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statsmodels - Statistical modeling and econometric analysis

Fit statistical models, perform inference and diagnostics, analyze time series, and generate forecasts and statistical tables with statsmodels.

Tags

Updated: 2026-10-06

Capabilities

Typical Inputs

Typical Outputs

What this skill does

  • Fit regression models
  • Fit generalized linear models
  • Analyze discrete outcomes
  • Model 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 specifications
  • Model assumptions

Outputs

  • Fitted model results
  • Statistical summaries
  • Parameter estimates
  • Predictions
  • Forecasts
  • Confidence intervals
  • Diagnostic statistics
  • Statistical tables

Requirements

  • Python environment
  • statsmodels library
  • Required data-analysis dependencies

Source

  • Spec: SKILL.md

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statistics
statistical modeling
econometrics
regression
time series
forecasting
model diagnostics
hypothesis testing
Fit regression models
Fit generalized linear models
Analyze discrete outcomes
Model time series
Outcome data
Predictor data
Time series data
Fitted model results
Statistical summaries
Parameter estimates