Ejemplo n.º 1
0
    def _coef_table(self):
        buf = StringIO()

        buf.write('%14s %10s %10s %10s %10s %10s %10s\n' %
                  ('Variable', 'Coef', 'Std Err', 't-stat',
                   'p-value', 'CI 2.5%', 'CI 97.5%'))
        buf.write(scom.banner(''))
        coef_template = '\n%14s %10.4f %10.4f %10.2f %10.4f %10.4f %10.4f'

        results = self._results

        beta = results['beta']

        for i, name in enumerate(beta.index):
            if i and not (i % 5):
                buf.write('\n' + scom.banner(''))

            std_err = results['std_err'][name]
            CI1 = beta[name] - 1.96 * std_err
            CI2 = beta[name] + 1.96 * std_err

            t_stat = results['t_stat'][name]
            p_value = results['p_value'][name]

            line = coef_template % (name,
                                    beta[name], std_err, t_stat, p_value, CI1, CI2)

            buf.write(line)

        if self.nw_lags is not None:
            buf.write('\n')
            buf.write('*** The calculations are Newey-West '
                      'adjusted with lags %5d\n' % self.nw_lags)

        return buf.getvalue()
Ejemplo n.º 2
0
Archivo: ols.py Proyecto: zfs002/pandas
    def _coef_table(self):
        buf = StringIO()

        buf.write('%14s %10s %10s %10s %10s %10s %10s\n' %
                  ('Variable', 'Coef', 'Std Err', 't-stat', 'p-value',
                   'CI 2.5%', 'CI 97.5%'))
        buf.write(scom.banner(''))
        coef_template = '\n%14s %10.4f %10.4f %10.2f %10.4f %10.4f %10.4f'

        results = self._results

        beta = results['beta']

        for i, name in enumerate(beta.index):
            if i and not (i % 5):
                buf.write('\n' + scom.banner(''))

            std_err = results['std_err'][name]
            CI1 = beta[name] - 1.96 * std_err
            CI2 = beta[name] + 1.96 * std_err

            t_stat = results['t_stat'][name]
            p_value = results['p_value'][name]

            line = coef_template % (name, beta[name], std_err, t_stat, p_value,
                                    CI1, CI2)

            buf.write(line)

        if self.nw_lags is not None:
            buf.write('\n')
            buf.write('*** The calculations are Newey-West '
                      'adjusted with lags %5d\n' % self.nw_lags)

        return buf.getvalue()
Ejemplo n.º 3
0
    def _coef_table(self):
        buf = StringIO()

        buf.write(
            "%14s %10s %10s %10s %10s %10s %10s\n"
            % ("Variable", "Coef", "Std Err", "t-stat", "p-value", "CI 2.5%", "CI 97.5%")
        )
        buf.write(scom.banner(""))
        coef_template = "\n%14s %10.4f %10.4f %10.2f %10.4f %10.4f %10.4f"

        results = self._results

        beta = results["beta"]

        for i, name in enumerate(beta.index):
            if i and not (i % 5):
                buf.write("\n" + scom.banner(""))

            std_err = results["std_err"][name]
            CI1 = beta[name] - 1.96 * std_err
            CI2 = beta[name] + 1.96 * std_err

            t_stat = results["t_stat"][name]
            p_value = results["p_value"][name]

            line = coef_template % (name, beta[name], std_err, t_stat, p_value, CI1, CI2)

            buf.write(line)

        if self.nw_lags is not None:
            buf.write("\n")
            buf.write("*** The calculations are Newey-West " "adjusted with lags %5d\n" % self.nw_lags)

        return buf.getvalue()
Ejemplo n.º 4
0
    def _coef_table(self):
        buffer = StringIO()
        buffer.write('%13s %13s %13s %13s %13s %13s\n' %
                     ('Variable', 'Beta', 'Std Err', 't-stat', 'CI 2.5%', 'CI 97.5%'))
        template = '%13s %13.4f %13.4f %13.2f %13.4f %13.4f\n'

        for i, name in enumerate(self._cols):
            if i and not (i % 5):
                buffer.write('\n' + common.banner(''))

            mean_beta = self._results['mean_beta'][i]
            std_beta = self._results['std_beta'][i]
            t_stat = self._results['t_stat'][i]
            ci1 = mean_beta - 1.96 * std_beta
            ci2 = mean_beta + 1.96 * std_beta

            values = '(%s)' % name, mean_beta, std_beta, t_stat, ci1, ci2

            buffer.write(template % values)

        if self._nw_lags_beta is not None:
            buffer.write('\n')
            buffer.write('*** The Std Err, t-stat are Newey-West '
                         'adjusted with Lags %5d\n' % self._nw_lags_beta)

        return buffer.getvalue()
Ejemplo n.º 5
0
    def _coef_table(self):
        buffer = StringIO()
        buffer.write('%13s %13s %13s %13s %13s %13s\n' %
                    ('Variable', 'Beta', 'Std Err', 't-stat', 'CI 2.5%', 'CI 97.5%'))
        template = '%13s %13.4f %13.4f %13.2f %13.4f %13.4f\n'

        for i, name in enumerate(self._cols):
            if i and not (i % 5):
                buffer.write('\n' + common.banner(''))

            mean_beta = self._results['mean_beta'][i]
            std_beta = self._results['std_beta'][i]
            t_stat = self._results['t_stat'][i]
            ci1 = mean_beta - 1.96 * std_beta
            ci2 = mean_beta + 1.96 * std_beta

            values = '(%s)' % name, mean_beta, std_beta, t_stat, ci1, ci2

            buffer.write(template % values)

        if self._nw_lags_beta is not None:
            buffer.write('\n')
            buffer.write('*** The Std Err, t-stat are Newey-West '
                         'adjusted with Lags %5d\n' % self._nw_lags_beta)

        return buffer.getvalue()
Ejemplo n.º 6
0
    def _coef_table(self):
        buffer = StringIO()
        buffer.write(
            "%13s %13s %13s %13s %13s %13s\n" % ("Variable", "Beta", "Std Err", "t-stat", "CI 2.5%", "CI 97.5%")
        )
        template = "%13s %13.4f %13.4f %13.2f %13.4f %13.4f\n"

        for i, name in enumerate(self._cols):
            if i and not (i % 5):
                buffer.write("\n" + common.banner(""))

            mean_beta = self._results["mean_beta"][i]
            std_beta = self._results["std_beta"][i]
            t_stat = self._results["t_stat"][i]
            ci1 = mean_beta - 1.96 * std_beta
            ci2 = mean_beta + 1.96 * std_beta

            values = "(%s)" % name, mean_beta, std_beta, t_stat, ci1, ci2

            buffer.write(template % values)

        if self._nw_lags_beta is not None:
            buffer.write("\n")
            buffer.write("*** The Std Err, t-stat are Newey-West " "adjusted with Lags %5d\n" % self._nw_lags_beta)

        return buffer.getvalue()
Ejemplo n.º 7
0
    def summary(self):
        template = """
%(banner_top)s

Number of Observations:         %(nobs)d
AIC:                            %(aic).3f
BIC:                            %(bic).3f

%(banner_coef)s
%(coef_table)s
%(banner_end)s
"""
        params = {
            'banner_top': common.banner('Summary of VAR'),
            'banner_coef': common.banner('Summary of Estimated Coefficients'),
            'banner_end': common.banner('End of Summary'),
            'coef_table': self.beta,
            'aic': self.aic,
            'bic': self.bic,
            'nobs': self._nobs,
        }

        return template % params
Ejemplo n.º 8
0
    def summary(self):
        template = """
%(banner_top)s

Number of Observations:         %(nobs)d
AIC:                            %(aic).3f
BIC:                            %(bic).3f

%(banner_coef)s
%(coef_table)s
%(banner_end)s
"""
        params = {
            "banner_top": common.banner("Summary of VAR"),
            "banner_coef": common.banner("Summary of Estimated Coefficients"),
            "banner_end": common.banner("End of Summary"),
            "coef_table": self.beta,
            "aic": self.aic,
            "bic": self.bic,
            "nobs": self._nobs,
        }

        return template % params
Ejemplo n.º 9
0
Archivo: ols.py Proyecto: zfs002/pandas
    def summary(self):
        """
        This returns the formatted result of the OLS computation
        """
        template = """
%(bannerTop)s

Formula: Y ~ %(formula)s

Number of Observations:         %(nobs)d
Number of Degrees of Freedom:   %(df)d

R-squared:     %(r2)10.4f
Adj R-squared: %(r2_adj)10.4f

Rmse:          %(rmse)10.4f

F-stat %(f_stat_shape)s: %(f_stat)10.4f, p-value: %(f_stat_p_value)10.4f

Degrees of Freedom: model %(df_model)d, resid %(df_resid)d

%(bannerCoef)s
%(coef_table)s
%(bannerEnd)s
"""
        coef_table = self._coef_table

        results = self._results

        f_stat = results['f_stat']

        bracketed = ['<%s>' % str(c) for c in results['beta'].index]

        formula = StringIO()
        formula.write(bracketed[0])
        tot = len(bracketed[0])
        line = 1
        for coef in bracketed[1:]:
            tot = tot + len(coef) + 3

            if tot // (68 * line):
                formula.write('\n' + ' ' * 12)
                line += 1

            formula.write(' + ' + coef)

        params = {
            'bannerTop': scom.banner('Summary of Regression Analysis'),
            'bannerCoef': scom.banner('Summary of Estimated Coefficients'),
            'bannerEnd': scom.banner('End of Summary'),
            'formula': formula.getvalue(),
            'r2': results['r2'],
            'r2_adj': results['r2_adj'],
            'nobs': results['nobs'],
            'df': results['df'],
            'df_model': results['df_model'],
            'df_resid': results['df_resid'],
            'coef_table': coef_table,
            'rmse': results['rmse'],
            'f_stat': f_stat['f-stat'],
            'f_stat_shape': '(%d, %d)' % (f_stat['DF X'], f_stat['DF Resid']),
            'f_stat_p_value': f_stat['p-value'],
        }

        return template % params
Ejemplo n.º 10
0
    def summary(self):
        """
        This returns the formatted result of the OLS computation
        """
        template = """
%(bannerTop)s

Formula: Y ~ %(formula)s

Number of Observations:         %(nobs)d
Number of Degrees of Freedom:   %(df)d

R-squared:     %(r2)10.4f
Adj R-squared: %(r2_adj)10.4f

Rmse:          %(rmse)10.4f

F-stat %(f_stat_shape)s: %(f_stat)10.4f, p-value: %(f_stat_p_value)10.4f

Degrees of Freedom: model %(df_model)d, resid %(df_resid)d

%(bannerCoef)s
%(coef_table)s
%(bannerEnd)s
"""
        coef_table = self._coef_table

        results = self._results

        f_stat = results['f_stat']

        bracketed = ['<%s>' % str(c) for c in results['beta'].index]

        formula = StringIO()
        formula.write(bracketed[0])
        tot = len(bracketed[0])
        line = 1
        for coef in bracketed[1:]:
            tot = tot + len(coef) + 3

            if tot // (68 * line):
                formula.write('\n' + ' ' * 12)
                line += 1

            formula.write(' + ' + coef)

        params = {
            'bannerTop': scom.banner('Summary of Regression Analysis'),
            'bannerCoef': scom.banner('Summary of Estimated Coefficients'),
            'bannerEnd': scom.banner('End of Summary'),
            'formula': formula.getvalue(),
            'r2': results['r2'],
            'r2_adj': results['r2_adj'],
            'nobs': results['nobs'],
            'df': results['df'],
            'df_model': results['df_model'],
            'df_resid': results['df_resid'],
            'coef_table': coef_table,
            'rmse': results['rmse'],
            'f_stat': f_stat['f-stat'],
            'f_stat_shape': '(%d, %d)' % (f_stat['DF X'], f_stat['DF Resid']),
            'f_stat_p_value': f_stat['p-value'],
        }

        return template % params
Ejemplo n.º 11
0
    def summary(self):
        """
        This returns the formatted result of the OLS computation
        """
        template = """
%(bannerTop)s

Formula: Y ~ %(formula)s

Number of Observations:         %(nobs)d
Number of Degrees of Freedom:   %(df)d

R-squared:     %(r2)10.4f
Adj R-squared: %(r2_adj)10.4f

Rmse:          %(rmse)10.4f

F-stat %(f_stat_shape)s: %(f_stat)10.4f, p-value: %(f_stat_p_value)10.4f

Degrees of Freedom: model %(df_model)d, resid %(df_resid)d

%(bannerCoef)s
%(coef_table)s
%(bannerEnd)s
"""
        coef_table = self._coef_table

        results = self._results

        f_stat = results["f_stat"]

        bracketed = ["<%s>" % str(c) for c in results["beta"].index]

        formula = StringIO()
        formula.write(bracketed[0])
        tot = len(bracketed[0])
        line = 1
        for coef in bracketed[1:]:
            tot = tot + len(coef) + 3

            if tot // (68 * line):
                formula.write("\n" + " " * 12)
                line += 1

            formula.write(" + " + coef)

        params = {
            "bannerTop": scom.banner("Summary of Regression Analysis"),
            "bannerCoef": scom.banner("Summary of Estimated Coefficients"),
            "bannerEnd": scom.banner("End of Summary"),
            "formula": formula.getvalue(),
            "r2": results["r2"],
            "r2_adj": results["r2_adj"],
            "nobs": results["nobs"],
            "df": results["df"],
            "df_model": results["df_model"],
            "df_resid": results["df_resid"],
            "coef_table": coef_table,
            "rmse": results["rmse"],
            "f_stat": f_stat["f-stat"],
            "f_stat_shape": "(%d, %d)" % (f_stat["DF X"], f_stat["DF Resid"]),
            "f_stat_p_value": f_stat["p-value"],
        }

        return template % params