我在用Python

时间:2019-04-10 18:49:55

标签: python-3.x pandas time-series stl-decomposition

因此,我对问题answer使用了先前的答案和问题,但就我而言,我遇到了一些错误,我不知道该如何解决。

最初,我已将pandas数据帧加载为df = pd.read_excel(fid_data),在下一个命令df.info()中检查了它的内容,得到了以下内容:

<class 'pandas.core.frame.DataFrame'>
RangeIndex: 118 entries, 0 to 117
Data columns (total 8 columns):
Date       118 non-null datetime64[ns]
MOEX       118 non-null float64
RTS        118 non-null float64
CAC40      118 non-null float64
DAX        118 non-null float64
FTSe100    118 non-null float64
nikkei     118 non-null float64
sp500      118 non-null float64
dtypes: datetime64[ns](1), float64(7)
memory usage: 7.5 KB

当我尝试使用此命令moex = df.MOEX分解res = sm.tsa.seasonal_decompose(moex, model='additive')时,出现以下错误:

Traceback (most recent call last):
  File "Main.py", line 106, in <module>
    res = sm.tsa.seasonal_decompose(moex, model='additive')
  File "/home/arvaldez/anaconda3/lib/python3.6/site-packages/statsmodels/tsa/seasonal.py", line 68, in seasonal_decompose
    _pandas_wrapper, pfreq = _maybe_get_pandas_wrapper_freq(x)
  File "/home/arvaldez/anaconda3/lib/python3.6/site-packages/statsmodels/tsa/filters/_utils.py", line 46, in _maybe_get_pandas_wrapper_freq
    freq = index.inferred_freq
AttributeError: 'RangeIndex' object has no attribute 'inferred_freq'

1 个答案:

答案 0 :(得分:0)

非常感谢@QuangHoang,在加载熊猫df对象之后,您必须使用df.set_index('Date', inplace=True)定义时间标度,并且变量定义现在不包含Date数组。 / p>

之前:

<class 'pandas.core.frame.DataFrame'>
RangeIndex: 118 entries, 0 to 117
Data columns (total 8 columns):
Date       118 non-null datetime64[ns]
MOEX       118 non-null float64
RTS        118 non-null float64
CAC40      118 non-null float64
DAX        118 non-null float64
FTSe100    118 non-null float64
nikkei     118 non-null float64
sp500      118 non-null float64
dtypes: datetime64[ns](1), float64(7)
memory usage: 7.5 KB

之后:

<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 118 entries, 2019-02-01 to 2009-05-01
Data columns (total 7 columns):
MOEX       118 non-null float64
RTS        118 non-null float64
CAC40      118 non-null float64
DAX        118 non-null float64
FTSe100    118 non-null float64
nikkei     118 non-null float64
sp500      118 non-null float64
dtypes: float64(7)
memory usage: 7.4 KB

一切正常。现在,我不需要解析Date数组,因为它已插入每个数组中。

再次感谢。-