从Python中的OLS Summary获取Durbin-Watson和Jarque-Bera统计数据

时间:2017-11-11 18:37:59

标签: python statistics statsmodels least-squares

我正在为一列值运行OLS摘要。 OLS的一部分是Durbin-Watson和Jarque-Bera(JB)统计数据,我想直接将这些值拉出来,因为它们已经被计算出来,而不是像我现在使用durbinwatson一样运行这些步骤。

这是我的代码:

import pandas as pd
import statsmodels.api as sm

csv = mydata.csv
df = pd.read_csv(csv)
var = df[variable]
year = df['Year']
model = sm.OLS(var,year)
results = model.fit()
summary = results.summary()
print summary
#print dir(results)
residuals = results.resid
durbinwatson = statsmodels.stats.stattools.durbin_watson(residuals, axis=0)
print durbinwatson

结果:

                           OLS Regression Results                            
==============================================================================
Dep. Variable:                    LST   R-squared:                       1.000
Model:                            OLS   Adj. R-squared:                  1.000
Method:                 Least Squares   F-statistic:                 3.026e+05
Date:                Fri, 10 Nov 2017   Prob (F-statistic):           2.07e-63
Time:                        20:37:03   Log-Likelihood:                -82.016
No. Observations:                  32   AIC:                             166.0
Df Residuals:                      31   BIC:                             167.5
Df Model:                           1                                         
Covariance Type:            nonrobust                                         
==============================================================================
                 coef    std err          t      P>|t|      [0.025      0.975]
------------------------------------------------------------------------------
Year           0.1551      0.000    550.069      0.000       0.155       0.156
==============================================================================
Omnibus:                        1.268   Durbin-Watson:                   1.839
Prob(Omnibus):                  0.530   Jarque-Bera (JB):                1.087
Skew:                          -0.253   Prob(JB):                        0.581
Kurtosis:                       2.252   Cond. No.                         1.00
==============================================================================

Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.

我想通过打印

dir(results)

我可以得到OLS摘要元素的列表,我可以像我在这里(或者R平方和东西)那样拉出测试的残差没有问题,但是我不能拉出durbin沃森或只是Jarque Bera。我试过这个:

print results.wald_test

但我得到错误:

<bound method OLSResults.wald_test of <statsmodels.regression.linear_model.OLSResults object at 0x0D05B3F0>>

我甚至无法在摘要目录中找到jarque bera测试。有什么帮助吗?

0 个答案:

没有答案