Wes McKinney
Duke University

Josef Perktold
University of North Carolina, Chapel Hill

Skipper Seabold
American University

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.

Keywords

time series analysis, statistics, econometrics, AR, ARMA, VAR, GLSAR, filtering, benchmarking

DOI

10.25080/Majora-ebaa42b7-012

Bibtex entry

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Copyright © 2011 Wes McKinney et al. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.