Projects / statsmodels

statsmodels

statsmodels is a Python package which provides a complement to scipy for statistical computations, including descriptive statistics and estimation of statistical models. The main included model categories are linear, discrete, generalized linear, and robust linear, and, in time series analysis, AR, ARMA, and VAR. It also includes statistical tests mainly for regression diagnostics. statsmodels was renamed from scikits.statsmodels.

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