[Tutor] i installed the package statsmodels but i get an error when i use it
Derry, James R
jderry at austin.utexas.edu
Tue Dec 17 01:44:44 CET 2013
hi, eva,
when i ran your code i found a misspell:
result = statsmodels.tsa.statools.adfuller(x,1)
when i fixed 'stattools' --
result = statsmodels.tsa.stattools.adfuller(x,1)
print result
(-2.6825663173365015, 0.077103947319183241, 0, 7, {'5%': -3.4775828571428571, '1%': -4.9386902332361515, '10%': -2.8438679591836733}, 15.971188911270618)
-- james
________________________________________
From: Tutor [tutor-bounces+jderry=mail.utexas.edu at python.org] on behalf of eva maria gualandi [evamaria.gualandi at gmail.com]
Sent: Monday, December 16, 2013 10:56 AM
To: tutor at python.org
Subject: [Tutor] i installed the package statsmodels but i get an error when i use it
Good afternoon,
I installed from https://pypi.python.org/pypi/statsmodels the package statsmodels for python 2.7 (32bit) , i have to do some test statistics for a time series analysis that i can find under statsmodels.tsa. In particular i really need to do a Dickey Fuller test and in agreement with the statsmodels documentation ( from http://statsmodels.sourceforge.net/devel/generated/statsmodels.tsa.stattools.adfuller.html ) i run this simple programm
import numpy as np
import statsmodels
from statsmodels.tsa import stattools
x = np.array([1,2,3,4,3,4,2,3])
result = statsmodels.tsa.statools.adfuller(x,1)
print result
but unfortunately i get the following error message:
Traceback (most recent call last):
File "C:\Python27\esempio_adftest.py", line 3, in <module>
from statsmodels.tsa import stattools
File "C:\Python27\lib\site-packages\statsmodels\tsa\stattools.py", line 7, in <module>
from statsmodels.regression.linear_model import OLS, yule_walker
File "C:\Python27\lib\site-packages\statsmodels\regression\__init__.py", line 1, in <module>
from linear_model import yule_walker
File "C:\Python27\lib\site-packages\statsmodels\regression\linear_model.py", line 37, in <module>
from statsmodels.tools.tools import (add_constant, rank,
File "C:\Python27\lib\site-packages\statsmodels\tools\__init__.py", line 1, in <module>
from tools import add_constant, categorical
File "C:\Python27\lib\site-packages\statsmodels\tools\tools.py", line 14, in <module>
from pandas import DataFrame
File "C:\Python27\lib\site-packages\pandas\__init__.py", line 15, in <module>
raise ImportError('C extensions not built: if you installed already '
ImportError: C extensions not built: if you installed already verify that you are not importing from the source directory
the thing that i really don't understand is that in the shell window if i type import statsmodels.tsa i don't get any error, also if i type the help funcion i can see that in the package there is the function stattools that i need
>>> import statsmodels.tsa
>>> help(statsmodels.tsa)
Help on package statsmodels.tsa in statsmodels:
NAME
statsmodels.tsa
FILE
c:\python27\lib\site-packages\statsmodels\tsa\__init__.py
PACKAGE CONTENTS
adfvalues
api
ar_model
arima_model
arima_process
arma_mle
base (package)
descriptivestats
filters (package)
interp (package)
kalmanf (package)
mlemodel
setup
stattools
tests (package)
tsatools
varma_process
vector_ar (package)
I will really appreciate your help
thanks in advance,
Eva
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