Data Analysis with Python: 10. Regression Part 3

In this first video (of 2), I show how to carry out regression analysis of time series data using, again, the excellent statsmodels package. I show how to estimate a regression equation which includes lagged and differenced variables, plus how to draw some standard charts useful for diagnostics. I also look at how to perform a Breush-Godfrey test for autocorrelation.

Видео Data Analysis with Python: 10. Regression Part 3 канала My Data Analysis Site