Databases
StackOverflow2013
Postsdbo
PO
 

Note that there are some explanatory texts on larger screens.

plurals
  1. PO
    primarykey
    data
    text
    <p>I don't believe a cointegration test has been implemented for scipy. You may be better off <a href="http://rpy.sourceforge.net/rpy2.html" rel="noreferrer">using <code>rpy2</code></a> to interface Python with R. R provides cointegration tests in the <a href="http://cran.r-project.org/web/packages/urca/index.html" rel="noreferrer"><code>urca</code> package</a>.</p> <p>For example:</p> <pre><code>import rpy2.robjects as ro r=ro.r a = [10.23, 11.65, 12.36, 12.96] b = [5.23, 6.10, 8.3, 4.98] </code></pre> <p>Define <code>a</code> and <code>b</code> in R:</p> <pre><code>ro.globalEnv['a']=ro.FloatVector(a) ro.globalEnv['b']=ro.FloatVector(b) </code></pre> <p>Call the R <code>cor</code> (correlation) function:</p> <pre><code>print(r('cor(a,b,method="pearson")')) # [1] 0.2438518 </code></pre> <p>Call the R <code>ca.po</code> (Phillips &amp; Ouliaris Cointegration Test) </p> <pre><code>r('library(urca)') print(r('ca.po(cbind(a,b))')) # ######################################################## # # Phillips and Ouliaris Unit Root / Cointegration Test # # ######################################################## # The value of the test statistic is: 0 </code></pre> <p>I'm not familiar with cointegration, however, so apologies if my use of <code>ca.po</code> is totally inept.</p> <p>Also note that R is programming language unto itself, with (at least currently) a richer library of statistical functions than <code>scipy</code>. It's possible to run R directly (without Python). The calls would look a little simpler:</p> <pre><code>&gt; a = c(10.23, 11.65, 12.36, 12.96) &gt; b = c(5.23, 6.10, 8.3, 4.98) &gt; z = cbind(a,b) &gt; z a b [1,] 10.23 5.23 [2,] 11.65 6.10 [3,] 12.36 8.30 [4,] 12.96 4.98 &gt; ca.po(z) ######################################################## # Phillips and Ouliaris Unit Root / Cointegration Test # ######################################################## The value of the test statistic is: 0 </code></pre>
    singulars
    1. This table or related slice is empty.
    1. POHow to calculate cointegrations of two lists?
      singulars
      1. PTQuestion
    1. PTAnswer
    1. USunutbu
    1. USunutbu
    plurals
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. VO
      singulars
      1. PO
      1. This table or related slice is empty.
      1. VTUpMod
    2. VO
      singulars
      1. PO
      1. This table or related slice is empty.
      1. VTUpMod
    3. VO
      singulars
      1. PO
      1. This table or related slice is empty.
      1. VTUpMod
    1. COPlease, could you give me an example?
      singulars
      1. PO
      1. USDamiano
 

Querying!

 
Guidance
A row detail

Detail views are divided into sections. All the information in the data section comes from columns in the selected row. The other sections display data from other, related rows.

Related data can be related in a to-one or a to-many fashion. Captions of data related in a to-many fashion link to a list view showing a filtered view of the table.

Try moving around until you find a non-empty to-many entry and click on the label to get to one. You can move back to the root by clicking on the database name in the header.

SQuiL has stopped working due to an internal error.

If you are curious you may find further information in the browser console, which is accessible through the devtools (F12).

Reload