statsmodels / statsmodels.github.io

documentation for statsmodels - currently temporary structure and location

Statsmodels Documentation Website

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statsmodels.github.io's Issues

Query regarding the z-test() document page. (statsmodels.stats.weightstats.ztest)

Hi, at https://www.statsmodels.org/stable/generated/statsmodels.stats.weightstats.ztest.html

In the return values section its showing this:

Shouldn't it be zstat and p-value of the z-test.

generate mixed_lm_example.html again

I am not sure what I can do to help solve this, as I don't know what the correct procedure is for updating html example notebooks generated from ipynb files. The mixed_lm_example.html notebook was generated with errors, as it appears that rpy2 was not available at runtime. Of course I could generate the right html and issue a pull request, but I'm not sure that's the way to do it. Please, let me know

Dead link (ANOVA)

It's not entirely clear from looking at the org repos where this sort of thing ought to be reported, but I was reading the github-io site this morning and ran into a 404 dead-link situation. On https://www.statsmodels.org/stable/anova.html the end of the 'Examples' section says

A more detailed example for anova_lm can be found here:
- [ANOVA](https://www.statsmodels.org/stable/examples/notebooks/generated/interactions_anova.html)

... which is a dead link. Guessing by the URI pattern, that's auto-generated somehow, so hopefully it's fixable. But right now, it's broken.

And, if it's a generated-links issue, then it's plausible to be concerned that there are other such links that may similarly be broken. I haven't gone on a hunt for them.

'Can't find anchor ... in ...' error when compiling docs with doc2dash

When I build the statsmodels docs for Dash, I usually get these types of errors, the 'Can't find anchor ... in ...'. Below are some such examples. Even so, the docs are created, however what I've noticed is that some index entries are repeated, such as the entries for sections (see image below).

Is this a statsmodels issue, or can it be confronted in doc2dash ?

Can't find anchor 'statsmodels.genmod.families.links.CLogLog' (EntryType.CLASS) in 'generated/statsmodels.genmod.families.links.CLogLog.html'.

Can't find anchor 'statsmodels.genmod.families.links.Log' (EntryType.SECTION) in 'generated/statsmodels.genmod.families.links.Log.html'.

Can't find anchor 'statsmodels.genmod.families.links.CLogLog.deriv' (EntryType.METHOD) in 'generated/statsmodels.genmod.families.links.CLogLog.deriv.html'.

KPSS interpretation in stationarity_detrending_adf_kpss.ipynb

Hi there 👋
Pretty sure this isn't the right place, but I could not find a better within decent time.
I suspect there is a contradiction the interpretation of the KPSS statistics in stationarity_detrending_adf_kpss.ipynb

Claiming

Results of KPSS Test:
Test Statistic           0.669866
p-value                  0.016285
Lags Used                7.000000
Critical Value (10%)     0.347000
Critical Value (5%)      0.463000
Critical Value (2.5%)    0.574000
Critical Value (1%)      0.739000
dtype: float64

Based upon the significance level of 0.05 and the p-value of the KPSS test, the null hypothesis can not be rejected. Hence, the series is stationary as per the KPSS test.
Claiming: p = 0.016 < 0.05 => not reject Ho => Series is stationary

Results of KPSS Test:
Test Statistic           0.021193
p-value                  0.100000
Lags Used                0.000000
Critical Value (10%)     0.347000
Critical Value (5%)      0.463000
Critical Value (2.5%)    0.574000
Critical Value (1%)      0.739000
dtype: float64

Based upon the p-value of KPSS test, the null hypothesis can not be rejected. Hence, the series is stationary.
Claiming: p = 0.1 > 0.05 => not reject Ho => Series is stationary

In Summary:

1. Claiming: p < 0.05 => not reject Ho => Series is stationary
2. Claiming: p > 0.05 => not reject Ho => Series is stationary

To the best of my knowledge, 1. should reject Ho, 2. should not reject Ho.
This gave me some serious headache, just learning about stationarity tests :)

I would suggest rephrasing similar to adfuller:
Based upon the significance level of 0.05 and the p-value of KPSS test, there is evidence for rejecting the null hypothesis in favor of the alternative. Hence, the series is non-stationary as per the KPSS test.