statsmodels - Statistical Modeling and Econometrics
Perform statistical modeling, inference, diagnostics, testing, and forecasting with Python's statsmodels library.
Tags
Updated: 2026-10-06statistical modelingeconometricsregressiontime seriesforecastinghypothesis testingmodel diagnosticsPython
Capabilities
Typical Inputs
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
- Diagnostic settings
Outputs
- Fitted statistical models
- Parameter estimates
- Inference summaries
- Predictions
- Confidence intervals
- Forecasts
- Diagnostic statistics
- Statistical test results
- Publication-ready tables
- Diagnostic plots
Requirements
- Python environment
- statsmodels library
- NumPy and pandas dependencies
- Input data