python的ols回归,Python-滚动窗口OLS回归估计

For my evaluation, I have a dataset found in this link (https://drive.google.com/drive/folders/0B2Iv8dfU4fTUMVFyYTEtWXlzYkk) as in the following format. The third column (Y) in my dataset is my true value - that's what I wanted to predict (estimate).

time X Y

0.000543 0 10

0.000575 0 10

0.041324 1 10

0.041331 2 10

0.041336 3 10

0.04134 4 10

...

9.987735 55 239

9.987739 56 239

9.987744 57 239

9.987749 58 239

9.987938 59 239

I want to run a rolling of for example 5 window OLS regression estimation, and I have tried it with the following script.

# /usr/bin/python -tt

import numpy as np

import matplotlib.pyplot as plt

import pandas as pd

df = pd.read_csv('estimated_pred.csv')

model = pd.stats.ols.MovingOLS(y=d