Repository URL to install this package:
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Version:
0.3.1 ▾
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Naming Conventions
------------------
File and Directory Names
~~~~~~~~~~~~~~~~~~~~~~~~
Our directory tree stripped down looks something like::
statsmodels/
__init__.py
api.py
discrete/
__init__.py
discrete_model.py
tests/
results/
tsa/
__init__.py
api.py
tsatools.py
stattools.py
arima_model.py
arima_process.py
vector_ar/
__init__.py
var_model.py
tests/
results/
tests/
results/
stats/
__init__.py
api.py
stattools.py
tests/
tools/
__init__.py
tools.py
decorators.py
tests/
The submodules are arranged by topic, `discrete` for discrete choice models, or `tsa` for time series
analysis. The submodules that can be import heavy contain an empty __init__.py, except for some testing
code for running tests for the submodules. The namespace to be imported in in `api.py`. That way, we
can import selectively and not have to import a lot of code that we don't need. Helper functions are
usually put in files named `tools.py` and statistical functions, such as statistical tests are placed
in `stattools.py`. Everything has directores for :ref:`tests <testing>`.
Variable Names
~~~~~~~~~~~~~~
All of our models assume that data is arranged with variables in columns. Thus, internally the data
is all 2d arrays. By convention, we will prepend a `k_` to variable names that indicate moving over
axis 1 (columns), and `n_` to variables that indicate moving over axis 0 (rows). The main exception to
the underscore is that `nobs` should indicate the number of observations. For example, in the
time-series ARMA model we have::
k_ar - The number of AR lags included in the RHS variables
k_ma - The number of MA lags included in the RHS variables
k_trend - The number of trend variables included in the RHS variables
k_exog - The number of exogenous variables included in the RHS variables exluding the trend terms
n_totobs - The total number of observations for the LHS variables including the pre-sample values