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### Background / motivation
Parent epic: [#1006](https://github.com/oceanprotocol/pdr-backend/issues/1006) "Explore SARIMAX modeling"
SARIMAX models are promising. In this issue we implement and…
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triggered by #3622
DiD in the simplest case is just the interaction effect of time and group dummies in OLS
What support to we need? What extensions and related models would be useful?
### asym…
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The following list are basemodels used by M-Competition and I think It is a good idea to normalize how they are implemented to be able to automate the generation of this model.
# Base Models
## …
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- Model/Results attributes consistency
- `GLMResults._endog` --> `self.endog` or just `self.model.endog` #4028
- some Results classes attach `endog, exog, nobs,...`, others don't.
- Result…
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## Motivation
We currently use a formulation that looks directly at past values ("autoregressive" AR).
We could generalize this to..
- handle expected model prediction errors: "moving average"…
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Hello guys!
I was running a SARIMA (2,0,1)x(1,0,2)x24 model using my old laptop. It took around 20 to 30 seconds to finish and did not throw any warning. Python version is 3.9.7 and statsmodels ver…
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``` python
>>> sm.version.full_version
'0.8.0.dev0+bb1db2b'
```
``` python
arima_model = ARIMA(transformed_data, order=(model_order[0], model_order[1], model_order[2]))
arima_results = arima_model.fi…
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We should include functionality that makes reconciliation at different temporal aggregation levels easy, e.g., weekly and monthly; or weekly, daily, monthly.
I think @rikstarmans has shown in https…
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**Describe the bug**
When I'm passing a different exogenous regressor for each of the nodes in the hierarchy. I'm getting an error related to the shape of the data frame.
**To Reproduce**
I have …
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When fitting an ARIMA model using the statsmodels python implementation I see the following behaviour, python does not seem to correctly provide the values for the differenced lags. I am comparing the…