cyberneticlibrary

Run econometric and time-series models

statsmodelsskillsetup L227,559
K-Dense-AI/scientific-agent-skills
What it does

Fit and diagnose regression, ARIMA, GLM, and time-series models

Best for

Fitting classical statistical models with full diagnostics and academic-grade reporting.

Inputs
  • · data
  • · formula or array
  • · model type specification
Outputs
  • · fitted model
  • · diagnostic plots
  • · summary statistics
  • · residuals
Requires
  • · statsmodels
  • · scipy
  • · pandas
  • · matplotlib
Preconditions

Data in tidy format; outcome variable identified; covariates specified

Failure modes

Singular matrix (multicollinearity); convergence issues on imbalanced data; overfitting without validation

Trust signals
  • · R-like formula syntax
  • · comprehensive diagnostic output
  • · time-series coverage