Conference ProceedingsOPEN ACCESS

Time Series Analysis in Python with statsmodels

  • McKinney W
  • Perktold J
  • Seabold S
Proceedings of the 10th Python in Science Conference (2011) 107-113
DOI: 10.25080/majora-ebaa42b7-012
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Abstract

We introduce the new time series analysis features of scikits. statsmodels. This includes descriptive statistics, statistical tests and several linear model classes, autoregressive, AR, autoregressive moving-average, ARMA, and vector autoregressive models VAR.

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McKinney, W., Perktold, J., & Seabold, S. (2011). Time Series Analysis in Python with statsmodels. In Proceedings of the 10th Python in Science Conference (pp. 107–113). SciPy. https://doi.org/10.25080/majora-ebaa42b7-012

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