults.cov_params_robust_approx()
    240. SARIMAXResults.cov_params_robust_oim()
    241. SARIMAXResults.cov_params_robust()
    242. SARIMAXResults.cov_params()
    243. SARIMAXResults.f_test()
    244. SARIMAXResults.fittedvalues()
    245. SARIMAXResults.forecast()
    246. SARIMAXResults.get_forecast()
    247. SARIMAXResults.get_prediction()
    248. SARIMAXResults.hqic()
    249. SARIMAXResults.impulse_responses()
    250. SARIMAXResults.initialize()
    251. SARIMAXResults.llf_obs()
    252. SARIMAXResults.llf()
    253. SARIMAXResults.load()
    254. SARIMAXResults.loglikelihood_burn()
    255. SARIMAXResults.mafreq()
    256. SARIMAXResults.maparams()
    257. SARIMAXResults.maroots()
    258. SARIMAXResults.normalized_cov_params()
    259. SARIMAXResults.plot_diagnostics()
    260. SARIMAXResults.predict()
    261. SARIMAXResults.pvalues()
    262. SARIMAXResults.remove_data()
    263. SARIMAXResults.resid()
    264. SARIMAXResults.save()
    265. SARIMAXResults.simulate()
    266. SARIMAXResults.summary()
    267. SARIMAXResults.t_test()
    268. SARIMAXResults.test_heteroskedasticity()
    269. SARIMAXResults.test_normality()
    270. SARIMAXResults.test_serial_correlation()
    271. SARIMAXResults.tvalues()
    272. SARIMAXResults.wald_test_terms()
    273. SARIMAXResults.wald_test()
    274. SARIMAXResults.zvalues()
    275. SmootherResults.predict()
    276. SmootherResults.update_filter()
    277. SmootherResults.update_representation()
    278. SmootherResults.update_representation()
    279. SmootherResults.update_smoother()
    280. tsa.statespace.dynamic_factor.DynamicFactor()
    281. tsa.statespace.dynamic_factor.DynamicFactorResults()
    282. tsa.statespace.kalman_filter.FilterResults()
    283. tsa.statespace.kalman_filter.KalmanFilter()
    284. tsa.statespace.kalman_smoother.KalmanSmoother()
    285. tsa.statespace.kalman_smoother.SmootherResults()
    286. tsa.statespace.mlemodel.MLEModel()
    287. tsa.statespace.mlemodel.MLEResults()
    288. tsa.statespace.representation.FrozenRepresentation()
    289. tsa.statespace.representation.Representation()
    290. tsa.statespace.sarimax.SARIMAX()
    291. tsa.statespace.sarimax.SARIMAXResults()
    292. tsa.statespace.structural.UnobservedComponents()
    293. tsa.statespace.structural.UnobservedComponentsResults()
    294. tsa.statespace.tools.companion_matrix()
    295. tsa.statespace.tools.constrain_stationary_multivariate()
    296. tsa.statespace.tools.constrain_stationary_univariate()
    297. tsa.statespace.tools.diff()
    298. tsa.statespace.tools.is_invertible()
    299. tsa.statespace.tools.unconstrain_stationary_multivariate()
    300. tsa.statespace.tools.unconstrain_stationary_univariate()
    301. tsa.statespace.tools.validate_matrix_shape()
    302. tsa.statespace.tools.validate_vector_shape()
    303. tsa.statespace.varmax.VARMAX()
    304. tsa.statespace.varmax.VARMAXResults()
    305. UnobservedComponents.filter()
    306. UnobservedComponents.fit()
    307. UnobservedComponents.from_formula()
    308. UnobservedComponents.hessian()
    309. UnobservedComponents.impulse_responses()
    310. UnobservedComponents.information()
    311. UnobservedComponents.initialize_approximate_diffuse()
    312. UnobservedComponents.initialize_approximate_diffuse()
    313. UnobservedComponents.initialize_known()
    314. UnobservedComponents.initialize_state()
    315. UnobservedComponents.initialize_statespace()
    316. UnobservedComponents.initialize_statespace()
    317. UnobservedComponents.initialize_stationary()
    318. UnobservedComponents.initialize_stationary()
    319. UnobservedComponents.initialize()
    320. UnobservedComponents.loglike()
    321. UnobservedComponents.loglikeobs()
    322. UnobservedComponents.observed_information_matrix()
    323. UnobservedComponents.observed_information_matrix()
    324. UnobservedComponents.opg_information_matrix()
    325. UnobservedComponents.opg_information_matrix()
    326. UnobservedComponents.predict()
    327. UnobservedComponents.prepare_data()
    328. UnobservedComponents.score_obs()
    329. UnobservedComponents.score()
    330. UnobservedComponents.set_conserve_memory()
    331. UnobservedComponents.set_filter_method()
    332. UnobservedComponents.set_inversion_method()
    333. UnobservedComponents.set_inversion_method()
    334. UnobservedComponents.set_smoother_output()
    335. UnobservedComponents.set_stability_method()
    336. UnobservedComponents.set_stability_method()
    337. UnobservedComponents.setup()
    338. UnobservedComponents.simulate()
    339. UnobservedComponents.smooth()
    340. UnobservedComponents.transform_jacobian()
    341. UnobservedComponents.transform_params()
    342. UnobservedComponents.untransform_params()
    343. UnobservedComponents.update()
    344. UnobservedComponentsResults.aic()
    345. UnobservedComponentsResults.bic()
    346. UnobservedComponentsResults.bse()
    347. UnobservedComponentsResults.conf_int()
    348. UnobservedComponentsResults.cov_params_approx()
    349. UnobservedComponentsResults.cov_params_approx()
    350. UnobservedComponentsResults.cov_params_oim()
    351. UnobservedComponentsResults.cov_params_oim()
    352. UnobservedComponentsResults.cov_params_opg()
    353. UnobservedComponentsResults.cov_params_opg()
    354. UnobservedComponentsResults.cov_params_robust_approx()
    355. UnobservedComponentsResults.cov_params_robust_approx()
    356. UnobservedComponentsResults.cov_params_robust_oim()
    357. UnobservedComponentsResults.cov_params_robust_oim()
    358. UnobservedComponentsResults.cov_params_robust()
    359. UnobservedComponentsResults.cov_params_robust()
    360. UnobservedComponentsResults.cov_params()
    361. UnobservedComponentsResults.f_test()
    362. UnobservedComponentsResults.fittedvalues()
    363. UnobservedComponentsResults.forecast()
    364. UnobservedComponentsResults.get_forecast()
    365. UnobservedComponentsResults.get_prediction()
    366. UnobservedComponentsResults.get_prediction()
    367. UnobservedComponentsResults.hqic()
    368. UnobservedComponentsResults.impulse_responses()
    369. UnobservedComponentsResults.impulse_responses()
    370. UnobservedComponentsResults.initialize()
    371. UnobservedComponentsResults.llf_obs()
    372. UnobservedComponentsResults.llf()
    373. UnobservedComponentsResults.load()
    374. UnobservedComponentsResults.loglikelihood_burn()
    375. UnobservedComponentsResults.loglikelihood_burn()
    376. UnobservedComponentsResults.normalized_cov_params()
    377. UnobservedComponentsResults.normalized_cov_params()
    378. UnobservedComponentsResults.plot_components()
    379. UnobservedComponentsResults.plot_components()
    380. UnobservedComponentsResults.plot_diagnostics()
    381. UnobservedComponentsResults.plot_diagnostics()
    382. UnobservedComponentsResults.predict()
    383. UnobservedComponentsResults.pvalues()
    384. UnobservedComponentsResults.remove_data()
    385. UnobservedComponentsResults.resid()
    386. UnobservedComponentsResults.save()
    387. UnobservedComponentsResults.simulate()
    388. UnobservedComponentsResults.summary()
    389. UnobservedComponentsResults.t_test()
    390. UnobservedComponentsResults.test_heteroskedasticity()
    391. UnobservedComponentsResults.test_heteroskedasticity()
    392. UnobservedComponentsResults.test_normality()
    393. UnobservedComponentsResults.test_normality()
    394. UnobservedComponentsResults.test_serial_correlation()
    395. UnobservedComponentsResults.test_serial_correlation()
    396. UnobservedComponentsResults.tvalues()
    397. UnobservedComponentsResults.wald_test_terms()
    398. UnobservedComponentsResults.wald_test_terms()
    399. UnobservedComponentsResults.wald_test()
    400. UnobservedComponentsResults.zvalues()
    401. VARMAX.filter()
    402. VARMAX.fit()
    403. VARMAX.from_formula()
    404. VARMAX.hessian()
    405. VARMAX.impulse_responses()
    406. VARMAX.information()
    407. VARMAX.initialize_approximate_diffuse()
    408. VARMAX.initialize_known()
    409. VARMAX.initialize_statespace()
    410. VARMAX.initialize_stationary()
    411. VARMAX.initialize()
    412. VARMAX.loglike()
    413. VARMAX.loglikeobs()
    414. VARMAX.observed_information_matrix()
    415. VARMAX.opg_information_matrix()
    416. VARMAX.predict()
    417. VARMAX.prepare_data()
    418. VARMAX.score_obs()
    419. VARMAX.score()
    420. VARMAX.set_conserve_memory()
    421. VARMAX.set_filter_method()
    422. VARMAX.set_inversion_method()
    423. VARMAX.set_smoother_output()
    424. VARMAX.set_stability_method()
    425. VARMAX.simulate()
    426. VARMAX.smooth()
    427. VARMAX.transform_jacobian()
    428. VARMAX.transform_params()
    429. VARMAX.untransform_params()
    430. VARMAX.update()
    431. VARMAXResults.aic()
    432. VARMAXResults.bic()
    433. VARMAXResults.bse()
    434. VARMAXResults.conf_int()
    435. VARMAXResults.cov_params_approx()
    436. VARMAXResults.cov_params_oim()
    437. VARMAXResults.cov_params_opg()
    438. VARMAXResults.cov_params_robust_approx()
    439. VARMAXResults.cov_params_robust_oim()
    440. VARMAXResults.cov_params_robust()
    441. VARMAXResults.cov_params()
    442. VARMAXResults.f_test()
    443. VARMAXResults.fittedvalues()
    444. VARMAXResults.forecast()
    445. VARMAXResults.get_forecast()
    446. VARMAXResults.get_prediction()
    447. VARMAXResults.hqic()
    448. VARMAXResults.impulse_responses()
    449. VARMAXResults.initialize()
    450. VARMAXResults.llf_obs()
    451. VARMAXResults.llf()
    452. VARMAXResults.load()
    453. VARMAXResults.loglikelihood_burn()
    454. VARMAXResults.normalized_cov_params()
    455. VARMAXResults.plot_diagnostics()
    456. VARMAXResults.predict()
    457. VARMAXResults.pvalues()
    458. VARMAXResults.remove_data()
    459. VARMAXResults.resid()
    460. VARMAXResults.save()
    461. VARMAXResults.simulate()
    462. VARMAXResults.summary()
    463. VARMAXResults.t_test()
    464. VARMAXResults.test_heteroskedasticity()
    465. VARMAXResults.test_normality()
    466. VARMAXResults.test_serial_correlation()
    467. VARMAXResults.tvalues()
    468. VARMAXResults.wald_test_terms()
    469. VARMAXResults.wald_test()
    470. VARMAXResults.zvalues()
  26. Tools
    1. tools.eval_measures.aic_sigma()
    2. tools.eval_measures.aic()
    3. tools.eval_measures.aicc_sigma()
    4. tools.eval_measures.aicc()
    5. tools.eval_measures.bias()
    6. tools.eval_measures.bic_sigma()
    7. tools.eval_measures.bic()
    8. tools.eval_measures.hqic_sigma()
    9. tools.eval_measures.hqic()
    10. tools.eval_measures.iqr()
    11. tools.eval_measures.maxabs()
    12. tools.eval_measures.meanabs()
    13. tools.eval_measures.medianabs()
    14. tools.eval_measures.medianbias()
    15. tools.eval_measures.mse()
    16. tools.eval_measures.rmse()
    17. tools.eval_measures.stde()
    18. tools.eval_measures.vare()
    19. tools.numdiff.approx_fprime_cs()
    20. tools.numdiff.approx_fprime()
    21. tools.numdiff.approx_hess_cs()
    22. tools.numdiff.approx_hess1()
    23. tools.numdiff.approx_hess2()
    24. tools.numdiff.approx_hess3()
    25. tools.tools.add_constant()
    26. tools.tools.categorical()
    27. tools.tools.clean0()
    28. tools.tools.fullrank()
    29. tools.tools.isestimable()
    30. tools.tools.rank()
    31. tools.tools.recipr()
    32. tools.tools.recipr0()
    33. tools.tools.unsqueeze()
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tsa.stattools.coint()

statsmodels.tsa.stattools.coint

statsmodels.tsa.stattools.coint(y0, y1, trend='c', method='aeg', maxlag=None, autolag='aic', return_results=None) [source]

Test for no-cointegration of a univariate equation

The null hypothesis is no cointegration. Variables in y0 and y1 are assumed to be integrated of order 1, I(1).

This uses the augmented Engle-Granger two-step cointegration test. Constant or trend is included in 1st stage regression, i.e. in cointegrating equation.

Parameters:<