Sorry for cross posting this but can't get past it I cannot get output from the predict function:
I have an OLS model that used to work with SM .6 and now not working in .8 and Pandas increased from 19.2 to 20.3 so that could be the issue?
I just don't understand what I need to feed to the predict method. So my model create looks like:
def fit_line2(x, y):
X = sm.add_constant(x, prepend=True) #Add a column of ones to allow the calculation of the intercept
ols_test = sm.OLS(y, X,missing='drop').fit()
"""Return slope, intercept of best fit line."""
X = sm.add_constant(x)
return ols_test
And that works fine and I get a model out and can see the summary fine. I used to do this to get the prediction one period ahead by using my latest value (on which I want to project forward) worked in SM .6 The predict is called as follows:
yrahead=ols_test.predict(ols_input)
ols input is created from a pandas DF:
ols_input=(sm.add_constant(merged2.lastqu[-1:], prepend=True))
lastqu
2018-12-31 13209.0
type:
<class 'pandas.core.frame.DataFrame'>
calling predict as:
yrahead=ols_test.predict(ols_input)
This gives me an error: ValueError: shapes (1,1) and (2,) not aligned: 1 (dim 1) != 2 (dim 0)
I tried simply feeding the number by changing ols_input to:
13209.0
Type:
<class 'numpy.float64'>
That gave me a similar error: ValueError: shapes (1,1) and (2,) not aligned: 1 (dim 1) != 2 (dim 0)
Not sure where to go here?
the base DataFrame table (merged2) from the above looks like so the last line lastqu column contains the value I want to predict Units for:
Units lastqu Uperchg lqperchg
2000-12-31 19391.000000 NaN NaN NaN
2001-12-31 35068.000000 5925.0 80.85 NaN
2002-12-31 39279.000000 8063.0 12.01 36.08
2003-12-31 47517.000000 9473.0 20.97 17.49
2004-12-31 51439.000000 11226.0 8.25 18.51
2005-12-31 59674.000000 11667.0 16.01 3.93
2006-12-31 58664.000000 14016.0 -1.69 20.13
2007-12-31 55698.000000 13186.0 -5.06 -5.92
2008-12-31 42235.000000 11343.0 -24.17 -13.98
2009-12-31 40478.333333 7867.0 -4.16 -30.64
2010-12-31 38721.666667 8114.0 -4.34 3.14
2011-12-31 36965.000000 8361.0 -4.54 3.04
2012-12-31 39132.000000 8608.0 5.86 2.95
2013-12-31 43160.000000 9016.0 10.29 4.74
2014-12-31 44520.000000 9785.0 3.15 8.53
2015-12-31 49966.000000 10351.0 12.23 5.78
2016-12-31 53752.000000 10884.0 7.58 5.15
2017-12-31 57571.000000 12109.0 7.10 11.26
2018-12-31 NaN 13209.0 NaN 9.08
So I'm using the OLS against the lastqu to project units for 2018
I freely confess to not really understanding why SM .6 worked the way it did, but it did!
After some discussion with The library author of Statsmodels it seems there is a bug see the discussion here https://groups.google.com/d/topic/pystatsmodels/a0XsXIiP5ro/discussion
Note my final solution for my specific issue was:
ols_input=np.array([1,merged2.lastqu[-1:].values])
yrahead=ols_test.predict(ols_input)
Which yields the Units for next period..
The technical post webpages of this site follow the CC BY-SA 4.0 protocol. If you need to reprint, please indicate the site URL or the original address.Any question please contact:yoyou2525@163.com.