【脚本语言系列】关于Python统计分析statsmodel,你需要知道的事

如何使用statsmodel

easy_install -U statsmodels

pip install -U statsmodels

import statsmodels.api
data = statsmodels.api.datasets.copper.load_pandas()

x, y = data.exog, data.endog
fit = statsmodels.api.OLS(y, x).fit()

import statsmodels.api
data = statsmodels.api.datasets.copper.load_pandas()

x, y = data.exog, data.endog

fit = statsmodels.api.OLS(y, x).fit()
print "Fit params", fit.params
print
print "Summary"
print
print fit.summary()

dt_idx = pandas.DatetimeIndex(quotes.date)

df = pandas.DataFrame(quotes.close, index = dt_idx, columns = [symbol])

resampled = df.resample('M', how=numpy.mean)

df.plot()
resampled.plot()
show()

import pandas
from matplotlib.pyplot import show, legend
from datetime import datetime
from matplotlib import finance
import numpy

start = datetime(2011, 01, 01)
end = datetime(2012, 01, 01)

symbol = "AAPL"
quotes = finance.quotes_historical_yahoo_ochl(symbol, start, end, asobject = True)

dt_idx = pandas.DatetimeIndex(quotes.date)

df = pandas.DataFrame(quotes.close, index = dt_idx, columns = [symbol])

resampled = df.resample('M', how=numpy.mean)
print resampled

df.plot()
resampled.plot()
show()

什么是statsmodel