我已经设法获得时间序列数据的线性回归线,这要归功于stackoverflow先前.所以我有以下从python绘制的图/线:
我使用以下代码获得此回归线,最初从csv文件导入价格/时间序列数据:
f4 = open('C:\Users\cost9\OneDrive\Documents\PYTHON\TEST-ASSURANCE FILES\LINEAR REGRESSION MULTI TREND IDENTIFICATION\ES_1H.CSV')
ES_1H = pd.read_csv(f4)
ES_1H.rename(columns={'Date/Time': 'Date'},inplace=True)
ES_1H['Date'] = ES_1H['Date'].reset_index()
ES_1H.Date.values.astype('M8[D]')
ES_1H_Last_300_Periods = ES_1H[-300:]
x = ES_1H_Last_300_Periods['Date']
y = ES_1H_Last_300_Periods['Close']
x = sm.add_constant(x)
ES_1H_LR = pd.ols(y = ES_1H_Last_300_Periods['Close'],x = ES_1H_Last_300_Periods['Date'])
plt.scatter(y = ES_1H_LR.y_fitted.values,x = ES_1H_La