statistics - How to fit a restricted VAR model in Python (statsmodels)? -


the question interested in restricting non significant parameters in var model var(2). how may in python 3.0x?

the question raised r not python

how fit restricted var model in r?

can please me figure out?

to knowledge, not able find python package able kind of restriction. however, there package in r known vars. therefore, had augment r package in python using rpy2 interface.

this may done there list of events should take place allows python call r functions (even packages) vars package.

a summary using different package may found in link

however, sake of illustration here code

first have import vars python as

# import vars rvars = importr("vars", lib_loc = "c:/users/rami chehab/documents/r/win-library/3.3")

then 1 need fit var model data (or dataframe) data as

t=rvars.var(data,p=2, type='const')

then afterwards 1 needs apply different function in vars packages known restrict removes nonsignificant parameters 

# let try restricting t1=rvars.restrict(t,method = "ser")

the final steps allow observe data call built-in function in r known summary as

# calling built-in functions r rsummary = robjects.r['summary']

now print outcome as

print(rsummary(t1))

this give 

estimation results equation ireland.real.bond:   ==================================================   ireland.real.bond = ireland.real.bond.l1 + ireland.real.equity.l1 + ireland.real.bond.l2                            estimate std. error t value pr(>|t|)     ireland.real.bond.l1    0.26926    0.11139   2.417  0.01739 *   ireland.real.equity.l1 -0.21706    0.07618  -2.849  0.00529 **  ireland.real.bond.l2    0.23929    0.09979   2.398  0.01829 *   ---  signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      residual standard error: 14.41 on 103 degrees of freedom  multiple r-squared: 0.1041, adjusted r-squared: 0.07799   f-statistic: 3.989 on 3 , 103 df,  p-value: 0.009862       estimation results equation ireland.real.equity:   ====================================================   ireland.real.equity = ireland.real.bond.l1 + ireland.real.equity.l1 + const                            estimate std. error t value pr(>|t|)      ireland.real.bond.l1     0.7253     0.1585   4.575 1.33e-05 ***  ireland.real.equity.l1  -0.3112     0.1068  -2.914 0.004380 **   const                    7.7494     2.1057   3.680 0.000373 ***  ---  signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      residual standard error: 20.58 on 103 degrees of freedom  multiple r-squared: 0.2462, adjusted r-squared: 0.2243   f-statistic: 11.21 on 3 , 103 df,  p-value: 1.984e-06

Comments

Post a Comment

Popular posts from this blog

resizing Telegram inline keyboard -

telegram's inline keyboard great feature lots of different use cases. inline buttons added list of items this: inline_keyboard = [[inlinekeyboardbutton(text="button", callback_data="button"), inlinekeyboardbutton(text="reset",callback_data="reset")]] inline_keyboard_markup = inlinekeyboardmarkup(inline_keyboard) update.message.reply_text("hi", reply_markup=inline_keyboard_markup) the above code adds 2 buttons each half width of chat screen. i know the normal keyboard button there resize_keyboard parameter somehow can used. my question is there way resize inline buttons ? example make full width or quarter width. unfortunately, can't now. :( you can suggest @botsupport , might add feature next version.
Read more

command line - How can a Python program background itself? -

consider following python command-line program. doesn't work because incomplete, think illustrates problem: #!/usr/bin/python3 import multiprocessing pool = multiprocessing.pool() task in expensive_iterator_with_user_interaction(): pool.call_async(expensive_computation, (task,)) pool.close() print("dear user, may press ctrl-z , bg script.") pool.join() thus, problem scripts needs user input while it's launching expensive parallel processes. there moment when user interaction not needed anymore. then, ask user background process shell actions. however, can achieved program itself? (side note: core of problem entanglement of user input firing “expensive computations”. therefore, cannot separate both in 2 scripts, , letting 1 spawning other daemon.) the command screen may you. use screen -l create new session , run application. after inputting data, can press " ctrl-a " , press " d " on keyboard detach session. now
Read more

php - "cURL error 28: Resolving timed out" on Wordpress on Azure App Service on Linux -

Image
my wordpress installation on azure app service on linux using custom docker container has slow response times. pages take around 20-40 seconds load. i have troubleshooting plugin installed indicates problem "curl error 28: resolving timed out after n milliseconds" when making requests following urls https://api.wordpress.org/core/version-check/1.7/ http://api.wordpress.org/core/version-check/1.7/ https://api.wordpress.org/plugins/update-check/1.1/ http://api.wordpress.org/plugins/update-check/1.1/ https://api.wordpress.org/themes/update-check/1.1/ http://api.wordpress.org/themes/update-check/1.1/ curl works fine on scm-site command line. example works ok. curl -x post http://api.wordpress.org/core/version-check/1.7/ edit if ssh container , run php code, works fine. <?php $url = 'http://api.wordpress.org/core/version-check/1.7/'; $fields = array( 'version' => urlencode('4.8.1'), 'php' => urlencode(
Read more