def setupClass(cls): if not _have_x13: raise SkipTest('X13/X12 not available') import pandas as pd from statsmodels.datasets import macrodata, co2 dta = macrodata.load_pandas().data dates = dates_from_range('1959Q1', '2009Q3') index = pd.DatetimeIndex(dates) dta.index = index cls.quarterly_data = dta.dropna() dta = co2.load_pandas().data dta['co2'] = dta.co2.interpolate() cls.monthly_data = dta.resample('M') cls.monthly_start_data = dta.resample('MS')
def setupClass(cls): if not _have_x13: raise SkipTest("X13/X12 not available") import pandas as pd from statsmodels.datasets import macrodata, co2 dta = macrodata.load_pandas().data dates = dates_from_range("1959Q1", "2009Q3") index = pd.DatetimeIndex(dates) dta.index = index cls.quarterly_data = dta.dropna() dta = co2.load_pandas().data dta["co2"] = dta.co2.interpolate() cls.monthly_data = dta.resample("M") cls.monthly_start_data = dta.resample("MS")
def setup_class(cls): import pandas as pd from statsmodels.datasets import macrodata, co2 dta = macrodata.load_pandas().data index = pd.PeriodIndex(start='1959Q1', end='2009Q3', freq='Q') dta.index = index cls.quarterly_data = dta.dropna() dta = co2.load_pandas().data dta['co2'] = dta.co2.interpolate() cls.monthly_data = dta.resample('M') # change in pandas 0.18 resample is deferred object if not isinstance(cls.monthly_data, (pd.DataFrame, pd.Series)): cls.monthly_data = cls.monthly_data.mean() cls.monthly_start_data = dta.resample('MS') if not isinstance(cls.monthly_start_data, (pd.DataFrame, pd.Series)): cls.monthly_start_data = cls.monthly_start_data.mean()
def setupClass(cls): if not _have_x13: raise SkipTest('X13/X12 not available') import pandas as pd from statsmodels.datasets import macrodata, co2 dta = macrodata.load_pandas().data dates = dates_from_range('1959Q1', '2009Q3') index = pd.DatetimeIndex(dates) dta.index = index cls.quarterly_data = dta.dropna() dta = co2.load_pandas().data dta['co2'] = dta.co2.interpolate() cls.monthly_data = dta.resample('M') # change in pandas 0.18 resample is deferred object if not isinstance(cls.monthly_data, (pd.DataFrame, pd.Series)): cls.monthly_data = cls.monthly_data.mean() cls.monthly_start_data = dta.resample('MS') if not isinstance(cls.monthly_start_data, (pd.DataFrame, pd.Series)): cls.monthly_start_data = cls.monthly_start_data.mean()
import george import numpy as np import matplotlib.pyplot as plt from statsmodels.datasets import co2 from george import kernels #Load data data = co2.load_pandas().data t = 2000 + (np.array(data.index.to_julian_date()) - 2451545.0) / 365.25 y = np.array(data.co2) m = np.isfinite(t) & np.isfinite(y) & (t < 1996) t, y = t[m][::4], y[m][::4] plt.plot(t, y, ".k") plt.xlim(t.min(), t.max()) plt.xlabel("year") plt.ylabel("CO$_2$ in ppm") #Load kernels k1 = 66**2 * kernels.ExpSquaredKernel(metric=67**2) k2 = 2.4**2 * kernels.ExpSquaredKernel(90**2) * kernels.ExpSine2Kernel( gamma=2 / 1.3**2, log_period=0.0) k3 = 0.66**2 * kernels.RationalQuadraticKernel(log_alpha=np.log(0.78), metric=1.2**2) k4 = 0.18**2 * kernels.ExpSquaredKernel(1.6**2) kernel = k1 + k2 + k3 + k4 gp = george.GP(kernel, mean=np.mean(y), fit_mean=True, white_noise=np.log(0.19**2),
def test_co2_python3(): # this failed in pd.to_datetime on Python 3 with pandas <= 0.12.0 dta = co2.load_pandas()