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Package for econometric.

Project description

Econometrics

Author : Tran Minh Tam

Installation

You can install the package via pip:

pip install econometrics_python

Linear Regression

A simple econometrics package for linear regression and plotting.

Run with the package Linear Regression

python LinearRegression/run_regression.py linear_regression.csv

hoặc python -m LinearRegression.run_regression linear_regression.csv      

To get the values of the model's parameters

import statsmodels.api as sm
import pandas as pd

# Giả sử bạn có một DataFrame data với cột 'X' và 'Y'
data = pd.read_csv("linear_regression.csv", sep=';')  # Đọc dữ liệu từ CSV
X = data['X']
y = data['Y']

# Thêm một cột intercept (hệ số tự do) vào X
X = sm.add_constant(X)

# Huấn luyện mô hình OLS
model = sm.OLS(y, X).fit()

# Trích xuất các giá trị từ kết quả mô hình
print(model.summary())  # Hiển thị tóm tắt kết quả

# Truy xuất các giá trị cụ thể
slope = model.params[1]  # Hệ số góc (slope)
intercept = model.params[0]  # Hệ số chặn (intercept)
r_squared = model.rsquared  # R-squared
p_values = model.pvalues  # P-values của các hệ số

# Hiển thị các giá trị trích xuất
print(f"Slope: {slope}")
print(f"Intercept: {intercept}")
print(f"R-squared: {r_squared}")
print(f"P-values: {p_values}")

Multiple Linear Regression

Run with the package Multiple Linear Regression

python MultipleRegression/run_regression.py <data_file.csv> <target_column_name>

Example:
python MultipleRegression/run_regression.py du_lieu_2_bien_doc_lap.csv Giá

Time Series Regression

Run TSR with LSTM model

Chạy câu lệnh : python TimeSeriesRegression\run_lstm.py time_series_data.csv (Bạn thay tên time_series_data.csv bằng tên file data của bạn nhé!)

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