python Statsmodels

Statsmodels作为统计建模分析的核心工具包，包括常见的各种回归模型、非参数模型和估计、时间序列分析和建模以及空间面板模型等。

1.Autoregression（AR）

from statsmodels.tsa.ar_model import AR 

2.Autoregressive Moving Average（ARMA）

from statsmodel.tsa.arima_model import ARMA

3.Autoregressive Integrated Moving Average（ARIMA）

from statsmodel.tsa.arima_model import ARIMA

4.Seasonal Autoregressive Integrated Moving-Average (SARIMA)

from statsmodel.tsa.statespace.sarimax import SARIMAX

5.Seasonal Autoregressive Integrated Moving-Average with Exogenous Regressors (SARIMAX)

from statsmodels.tsa.statespace.sarimax import SARIMAX

6.Vector Autoregression (VAR)

from statsmodel.tsa.vector_ar.var_model import VAR

7.Vector Autoregression Moving-Average (VARMA)

from statsmodel.tsa.statespace.varmax import VARMAX

8.Vector Autoregression Moving-Average with Exogenous Regressors（VARMAX）

from statsmodels.tsa.statespace.varmax import VARMAX

9.Holt Winter’s Exponential Smoothing (HWES)

from statsmodel.tsa.holtwinters import ExponentialSmoothing