pandas 我正在尝试在 Python 中的 statsmodels 中运行 Dickey-Fuller 测试，但出现错误
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I am trying to run Dickey-Fuller test in statsmodels in Python but getting error
提问by N.R
I am trying to run Dickey-Fuller test in statsmodels in Python but getting error P Running from python 2.7 & Pandas version 0.19.2. Dataset is from Github and imported the same
我正在尝试在 Python 中的 statsmodels 中运行 Dickey-Fuller 测试，但收到错误 P Running from python 2.7 & Pandas version 0.19.2。数据集来自 Github 并导入相同
enter code here
from statsmodels.tsa.stattools import adfuller
def test_stationarity(timeseries):
print 'Results of Dickey-Fuller Test:'
dftest = ts.adfuller(timeseries, autolag='AIC' )
dfoutput = pd.Series(dftest[0:4], index=['Test Statistic','p-value','#Lags Used','Number of Observations Used'])
for key,value in dftest[4].items():
dfoutput['Critical Value (%s)'%key] = value
print dfoutput
test_stationarity(tr)
Gives me following error :
给我以下错误：
Results of Dickey-Fuller Test:
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-15-10ab4b87e558> in <module>()
----> 1 test_stationarity(tr)
<ipython-input-14-d779e1ed35b3> in test_stationarity(timeseries)
19 #Perform Dickey-Fuller test:
20 print 'Results of Dickey-Fuller Test:'
---> 21 dftest = ts.adfuller(timeseries, autolag='AIC' )
22 #dftest = adfuller(timeseries, autolag='AIC')
23 dfoutput = pd.Series(dftest[0:4], index=['Test Statistic','p-value','#Lags Used','Number of Observations Used'])
C:\Users\SONY\Anaconda2\lib\site-packages\statsmodels\tsa\stattools.pyc in adfuller(x, maxlag, regression, autolag, store, regresults)
209
210 xdiff = np.diff(x)
--> 211 xdall = lagmat(xdiff[:, None], maxlag, trim='both', original='in')
212 nobs = xdall.shape[0] # pylint: disable=E1103
213
C:\Users\SONY\Anaconda2\lib\site-packages\statsmodels\tsa\tsatools.pyc in lagmat(x, maxlag, trim, original)
322 if x.ndim == 1:
323 x = x[:,None]
--> 324 nobs, nvar = x.shape
325 if original in ['ex','sep']:
326 dropidx = nvar
ValueError: too many values to unpack
回答by Pedro Marcelino
trmust be a 1d array-like, as you can see here. I don't know what is trin your case. Assuming that you defined tras the dataframe that contains the time serie's data, you should do something like this:
tr必须是一个一维数组，正如你在这里看到的。我不知道你的情况tr是什么。假设您将tr定义为包含时间序列数据的数据帧，您应该执行以下操作：
tr = tr.iloc[:,0].values
Then adfullerwill be able to read the data.
然后，adfuller将能够读取数据。
回答by M. Paul
just change the line as:
只需将行更改为：
dftest = adfuller(timeseries.iloc[:,0].values, autolag='AIC' )
It will work. adfuller requires a 1D array list. In your case you have a dataframe. Therefore mention the column or edit the line as mentioned above.
它会起作用。adfuller 需要一维数组列表。在您的情况下，您有一个数据框。因此，如上所述提及该列或编辑该行。
回答by Avind
I am assuming since you are using the Dickey-Fuller test .you want to maintain the timeseries i.e date time column as index.So in order to do that.
我假设因为您正在使用 Dickey-Fuller 测试。您希望将时间序列（即日期时间列）作为索引进行维护。因此，为了做到这一点。
tr=tr.set_index('Month') #I am assuming here the time series column name is Month
ts = tr['othercoulumnname'] #Just use the other column name here it might be count or anything
tr=tr.set_index('Month') #I am assuming here the time series column name is Month
ts = tr['othercoulumnname'] #Just use the other column name here it might be count or anything
I hope this helps.
我希望这有帮助。
