Python PyFlux-如何将差值转换为常规预测值?

时间:2019-05-12 16:39:12

标签: python python-3.x

我正在使用下面的示例代码,我想将差值转换为正常的预测。

请帮助

import numpy as np
import pyflux as pf
from pandas_datareader import DataReader
from datetime import datetime
import matplotlib.pyplot as plt
%matplotlib inline

ibm = DataReader(['JPM','GS','BAC','C','WFC','MS'],  'yahoo', datetime(2012,1,1), datetime(2016,6,28))
opening_prices = np.log(ibm['Open'])

model = pf.VAR(data=opening_prices, lags=2, integ=1)
x = model.fit()
model.predict(5)

0 个答案:

没有答案