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Python write result of VAR to excel file
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Python write result of VAR to excel file
#9
Hi Mr but how can i find all needed coefficients and how can i built my own container?? can you give me more details?? in fact i tried several trials such as

data_NO_nan_neg=mdata.replace(np.inf, np.nan).replace(-np.inf, np.nan).dropna()
model =sm.tsa.VAR(data_NO_nan_neg)

results = model.fit(maxlags=7, method='ols', ic='aic', trend='c', verbose=False)
res2=results.summary()
#print(res2)
print(type(res2))

res3=results.summary.Summary()

results_as_csv=SimpleTable.as_csv(res2)
results_as_csv=statsmodels.iolib.summary.Summary.as_csv(res2)
results_as_csv=statsmodels.iolib.summary.Summary(results, 'test.csv')
print(results_as_csv)


res_all = []
results=res2 for res in results:
    low, upp = res.confint().T   # unpack columns
    res_all.append(np.concatenate(([res.llf], res.params, res.tvalues, res.pvalues,
                   low, upp)))
unfortunately i did not solve my problem!! I will be very thankful if you give me more details to solve this complexity.
Thank you
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Messages In This Thread
RE: Python write result of VAR to excel file - by wissam1974 - Jul-13-2019, 01:09 PM

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