def resid(self): """ Returns the DataFrame containing the residuals of the VAR regressions. Each column x1 contains the residuals generated by regressing the x1 column of the input against the lagged input. Returns ------- DataFrame """ d = dict([(key, value.resid) for (key, value) in self.ols_results.iteritems()]) return Panel.fromDict(d)
def _aggregate_generic(self, func, *args, **kwargs): result = {} axis = self.axis obj = self._obj_with_exclusions for name in self.primary: data = self.get_group(name, obj=obj) try: result[name] = func(data, *args, **kwargs) except Exception: wrapper = lambda x: func(x, *args, **kwargs) result[name] = data.apply(wrapper, axis=axis) result = Panel.fromDict(result, intersect=False) if axis > 0: result = result.swapaxes(0, axis) return result
def _prep_panel_data(data): """Converts the given data into a Panel.""" if isinstance(data, Panel): return data return Panel.fromDict(data)