code snippets - HimajaYerra/Masters-Dissertation GitHub Wiki

#http://barnesanalytics.com/analyzing-multivariate-time-series-using-arimax-in-python-with-statsmodels import statsmodels.api as sm print(sm.tsa.stattools.adfuller(df['Marketing'])) print(sm.tsa.stattools.adfuller(df['Sales']))

df['const']=1 model1=sm.OLS(endog=df['Sales'],exog=df['Marketing','const']) results1=model1.fit() print(results1.summary())

df['diffS']=df['Sales'].diff() df['diffM']=df['Marketing'].diff() model2=sm.OLS(endog=df['diffS'].dropna(),exog=df'diffM','const'.dropna()) results2=model1.fit() print(results2.summary())

#http://barnesanalytics.com/basics-of-arima-models-with-statsmodels-in-python