I have problem listing DataFrame rows. The below function returns only one row (if indented returns first row, if not indented returns the last one). Does anyone knows where's the problem?
def ols_regression(formula, framedict):
for yp in framedict.keys():
ols_model = ols(formula, framedict[str(yp)]).fit()
year = int(yp[:-5])
params = ols_model.params
d = (dict(yp = yp, year = year, formula=formula, R_squared=ols_model.rsquared,
intercept = params.values[0], DP1 = params.values[1], I = params.values[2], P = params.values[3],
p_intercept = ols_model.pvalues[0], p_DP1 = ols_model.pvalues[1], p_I = ols_model.pvalues[2],
p_P = ols_model.pvalues[3]))
return pd.DataFrame(d, index=[0])
I solve the problem with appending the dictionary to array.
def ols_regression(formula, framedict):
arr = []
for yp in framedict.keys():
ols_model = ols(formula, framedict[str(yp)]).fit()
year = int(yp[:-5])
params = ols_model.params
arr.append(dict(yp = yp, year = year, formula=formula, R_squared=int(ols_model.rsquared),
intercept = params.values[0], DP1 = params.values[1], I = params.values[2], P = params.values[3],
p_intercept = ols_model.pvalues[0], p_DP1 = ols_model.pvalues[1], p_I = ols_model.pvalues[2],
p_P = ols_model.pvalues[3]))
return pd.DataFrame(arr)
Related
I am trying to split up a json file from alpha-vantages api into separate files depending on the date. I'm also trying to reformat the file to have blank values in the gaps where dates are missing. The following code is what I have come up with but it gives me the TypeError: 'list' object is not callable". I'm fairly new to python and pandas so I'm sure there is a better way to go about this.
import requests
import pandas as pd
from datetime import datetime, timedelta
from dateutil import parser
import numpy as np
from pandas import DataFrame
import json
symbol = "MSFT"
symbol_list = symbol.split(",")
def num_el(list):
count = 0
for element in list:
count += 1
return count
def csv_make(sy, dar, dat):
csv_file = open(f"{sy}_1min_{dar}.csv", "w", newline="")
csv_file.write(dat)
csv_file.close()
i = 0
x = -1
n = num_el(symbol_list)
while i < n:
namesym = symbol_list[x]
ticker = namesym
api_key = 'APIKEYHERE'
url = f'https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol={ticker}&outputsize=full&interval=1min&apikey={api_key}'
data = requests.get(url)
dsf = data.json()
daf = pd.DataFrame(dsf['Time Series (1min)'])
dxf: DataFrame = daf.T
dxf.index.name = 'time'
dxf.reset_index(inplace=True)
dxf['time'] = pd.to_datetime(dxf['time'])
dxf['minute'] = dxf['time'].dt.time
dxf['day'] = dxf['time'].dt.day
dxf['date'] = dxf['time'].dt.date
agg = dxf.groupby([dxf['day']])
length1 = dxf.groupby([dxf['day']]).size()
length = pd.DataFrame(length1)
length.index.name = 'day'
length.reset_index(inplace=True)
length_sum = length[0].sum()
v = 0
d = length_sum
b = len(length)
x2 = length_sum
while v < b:
a = length[0][v]
x2 -= length[0][v]
xd = agg.get_group(length['day'][v])
date = xd['date'][x2]
max_dt = parser.parse(str(max(xd['minute'])))
min_dt = parser.parse(str(min(xd['minute'])))
dt_range = []
while min_dt <= max_dt:
dt_range.append(min_dt.strftime("%H:%M:%S"))
min_dt += timedelta(seconds=60)
complete_df = pd.DataFrame({'minute': dt_range})
xy = complete_df.astype('str')
yx = xd.astype('str')
dasf = xy.merge(yx, how='left', on='minute')
dasf['ev'] = np.where(dasf['1. open'].notnull(), 'False', 'True')
time = []
open = []
high = []
low = []
close = []
volume = []
empty_value = []
for ib in range(len(dasf)):
time.append(dasf['minute'][ib])
open.append(dasf['1. open'][ib])
high.append(dasf['2. high'][ib])
low.append(dasf['3. low'][ib])
close.append(dasf['4. close'][ib])
volume.append(dasf['5. volume'][ib])
empty_value.append(dasf['ev'][ib])
time_df = pd.DataFrame(time).rename(columns={0: 'Time'})
open_df = pd.DataFrame(open).rename(columns={0: 'Open'})
high_df = pd.DataFrame(high).rename(columns={0: 'High'})
low_df = pd.DataFrame(low).rename(columns={0: 'Low'})
close_df = pd.DataFrame(close).rename(columns={0: 'Close'})
volume_df = pd.DataFrame(volume).rename(columns={0: 'Volume'})
empty_value_df = pd.DataFrame(empty_value).rename(columns={0: 'Empty Value'})
frames = [time_df, open_df, high_df, low_df, close_df, volume_df, empty_value_df]
df = pd.concat(frames, axis=1, join='inner')
df = df.set_index('Time')
ad = df.to_csv()
csv_make(namesym, date, ad)
v += 1
i += 1
This is the output of my python script so far.
Excel Table
The vertical axis of the table are road names. The horizontal axis are dates. The values indicate if a road was under construction at the time and why. I'd like to make a line graph that groups the dates by years 2017, 2018, 2019 etc... and plots the longest amount a time within those groups that a road was under construction and the average amount for the whole year. I'm a complete novice in excel and don't know how to leverage it's features to achieve my goal, though I suspect that there may be built in functions that do what I want without much difficulty. Any suggestions on how can achieve my desired output would be much appreciated. EDIT: It was suggested that I post my code so far.
import re
import time
startTime = time.time()
import collections
import xlsxwriter as xlswr
import scipy.spatial as spy
from itertools import islice
from itertools import groupby
from natsort import natsorted
from functools import partial
from collections import Counter
from datetime import date as DATE
from indexed import IndexedOrderedDict
from multiprocessing.dummy import Pool as ThreadPool
import multiprocessing as mp
workBook = xlswr.Workbook("testfix.xlsx")
cell_format = workBook.add_format()
format1 = workBook.add_format({'num_format': 'mm/dd/yy'})
sheet = workBook.add_worksheet()
def to_raw(string):
return fr"{string}"
def cvrt(x):
ans = re.split(r'(\d+)(?!.*\d)', x)
return int(ans[1])
def indexer(s):
pattern = re.compile(r'I, [0-9]+, ')
gm = re.split(pattern, s);
values = s.rsplit(gm[1])
gm = gm[1]
values[1] = gm
return values
def int2Date(x):
string = str(x)
Y = int(string[0:4])
M = int(string[4:6])
D = int(string[6:8])
return DATE(Y,M,D)
def dDelta(x, y):
string1 = str(x)
string2 = str(y)
Y1 = int(string1[0:4])
M1 = int(string1[4:6])
D1 = int(string1[6:8])
Y2 = int(string2[0:4])
M2 = int(string2[4:6])
D2 = int(string2[6:8])
f_date = DATE(Y1,M1,D1)
l_date = DATE(Y2,M2,D2)
delta = l_date - f_date
if isinstance(y, int):
return float(int((delta.days)/30.44))
else:
return int((delta.days)/30.44)
def Book(path):
file = open(path,'r')
lines = file.readlines()
file.close()
book = IndexedOrderedDict()
for line in lines:
if re.match("I", line):
IDs = indexer(line)[1]
if re.match(" 0.00,", line):
rID = line
#"GM_FINAL_AUTH,0,[1-9]"
if re.search("GM_FINAL_AUTH,0,[1-9]", line):
book.update({(rID, line): to_raw(IDs)})
return sort_book(book)
def dUpdate(dic, key, value):
return dic.update({(key[0], "GM_FINAL_AUTH,0,0"): value})
def valSplt(s):
pattern = re.compile(r'(\d+)')
gm = re.split(pattern, s)
values = s.rsplit(gm[1])
gm = gm[1]
values[1] = gm
return values
def sort_book(book):
book = natsorted([value, key] for key, value in book.items())
book = IndexedOrderedDict((data[1], data[0]) for data in book)
return book
def alph_order(word1, word2):
for i in range(min(len(word1), len(word2))):
if ord(word1[i]) == ord(word2[i]):
pass
elif ord(word1[i]) > ord(word2[i]):
return word2
else:
return word1
return word1
def read(cpdm, date_list):
sCnt = [0] * len(cpdm)
lowest_number = 999999999999
terminationCondition = [True] * len(cpdm)
saved_results = [0] * len(cpdm)
current_prefix = None
cnt = 0
while any(terminationCondition) is True:
saved_results = [0] * len(cpdm)
last_prefix = None
lowest_number = 999999999999
for dicIdx, dicVal in enumerate(sCnt):
if dicVal < len(cpdm[dicIdx]):
ID = cpdm[dicIdx].values()[dicVal]
# print(entry)
current_prefix, road_number = valSplt(ID)
road_number = int(road_number)
if last_prefix is None:
last_prefix = current_prefix
higherOrder_prefix = alph_order(last_prefix, current_prefix)
# print('check:',[higherOrder_prefix, last_prefix, current_prefix])
if current_prefix == higherOrder_prefix:
if current_prefix != last_prefix:
lowest_number = road_number
last_prefix = current_prefix
elif road_number < lowest_number:
lowest_number = road_number
last_prefix = current_prefix
for dicIdx, dicVal in enumerate(sCnt):
if dicVal < len(cpdm[dicIdx]):
# print(dicIdx, dicVal, len(cpdm[dicIdx]))
ID = cpdm[dicIdx].values()[dicVal]
VALUE = cpdm[dicIdx].keys()[dicVal]
# print(entry)
road_name, road_number = valSplt(ID)
road_number = int(road_number)
if road_name == last_prefix and lowest_number == road_number:
saved_results[dicIdx] = [ID, VALUE[1], date_list[dicIdx], VALUE[0]]
if dicVal < len(cpdm[dicIdx]):
sCnt[dicIdx] += 1
else:
terminationCondition[dicIdx] = False
else:
terminationCondition[dicIdx] = False
for rst in range(len(saved_results)):
if saved_results[rst] == 0:
pass
else:
sheet.write(cnt+1, 0, str(saved_results[rst][0]))
sheet.write(cnt+1, rst+1, cvrt(saved_results[rst][1]))
#sheet.write(cnt+1, 2*et+3, int2Date(saved_results[et][2]), format1)
#sheet.write(cnt+1, 0, saved_results[rst][3])
cnt += 1
def main():
# 2018 MAPS
path1 = "W:\\Scripting\\2018\\DBData_84577881.txt"
path2 = "W:\\Scripting\\2018\\DBData_84639568.txt"
path3 = "W:\\Scripting\\2018\\DBData_84652483.txt"
path4 = "W:\\Scripting\\2018\\DBData_84670490.txt"
# 2019 MAPS
path5 = "W:\\Scripting\\2019\\DBData_84706383.txt"
path6 = "W:\\Scripting\\2019\\DBData_84715201.txt"
path7 = "W:\\Scripting\\2019\\DBData_84743195.txt"
path8 = "W:\\Scripting\\2019\\DBData_84777742.txt"
path9 = "W:\\Scripting\\2019\\DBData_84815446.txt"
path10 = "W:\\Scripting\\2019\\DBData_84835743.txt"
# 2020 MAPS
path11 = "W:\\Scripting\\2020\\DBData_84882849.txt"
path12 = "W:\\Scripting\\2020\\DBData_84966202.txt"
path13 = "W:\\Scripting\\2020\\DBData_84988789.txt"
p_list = [path1, path2, path3, path4, path5, path6, path7,
path8, path9, path10, path11, path12, path13]
pool = mp.Pool(mp.cpu_count())
CPDM = pool.map(Book, p_list)
pool.close()
#pool.join()
date_list = [20180809, 20180913, 20181011, 20181204, 20190222, 20190325,
20190501, 20190628, 20190815, 20190925, 20200207, 20200501, 20200617]
#CPDM = [b1, b2, b3, b4, b5, b6, b7, b8, b9, b10, b11, b12, b13]
for i in CPDM:
print(len(i))
#sheet.write("A1", "Lat Long")
sheet.write("A1", "ID")
#for i in range(len(CPDM)):
cn = 0
for i in date_list:
#sheet.write(0, 3*i+1, "ID" + str(i+1))
sheet.write(0, cn+1, int2Date(i), format1)
cn += 1
#sheet.write(0, 2*i+3, "Date" + str(i+1))
read(CPDM, date_list)
workBook.close()
if __name__ == "__main__":
main()
executionTime = (time.time() - startTime)
print('Execution time in minutes: ' + str(executionTime/60))
Long story short, what you want is not exactly possible. Your data contains spot measurements, so what happened in between? Or after? Was the road under construction or not? This makes it impossible to calculate an accurate number of days that the road was under construction.
It is possible to do something that approximates what you want, but that will require some choices from your side. For example, if you measure that the road is under construction on 08/15/2019 but not anymore on 05/01/2020, do you count all the days between those 2 dates as closed? Or only until new years?
To help you get started I've added a little script that does some formatting on your data. It should give you an idea of how to handle the data.
import pandas
import plotly.express as px
# Read the Excel file
df = pandas.read_excel("./test.xlsx", index_col="ID")
# Flip the dataframe (dates should be on the index)
df = df.transpose()
# Fill any empty cells with 0
df = df.fillna(0)
# Combine columns with the same name
df = df.groupby(df.columns, axis=1).agg(lambda column: column.max(axis=1))
# Make sure the dates are sorted
df = df.sort_index()
# Create a list to hold all the periods per road
roads = []
for road_name in df.columns:
# Group by consecutive 1's
groups = df.loc[df[road_name] == 1, road_name].groupby((df[road_name] != 1).cumsum())
# Every group denotes a period for which the road was under construction
for _, group in groups:
# Get the start and finish for each group
roads.append({
"road": road_name,
"start": group.index[0],
"finish": group.index[-1] + pandas.Timedelta(1, unit="D"), # Add one day because groups with same start and finish will not be visible on the plot
})
# Convert back to a dataframe
roads_df = pandas.DataFrame(roads)
# Create a Gantt chart with Plotly (NOTE: you'll need version 4.9+ of Plotly)
fig = px.timeline(roads_df, x_start="start", x_end="finish", y="road")
fig.update_yaxes(autorange="reversed") # otherwise tasks are listed from the bottom up
fig.show()
Are there any good library/tools in python for generating synthetic time series data from existing sample data? For example I have sales data from January-June and would like to generate synthetic time series data samples from July-December )(keeping time series factors intact, like trend, seasonality, etc).
Leaving the question about quality of such data aside, here is a simple approach you can use Gaussian distribution to generate synthetic data based-off a sample. Below is the critical part.
import numpy as np
x # original sample np.array of features
feature_means = np.mean(x, axis=1)
feature_std = np.std(x, axis=1)
random_normal_feature_values = np.random.normal(feature_means, feature_std)
Here is a fully functioning code I used,
def generate_synthetic_data(sample_dataset, window_mean, window_std, fixed_window=None, variance_range =1 , sythesize_ratio = 2, forced_reverse = False):
synthetic_data = pd.DataFrame(columns=sample_dataset.columns)
synthetic_data.insert(len(sample_dataset.columns), "synthesis_seq", [], True)
for k in range(sythesize_ratio):
if len(synthetic_data) >= len(sample_dataset) * sythesize_ratio:
break;
#this loop generates a set that resembles the entire dataset
country_synthetic = pd.DataFrame(columns=synthetic_data.columns)
if fixed_window != None:
input_sequence_len = fixed_window
else:
input_sequence_len = int(np.random.normal(window_mean, window_std))
#population data change
country_data_i = sample_dataset
if len(country_data_i) < input_sequence_len :
continue
feature_length = configuration['feature_length'] #number of features to be randomized
country_data_array = country_data_i.to_numpy()
country_data_array = country_data_array.T[:feature_length]
country_data_array = country_data_array.reshape(feature_length,len(country_data_i))
x = country_data_array[:feature_length].T
reversed = np.random.normal(0,1)>0
if reversed:
x = x[::-1]
sets =0
x_list = []
dict_x = dict()
for i in range(input_sequence_len):
array_len = ((len(x) -i) - ((len(x)-i)%input_sequence_len))+i
if array_len <= 0:
continue
sets = int( array_len/ input_sequence_len)
if sets <= 0:
continue
x_temp = x[i:array_len].T.reshape(sets,feature_length,input_sequence_len)
uniq_keys = np.array([i+(input_sequence_len*k) for k in range(sets)])
x_temp = x_temp.reshape(feature_length,sets,input_sequence_len)
arrays_split = np.hsplit(x_temp,sets)
dict_x.update(dict(zip(uniq_keys, arrays_split)))
temp_x_list = [dict_x[i].T for i in sorted(dict_x.keys())]
temp_x_list = np.array(temp_x_list).squeeze()
feature_means = np.mean(temp_x_list, axis=1)
feature_std = np.std(temp_x_list, axis=1) /variance_range
random_normal_feature_values = np.random.normal(feature_means, feature_std).T
random_normal_feature_values = np.round(random_normal_feature_values,0)
random_normal_feature_values[random_normal_feature_values < 0] = 0
if reversed:
random_normal_feature_values = random_normal_feature_values.T[::-1]
random_normal_feature_values = random_normal_feature_values.T
for i in range(len(random_normal_feature_values)):
country_synthetic[country_synthetic.columns[i]] = random_normal_feature_values[i]
country_synthetic['synthesis_seq'] = k
synthetic_data = synthetic_data.append(country_synthetic, ignore_index=True)
return synthetic_data
for i in range(1):
directory_name = '/synthetic_'+str(i)
mypath = source_path+ '/cleaned'+directory_name
if os.path.exists(mypath) == False:
os.mkdir(mypath)
data = generate_synthetic_data(original_data, window_mean = 0, window_std= 0, fixed_window=2 ,variance_range = 10**i, sythesize_ratio = 1)
synthetic_data.append(data)
#data.to_csv(mypath+'/synthetic_'+str(i)+'_dt31_05_.csv', index=False )
print('synth step : ', i, ' len : ', len(synthetic_data))
Good luck!
I have this script I'm running to try to create a dataframe to summarize some statistics:
month = [may,june,july,august,sept]
month_str = [5,6,7,8,9]
avg_age = []
avg_use = []
avg_kwh = []
avg_coll = []
avg_cred = []
for i in month:
avg_age.append(i[i['Age']!=0]['Age'].mean())
avg_use.append(i[i['AverageBilledUsage']!=0]['AverageBilledUsage'].mean())
avg_kwh.append(i[i['AverageKWH']!=0]['AverageKWH'].mean())
avg_coll.append(i[i['Total Collected']!=0]['Total Collected'].mean())
avg_cred.append(i[(i['credit_score']!=0) & (i['credit_score']!=99999)]['credit_score'].mean())
pd.DataFrame(data = [avg_age,avg_use,avg_kwh,avg_coll,avg_cred],columns = month_str,index = ['Age','Usage','kwh','collected','creditscore'])
It returns exactly what I want to see. But when I place it inside a function I get the following error:
AssertionError: 5 columns passed, passed data had 1 columns
Here is the code inside the function:
def get_nums():
months = [may,june,july,august,sept]
month_str = [5,6,7,8,9]
avg_age = []
avg_use = []
avg_kwh = []
avg_coll = []
avg_cred = []
for i in months:
avg_age.append(i[i['Age']!=0]['Age'].mean())
avg_use.append(i[i['AverageBilledUsage']!=0]['AverageBilledUsage'].mean())
avg_kwh.append(i[i['AverageKWH']!=0]['AverageKWH'].mean())
avg_coll.append(i[i['Total Collected']!=0]['Total Collected'].mean())
avg_cred.append(i[(i['credit_score']!=0) & (i['credit_score']!=99999)]['credit_score'].mean())
this_df = pd.DataFrame(data = [avg_age,avg_use,avg_kwh,avg_coll,avg_cred],columns = month_str,index = ['Age','Usage','kwh','collected','creditscore'])
return this_df
You have a problem with the last line of the for loop in the function. this_df is being defined in every iteration of the loop.
The corrected code is below.
def get_nums():
months = [may,june,july,august,sept]
month_str = [5,6,7,8,9]
avg_age = []
avg_use = []
avg_kwh = []
avg_coll = []
avg_cred = []
for i in months:
avg_age.append(i[i['Age']!=0]['Age'].mean())
avg_use.append(i[i['AverageBilledUsage']!=0]['AverageBilledUsage'].mean())
avg_kwh.append(i[i['AverageKWH']!=0]['AverageKWH'].mean())
avg_coll.append(i[i['Total Collected']!=0]['Total Collected'].mean())
avg_cred.append(i[(i['credit_score']!=0) & (i['credit_score']!=99999)]['credit_score'].mean())
this_df = pd.DataFrame(data = [avg_age,avg_use,avg_kwh,avg_coll,avg_cred],columns = month_str,index = ['Age','Usage','kwh','collected','creditscore'])
return this_df
Base on my understanding , you do not need the for loop here
month = [may,june,july,august,sept]
month_str = [5,6,7,8,9]
df=pd.concat(month,keys=month_str)
df=df.mask(df==0|df==99999)
df.groupby(level=0).mean().T
I am new to Python, but hope to explain the issue.
dfrow - is a dictionary of a single regression summary
results - is an empty dataframe with same columns as in dfrow
I would like to save regression results for each observation in the outer loop at the same time making sure column order in the inner loop. I am getting a result for the first observations but cannot move further, error saying:
Traceback (most recent call last):
File "<stdin>", line 109, in <module>
TypeError: 'numpy.int64' object is not iterable
when I run this code
import pandas as pd
import numpy as np
from statsmodels.tsa.arima_model import ARIMA
from statsmodels.stats import stattools as st
import statsmodels.api as sm
import collections
import datetime
import warnings
import scipy.stats
df_rent = import_rents()
df_return = import_ee_rets()
mostrecent = df_return.iloc[len(df_return) - 1]
mostrecentYYYY = mostrecent['Year']
mostrecentQ = mostrecent['Quarter']
mostrecentperiod = str(mostrecentYYYY) + "-Q" + str(mostrecentQ)
rentcols = df_rent.columns.values
colnames = []
#loop through the columns in df_rent until the column == the most recent period for which we have ee return data
for colname in rentcols:
if colname != mostrecentperiod:
colnames.append(colname)
else:
colnames.append(colname)
break
rentcols = colnames
#subset df_rent to only include columns that also have ee return data
df_rent = df_rent[rentcols]
#change dtype of metro_code / metro columns to string for matching later
df_rent['metro_code'] = df_rent['metro_code'].apply(str)
df_return['Metro'] = df_return['Metro'].apply(str)
df = pd.read_csv('//x/Project/_data/raw_data/rent_change.csv')
metros = list(np.unique(df['metro_code']))
regress_result_names = [
'metro',
'num_lag',
'num_ma',
'num_AR',
'beta_x1_retmov',
'x1_se',
'x1_tstat',
'x1_pval',
'r-squared',
'reg_fstat',
'fstat_pvalue',
'durbin-watson',
'resid_var']
regress_result_names = pd.Series(regress_result_names)
results = pd.DataFrame(columns=regress_result_names)
row = 0
for metro in metros:
for nlag in range(0, 5):
for nma in range(1, 11):
for AR in range(1, 5):
y = df_rent[df_rent['metro_code'] == str(metro)]
y = y.values.tolist()
y = y[0]
# delete first two columns of df_rent (they don't contain numeric data)
y.pop(0)
y.pop(0)
#y = rent time series data for specific metro
y = pd.Series(y)
#x1 = lagged moving average data for given params
df_return1 = df_return[df_return['Metro'] == str(metro)]
df_return1 = df_return1.reset_index(drop = True)
x1 = lagged_moving_avg(df = df_return1, metro_code = metro, nlag = nlag, nma = nma)
#y and x1 dataframe
y_label = 'y_Rent'
x_lagMA_label = 'x1_LaggedMA'
df1 = pd.DataFrame()
df1[y_label] = y
df1[x_lagMA_label] = x1
if mostrecentQ == 1:
currmonth = "01"
elif mostrecentQ == 2:
currmonth = "04"
elif mostrecentQ == 3:
currmonth = "07"
else:
currmonth = "10"
#convert index to datetime to run the regressions
currpd = pd.to_datetime((str(mostrecentYYYY) + currmonth), format='%Y%m')
df1.index = pd.date_range(*(pd.to_datetime(['1990-01', currpd]) + pd.offsets.QuarterEnd()), freq='Q')
#drop any rows that have missing observations
df1 = df1.dropna()
#df1.to_csv('//Nisfile01/x/Project - Real Estate Database/real_estate/odil/XandY.csv', index=True)
reg = ARIMA(endog = df1[y_label], order = (AR, 0,0)).fit(trend = 'nc', disp = 0, tol=1e-20)
resid_reg = reg.resid
reg2 = sm.OLS(resid_reg, df1[x_lagMA_label]).fit()
resid_reg2 = reg2.resid
dfrow = {
'metro': metro,
'num_lag': nlag,
'num_ma': nma,
'num_AR': AR,
'beta_x1_retmov': reg2.params[0],
'x1_se': reg2.bse[0],
'x1_tstat': reg2.tvalues[0],
'x1_pval': reg2.pvalues[0],
'r-squared': reg2.rsquared,
'reg_fstat':reg2.fvalue,
'fstat_pvalue': reg2.f_pvalue,
'durbin-watson': st.durbin_watson(reg2.resid),
'resid_var': resid_reg2.var(),
}
#create df for output called results
for key in dfrow.keys():
results.loc[row, key] = list(dfrow[key])
row = row + 1
Any help is very much appreciated.
P.S. Sorry for the messy code
The offending line is results.loc[row, key] = list(dfrow[key]).
You are trying to convert a single value, in this case a numpy.int64 object, to a list. I assume that what you're trying to do, and correct me if I am wrong, is create a singleton list with the int64 inside it. If that's what you want to do, you should use:
results.loc[row, key] = [dfrow[key]]