Example: Statsmodels Examples

Statsmodels Examples

This page provides a series of examples, tutorials and recipes to help you get started with statsmodels. Each of the examples shown here is made available as an IPython Notebook and as a plain python script on the statsmodels github repository.

If you are not comfortable with git, we also encourage users to submit their own examples, tutorials or cool statsmodels tricks to the Examples wiki page.

Topics

Linear Regression Models

Plotting

Discrete Choice Models

Nonparametric Statistics

Generalized Linear Models

Robust Regression

Statistics

Time Series Analysis

State space models

User Notes

Linear Regression Models

Ordinary Least Squares
Generalized Least Squares
Quantile Regression
Recursive Least Squares
Regression Diagnostics
Weighted Least Squares
Linear Mixed-Effects

Plotting

Regression Plots
Categorical Interactions

Discrete Choice Models

Getting Started
Fair's Affairs Data

Nonparametric Statistics

Univariate Kernel Density Estimator

Generalized Linear Models

Generalized Linear Models Overview
Using Formulas with GLMs

Robust Regression

M-estimators for Robust Regression
Comparing OLS and RLM

Statistics

ANOVA

Time Series Analysis

ARMA: Sunspots Data
ARMA: Artificial Data
Time Series Filters
Markov switching dynamic regression
Markov switching autoregression

State space models

SARIMAX: Introduction
SARIMAX: Model selection, missing data
VARMAX: introduction
Dynamic Factor Models: Application
Unobserved Components: Application
Trends and cycles in unemployment
State space modeling: Local Linear Trends
ARMA: Sunspots Data

User Notes

Contrasts
Formulas
Prediction
Generic Maximum Likelihood
Dates in Time-Series Models

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/examples/index.html