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

  • Ordinary Least Squares

  • Generalized Least Squares

  • Quantile Regression

  • Recursive Least Squares

  • Regression Diagnostics

  • Weighted Least Squares

  • Linear Mixed-Effects

Plotting

  • Regression Plots

  • Categorical Interactions

  • Box Plots

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

  • Weighting Observations with GLMs

  • Influence Measures for 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

  • Exponential Smoothing

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

  • Seasonality in Time Series Data

State space models - Technical notes

  • State space models: concentrating out the scale

User Notes

  • Contrasts

  • Formulas

  • Prediction

  • Generic Maximum Likelihood

  • Dates in Time-Series Models

  • Least squares fitting of models to data

  • Distributed Estimations

  • Principal Component Analysis