Jul-13-2019, 01:09 PM
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
Thank you
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