sparktk.frame.ops.timeseries_durbin_watson_test module
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# Copyright (c) 2016 Intel Corporation
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
#
def timeseries_durbin_watson_test(self, residuals):
"""
Computes the Durbin-Watson test statistic used to determine the presence of serial correlation in the residuals.
Serial correlation can show a relationship between values separated from each other by a given time lag. A value
close to 0.0 gives evidence for positive serial correlation, a value close to 4.0 gives evidence for negative
serial correlation, and a value close to 2.0 gives evidence for no serial correlation.
:param residuals: (str) Name of the column that contains residual values
:return: Durbin-Watson statistics test
Example
-------
In this example, we have a frame that contains time series values. The inspect command below shows a snippet of
what the data looks like:
>>> frame.inspect()
[#] timeseries_values
======================
[0] 3.201
[1] 3.3178
[2] 3.6279
[3] 3.5902
[4] 3.43
[5] 4.0546
[6] 3.7606
[7] 3.1231
[8] 3.2077
[9] 4.3383
Calculate Durbin-Watson test statistic by giving it the name of the column that has the time series values:
>>> frame.timeseries_durbin_watson_test("timeseries_values")
0.02678674777710402
"""
if not isinstance(residuals, str):
raise TypeError("residuals should be a str (column name).")
return self._scala.timeSeriesDurbinWatsonTest(residuals)
Functions
def timeseries_durbin_watson_test(
self, residuals)
Computes the Durbin-Watson test statistic used to determine the presence of serial correlation in the residuals. Serial correlation can show a relationship between values separated from each other by a given time lag. A value close to 0.0 gives evidence for positive serial correlation, a value close to 4.0 gives evidence for negative serial correlation, and a value close to 2.0 gives evidence for no serial correlation.
residuals | (str): | Name of the column that contains residual values |
Returns: | Durbin-Watson statistics test |
Example:
In this example, we have a frame that contains time series values. The inspect command below shows a snippet of what the data looks like:
>>> frame.inspect()
[#] timeseries_values
======================
[0] 3.201
[1] 3.3178
[2] 3.6279
[3] 3.5902
[4] 3.43
[5] 4.0546
[6] 3.7606
[7] 3.1231
[8] 3.2077
[9] 4.3383
Calculate Durbin-Watson test statistic by giving it the name of the column that has the time series values:
>>> frame.timeseries_durbin_watson_test("timeseries_values")
0.02678674777710402
def timeseries_durbin_watson_test(self, residuals):
"""
Computes the Durbin-Watson test statistic used to determine the presence of serial correlation in the residuals.
Serial correlation can show a relationship between values separated from each other by a given time lag. A value
close to 0.0 gives evidence for positive serial correlation, a value close to 4.0 gives evidence for negative
serial correlation, and a value close to 2.0 gives evidence for no serial correlation.
:param residuals: (str) Name of the column that contains residual values
:return: Durbin-Watson statistics test
Example
-------
In this example, we have a frame that contains time series values. The inspect command below shows a snippet of
what the data looks like:
>>> frame.inspect()
[#] timeseries_values
======================
[0] 3.201
[1] 3.3178
[2] 3.6279
[3] 3.5902
[4] 3.43
[5] 4.0546
[6] 3.7606
[7] 3.1231
[8] 3.2077
[9] 4.3383
Calculate Durbin-Watson test statistic by giving it the name of the column that has the time series values:
>>> frame.timeseries_durbin_watson_test("timeseries_values")
0.02678674777710402
"""
if not isinstance(residuals, str):
raise TypeError("residuals should be a str (column name).")
return self._scala.timeSeriesDurbinWatsonTest(residuals)