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statsmodels - Statistical modeling and econometric analysis

Fit statistical and econometric models, perform inference and diagnostics, analyze time series, and generate predictions and statistical tables.

Tags

Updated: 2026-10-06

Capabilities

Typical Inputs

Typical Outputs

What this skill does

  • Fit linear regression models
  • Fit generalized linear models
  • Model discrete outcomes
  • Analyze time series
  • Run statistical tests
  • Diagnose model assumptions
  • Detect influential observations
  • Compare statistical models
  • Estimate causal effects
  • Generate statistical tables

Inputs

  • Outcome data
  • Predictor data
  • Time series data
  • Model specification
  • Model comparison criteria

Outputs

  • Fitted model results
  • Coefficient tables
  • Inference statistics
  • Predictions
  • Forecasts
  • Confidence intervals
  • Residual diagnostics
  • Model comparison statistics
  • Diagnostic plots

Requirements

  • Python environment
  • statsmodels library
  • Numerical computing support

Source

  • Spec: SKILL.md
statistics
econometrics
regression
generalized linear models
time series
diagnostics
inference
forecasting
Fit linear regression models
Fit generalized linear models
Model discrete outcomes
Analyze time series
Outcome data
Predictor data
Time series data
Fitted model results
Coefficient tables
Inference statistics