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statsmodels - Statistical Modeling and Econometrics

Fit statistical and econometric models, perform inference and diagnostics, and analyze or forecast time series with Python.

Tags

Updated: 2026-10-07

Capabilities

Typical Inputs

Typical Outputs

What this skill does

  • Fit 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
  • Produce statistical tables

Inputs

  • Outcome data
  • Predictor data
  • Time series data
  • Model specifications

Outputs

  • Fitted model results
  • Coefficient tables
  • Diagnostic statistics
  • Predictions
  • Forecasts
  • Confidence intervals
  • Residual plots

Requirements

  • Python environment
  • statsmodels library

Source

  • Spec: SKILL.md

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statistics
econometrics
regression
time series
inference
model diagnostics
forecasting
Python
Fit regression models
Fit generalized linear models
Model discrete outcomes
Analyze time series
Outcome data
Predictor data
Time series data
Fitted model results
Coefficient tables
Diagnostic statistics