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Python PANDES OLS-牵引参数不工作_Python_Pandas_Dataframe_Linear Regression - Fatal编程技术网

Python PANDES OLS-牵引参数不工作

Python PANDES OLS-牵引参数不工作,python,pandas,dataframe,linear-regression,Python,Pandas,Dataframe,Linear Regression,我有两行代码工作正常,但无法提取参数以用于其他相关函数: ES_15M_LR = pd.ols(y = ES_15M_Last_300_Periods['Close'], x = ES_15M_Last_300_Periods['Date']) 上面的代码工作得很好,但是当我试图从中提取参数时,我得到了错误: AttributeError: 'OLS' object has no attribute 'params' 例如,我尝试: ES_15M_LR.params 以及: ES_15M

我有两行代码工作正常,但无法提取参数以用于其他相关函数:

ES_15M_LR = pd.ols(y = ES_15M_Last_300_Periods['Close'], x = ES_15M_Last_300_Periods['Date'])
上面的代码工作得很好,但是当我试图从中提取参数时,我得到了错误:

AttributeError: 'OLS' object has no attribute 'params' 
例如,我尝试:

ES_15M_LR.params
以及:

ES_15M_LR.params.x
…拉动x系数(斜率)。这将得到与上述相同的错误。但是,我可以看到统计数据的工作情况与预期一致:


我只是无法自动提取参数,我需要将其作为其他函数的变量。有人能帮忙吗?

我从来没有在熊猫身上使用过OLS,但它似乎曾经存在于熊猫身上,并转移到了statsmodel软件包中。文档似乎也过时或不正确,但测试版应该可以做到这一点。

首先,强烈建议您使用statsmodels,因为

pandas.stats.ols
pandas.stats.plm
pandas.stats.var
例程 已弃用,并将在将来的版本中删除(:MIGRATE:将统计代码移动到pandas中的statsmodels/deprecate)

关于
param
access

import numpy as np
import pandas as pd
import statsmodels.api as sm

df = pd.DataFrame(np.random.randint(0,100,size=(100, 2)), columns=list('AB'))

model = sm.OLS(df['A'], df['B'])
fit = model.fit()

print fit.params

B    0.724865

print fit.summary()

                            OLS Regression Results                            
==============================================================================
Dep. Variable:                      A   R-squared:                       0.533
Model:                            OLS   Adj. R-squared:                  0.528
Method:                 Least Squares   F-statistic:                     113.0
Date:                Thu, 16 Feb 2017   Prob (F-statistic):           4.66e-18
Time:                        10:27:13   Log-Likelihood:                -509.62
No. Observations:                 100   AIC:                             1021.
Df Residuals:                      99   BIC:                             1024.
Df Model:                           1                                         
Covariance Type:            nonrobust                                         
==============================================================================
                 coef    std err          t      P>|t|      [0.025      0.975]
------------------------------------------------------------------------------
B              0.7249      0.068     10.629      0.000       0.590       0.860
==============================================================================
Omnibus:                        3.447   Durbin-Watson:                   1.724
Prob(Omnibus):                  0.178   Jarque-Bera (JB):                2.856
Skew:                           0.301   Prob(JB):                        0.240
Kurtosis:                       2.432   Cond. No.                         1.00
==============================================================================
还有检查