Time Series Analysis in Python with statsmodels

201152 citationsJournal Articlehybrid Open Access

Authors

Josef Perktold · University of North Carolina at Chapel Hill

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.

Topics & Keywords

Computational Physics and Python Applications Complex Systems and Time Series Analysis Time Series Analysis and Forecasting

Publication Details

Published in: Proceedings of the Python in Science Conferences

DOI: 10.25080/majora-ebaa42b7-012

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Time Series Analysis in Python with statsmodels

Authors

Abstract

Topics & Keywords

Publication Details