API Reference ============= The main statsmodels API is split into models: * ``statsmodels.api``: Cross-sectional models and methods. Canonically imported using ``import statsmodels.api as sm``. * ``statsmodels.tsa.api``: Time-series models and methods. Canonically imported using ``import statsmodels.tsa.api as tsa``. * ``statsmodels.formula.api``: A convenience interface for specifying models using formula strings and DataFrames. This API directly exposes the ``from_formula`` class method of models that support the formula API. Canonically imported using ``import statsmodels.formula.api as smf`` The API focuses on models and the most frequently used statistical test, and tools. :ref:`api-structure:Import Paths and Structure` explains the design of the two API modules and how importing from the API differs from directly importing from the module where the model is defined. See the detailed topic pages in the :ref:`user-guide:User Guide` for a complete list of available models, statistics, and tools. ``statsmodels.api`` ------------------- Regression ~~~~~~~~~~ .. autosummary:: ~statsmodels.regression.linear_model.OLS ~statsmodels.regression.linear_model.WLS ~statsmodels.regression.linear_model.GLS ~statsmodels.regression.linear_model.GLSAR ~statsmodels.regression.recursive_ls.RecursiveLS ~statsmodels.regression.rolling.RollingOLS ~statsmodels.regression.rolling.RollingWLS Imputation ~~~~~~~~~~ .. autosummary:: ~statsmodels.imputation.bayes_mi.BayesGaussMI ~statsmodels.imputation.bayes_mi.MI ~statsmodels.imputation.mice.MICE ~statsmodels.imputation.mice.MICEData Generalized Estimating Equations ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ .. autosummary:: ~statsmodels.genmod.generalized_estimating_equations.GEE ~statsmodels.genmod.generalized_estimating_equations.NominalGEE ~statsmodels.genmod.generalized_estimating_equations.OrdinalGEE Generalized Linear Models ~~~~~~~~~~~~~~~~~~~~~~~~~ .. autosummary:: ~statsmodels.genmod.generalized_linear_model.GLM ~statsmodels.gam.generalized_additive_model.GLMGam ~statsmodels.genmod.bayes_mixed_glm.BinomialBayesMixedGLM ~statsmodels.genmod.bayes_mixed_glm.PoissonBayesMixedGLM Discrete and Count Models ~~~~~~~~~~~~~~~~~~~~~~~~~ .. autosummary:: ~statsmodels.discrete.discrete_model.Logit ~statsmodels.discrete.discrete_model.Probit ~statsmodels.discrete.discrete_model.MNLogit ~statsmodels.miscmodels.ordinal_model.OrderedModel ~statsmodels.discrete.discrete_model.Poisson ~statsmodels.discrete.discrete_model.NegativeBinomial ~statsmodels.discrete.discrete_model.NegativeBinomialP ~statsmodels.discrete.discrete_model.GeneralizedPoisson ~statsmodels.discrete.count_model.ZeroInflatedPoisson ~statsmodels.discrete.count_model.ZeroInflatedNegativeBinomialP ~statsmodels.discrete.count_model.ZeroInflatedGeneralizedPoisson ~statsmodels.discrete.conditional_models.ConditionalLogit ~statsmodels.discrete.conditional_models.ConditionalMNLogit ~statsmodels.discrete.conditional_models.ConditionalPoisson Multivariate Models ~~~~~~~~~~~~~~~~~~~ .. autosummary:: ~statsmodels.multivariate.factor.Factor ~statsmodels.multivariate.manova.MANOVA ~statsmodels.multivariate.pca.PCA Other Models ~~~~~~~~~~~~ .. autosummary:: ~statsmodels.regression.mixed_linear_model.MixedLM ~statsmodels.duration.survfunc.SurvfuncRight ~statsmodels.duration.hazard_regression.PHReg ~statsmodels.regression.quantile_regression.QuantReg ~statsmodels.robust.robust_linear_model.RLM ~statsmodels.othermod.betareg.BetaModel Graphics ~~~~~~~~ .. autosummary:: ~statsmodels.graphics.gofplots.ProbPlot ~statsmodels.graphics.gofplots.qqline ~statsmodels.graphics.gofplots.qqplot ~statsmodels.graphics.gofplots.qqplot_2samples Statistics ~~~~~~~~~~ .. autosummary:: ~statsmodels.stats.descriptivestats.Description ~statsmodels.stats.descriptivestats.describe Tools ~~~~~ .. autosummary:: ~statsmodels.__init__.test ~statsmodels.tools.tools.add_constant ~statsmodels.iolib.smpickle.load_pickle ~statsmodels.tools.print_version.show_versions ~statsmodels.tools.web.webdoc ``statsmodels.tsa.api`` ----------------------- Statistics and Tests ~~~~~~~~~~~~~~~~~~~~ .. autosummary:: ~statsmodels.tsa.stattools.acf ~statsmodels.tsa.stattools.acovf ~statsmodels.tsa.stattools.adfuller ~statsmodels.tsa.stattools.bds ~statsmodels.tsa.stattools.ccf ~statsmodels.tsa.stattools.ccovf ~statsmodels.tsa.stattools.coint ~statsmodels.tsa.stattools.kpss ~statsmodels.tsa.stattools.pacf ~statsmodels.tsa.stattools.pacf_ols ~statsmodels.tsa.stattools.pacf_yw ~statsmodels.tsa.stattools.q_stat ~statsmodels.tsa.stattools.range_unit_root_test ~statsmodels.tsa.stattools.zivot_andrews Univariate Time-Series Analysis ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ .. autosummary:: ~statsmodels.tsa.ar_model.AutoReg ~statsmodels.tsa.ardl.ARDL ~statsmodels.tsa.arima.model.ARIMA ~statsmodels.tsa.statespace.sarimax.SARIMAX ~statsmodels.tsa.ardl.ardl_select_order ~statsmodels.tsa.stattools.arma_order_select_ic ~statsmodels.tsa.arima_process.arma_generate_sample ~statsmodels.tsa.arima_process.ArmaProcess ~statsmodels.tsa.ardl.UECM Exponential Smoothing ~~~~~~~~~~~~~~~~~~~~~ .. autosummary:: ~statsmodels.tsa.holtwinters.ExponentialSmoothing ~statsmodels.tsa.holtwinters.Holt ~statsmodels.tsa.holtwinters.SimpleExpSmoothing ~statsmodels.tsa.statespace.exponential_smoothing.ExponentialSmoothing ~statsmodels.tsa.exponential_smoothing.ets.ETSModel Multivariate Time Series Models ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ .. autosummary:: ~statsmodels.tsa.statespace.dynamic_factor.DynamicFactor ~statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ ~statsmodels.tsa.vector_ar.var_model.VAR ~statsmodels.tsa.statespace.varmax.VARMAX ~statsmodels.tsa.vector_ar.svar_model.SVAR ~statsmodels.tsa.vector_ar.vecm.VECM ~statsmodels.tsa.statespace.structural.UnobservedComponents Filters and Decompositions ~~~~~~~~~~~~~~~~~~~~~~~~~~ .. autosummary:: ~statsmodels.tsa.seasonal.seasonal_decompose ~statsmodels.tsa.seasonal.STL ~statsmodels.tsa.seasonal.MSTL ~statsmodels.tsa.filters.bk_filter.bkfilter ~statsmodels.tsa.filters.cf_filter.cffilter ~statsmodels.tsa.filters.hp_filter.hpfilter Markov Regime Switching Models ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ .. autosummary:: ~statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression ~statsmodels.tsa.regime_switching.markov_regression.MarkovRegression Forecasting ~~~~~~~~~~~ .. autosummary:: ~statsmodels.tsa.forecasting.stl.STLForecast ~statsmodels.tsa.forecasting.theta.ThetaModel Time-Series Tools ~~~~~~~~~~~~~~~~~ .. autosummary:: ~statsmodels.tsa.tsatools.add_lag ~statsmodels.tsa.tsatools.add_trend ~statsmodels.tsa.tsatools.detrend ~statsmodels.tsa.tsatools.lagmat ~statsmodels.tsa.tsatools.lagmat2ds ~statsmodels.tsa.deterministic.DeterministicProcess X12/X13 Interface ~~~~~~~~~~~~~~~~~ .. autosummary:: ~statsmodels.tsa.x13.x13_arima_analysis ~statsmodels.tsa.x13.x13_arima_select_order ``statsmodels.formula.api`` --------------------------- Models ~~~~~~ The lower case names are aliases to the `from_formula` method of the corresponding model class. The function descriptions of the methods exposed in the formula API are generic. See the documentation for the parent model for details. .. autosummary:: :toctree: generated/ ~statsmodels.formula.api.gls ~statsmodels.formula.api.wls ~statsmodels.formula.api.ols ~statsmodels.formula.api.glsar ~statsmodels.formula.api.mixedlm ~statsmodels.formula.api.glm ~statsmodels.formula.api.gee ~statsmodels.formula.api.ordinal_gee ~statsmodels.formula.api.nominal_gee ~statsmodels.formula.api.rlm ~statsmodels.formula.api.logit ~statsmodels.formula.api.probit ~statsmodels.formula.api.mnlogit ~statsmodels.formula.api.poisson ~statsmodels.formula.api.negativebinomial ~statsmodels.formula.api.quantreg ~statsmodels.formula.api.phreg ~statsmodels.formula.api.glmgam ~statsmodels.formula.api.conditional_logit ~statsmodels.formula.api.conditional_mnlogit ~statsmodels.formula.api.conditional_poisson