I was just checking if I can run all models in the same or similar way
modols = sm.OLS(endog, exog) modglsar = sm.GLSAR(endog, exog, rho=2) modrlm = sm.RLM(endog, exog) modlog = sm.Logit(endogbin, exog) modglm = sm.GLM(endogbin, exog, family=sm.families.Binomial()) modar = sm.tsa.AR(endog) modarma = sm.tsa.ARMA(endog) modvar = sm.tsa.VAR(np.column_stack((endog, exog[:,1:])))
resols = modols.fit() resglsar = modglsar.fit() resrlm = modrlm.fit() reslog = modlog.fit() resglm = modglm.fit() resar = modar.fit() resarma = modarma.fit(order=(1,0)) resvar = modvar.fit()
ARMA is the only one without a default for everything in fit() but GenericLikelihood might also require something
I haven't looked at any details
instead of if np.any(np.all(np.diff(X,1,0)==1,0)), then has_trend. maybe a check that the np.diff(X,1,0).var() < epsilon
for polynomial trends, I switched to rescaling trend to [-1, 1] or something like this, trend = np.linspace(-1,1,nobs)
I was just checking if I can run all models in the same or similar way
modols = sm.OLS(endog, exog) sm.families. Binomial( )) VAR(np. column_ stack(( endog, exog[:,1:])))
modglsar = sm.GLSAR(endog, exog, rho=2)
modrlm = sm.RLM(endog, exog)
modlog = sm.Logit(endogbin, exog)
modglm = sm.GLM(endogbin, exog, family=
modar = sm.tsa.AR(endog)
modarma = sm.tsa.ARMA(endog)
modvar = sm.tsa.
resols = modols.fit() fit(order= (1,0))
resglsar = modglsar.fit()
resrlm = modrlm.fit()
reslog = modlog.fit()
resglm = modglm.fit()
resar = modar.fit()
resarma = modarma.
resvar = modvar.fit()
ARMA is the only one without a default for everything in fit() but GenericLikelihood might also require something
I haven't looked at any details
instead of if np.any( np.all( np.diff( X,1,0)= =1,0)), then has_trend. X,1,0). var() < epsilon
maybe a check that the np.diff(
for polynomial trends, I switched to rescaling trend to [-1, 1] or something like this, trend = np.linspace( -1,1,nobs)