kishmanani / mstl Goto Github PK

The assumption here is that you already have jupyter, and python 3.9 installed on a Windows 10 platform.

If you do not have git installed, then follow the instructions at:
https://www.computerhope.com/issues/ch001927.htm
to install it.

Open a command window and move to the location of your python installation where you wish to install the latest version of statsmodels at git. This will contain the MSTL code created by @KishManani

In my case I have Python 3.9 at C:\python39

C:\Windows>cd ..
C:\>cd python39
C:\python39>

Check the versions of the following python 3.9 packages:

jupyterlab, matplotlib, numpy, pandas, seaborn

Versions of ALL my python 3.9 packages were obtained by:

C:\python39>pip list

and on my system I have:

jupyterlab = 3.4.3
matplotlib = 3.5.2
numpy = 1.23.0
pandas = 1.4.0
seaborn = 0.11.2

These worked fine for me. Now download and install the latest statsmodels from git (contains MSTL):

C:\python39>python -m pip install git+https://github.com/statsmodels/statsmodels.git

This may take a few minutes -- so be patient.

Finally, copy mstl_decomposition.ipynb at MSTL to where you have your jupyter notebooks and execute it in jupyter.

Th-tha-thats-all-folks :-)

Thanks KishManani for your prompt reply :-)

When will MSTL be available in Statsmodels? Here is what I have installed as per your requirements.txt:

jupyterlab = 3.4.3
matplotlib = 3.5.2
numpy = 1.23.0
pandas = 1.4.0
seaborn = 0.11.2

Not sure how to access/use the following:

git+https://github.com/statsmodels/statsmodels.git@74836e9cf2198ac7a930146405da7239c0823a9b#egg=statsmodels

I did find your MSTL code

How can I install your MSTL code to execute without a virtual environment and Jupyter? Or, how can I install the latest Statsmodels code that you mentioned with your MSTL?

As you can probably tell by now, I am not that good with Git :-(

Please don't close this issue yet.

I am using Python 3.9 and statsmodels 0.13.2 (latest via PIP) on a Windows 10 platform and the following code:

``
import matplotlib.pyplot as plt
from pandas.plotting import register_matplotlib_converters
from statsmodels.datasets import co2
from statsmodels.tsa.seasonal import MSTL

register_matplotlib_converters()
data = co2.load().data
data = data.resample('M').mean().ffill()

res = STL(data).fit()
res.plot()
plt.show()
``
gives the following error

File "C:\PythonTestCode\Forecasting-Prediction\stl_plot.py", line 4, in
from statsmodels.tsa.seasonal import MSTL

builtins.ImportError: cannot import name 'MSTL' from 'statsmodels.tsa.seasonal' (C:\Python39\lib\site-packages\statsmodels\tsa\seasonal.py)

How can I fix this?