I am running the OLS summary for a column of values. Part of the OLS is the Durbin-Watson and Jarque-Bera (JB) statistics and I want to pull those values out directly since they have already been calculated rather than running the steps as extra steps like I do now with durbinwatson.
Here is the code I have:
import pandas as pd
import statsmodels.api as sm
csv = mydata.csv
df = pd.read_csv(csv)
var = df[variable]
year = df['Year']
model = sm.OLS(var,year)
results = model.fit()
summary = results.summary()
print summary
#print dir(results)
residuals = results.resid
durbinwatson = statsmodels.stats.stattools.durbin_watson(residuals, axis=0)
print durbinwatson
Results:
OLS Regression Results
==============================================================================
Dep. Variable: LST R-squared: 1.000
Model: OLS Adj. R-squared: 1.000
Method: Least Squares F-statistic: 3.026e+05
Date: Fri, 10 Nov 2017 Prob (F-statistic): 2.07e-63
Time: 20:37:03 Log-Likelihood: -82.016
No. Observations: 32 AIC: 166.0
Df Residuals: 31 BIC: 167.5
Df Model: 1
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
Year 0.1551 0.000 550.069 0.000 0.155 0.156
==============================================================================
Omnibus: 1.268 Durbin-Watson: 1.839
Prob(Omnibus): 0.530 Jarque-Bera (JB): 1.087
Skew: -0.253 Prob(JB): 0.581
Kurtosis: 2.252 Cond. No. 1.00
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
I figured out that by printing
dir(results)
I could get a list of the OLS Summary elements, and I can pull out the residuals of the test no problem like I do here (or the R squared and stuff) but I can't pull out just the durbin watson or just the Jarque Bera. I tried this:
print results.wald_test
But I just get the error:
<bound method OLSResults.wald_test of <statsmodels.regression.linear_model.OLSResults object at 0x0D05B3F0>>
And I can't even find the jarque bera test in the directory of the summary. Any help?
来源:https://stackoverflow.com/questions/47241482/get-durbin-watson-and-jarque-bera-statistics-from-ols-summary-in-python