timeserieslab 0.1.0__py3-none-any.whl

main.py

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+
+
+def getprograms():
+    from textwrap import dedent
+
+    MENU = dedent("""
+    import numpy as np
+import pandas as pd
+import matplotlib.pyplot as plt
+import statsmodels.api as sm
+
+from statsmodels.tsa.holtwinters import ExponentialSmoothing
+from statsmodels.tsa.stattools import adfuller
+from statsmodels.graphics.tsaplots import plot_acf, plot_pacf
+from statsmodels.tsa.arima.model import ARIMA
+
+np.random.seed(42)
+plt.rcParams["figure.figsize"] = (10, 4)
+print("Libraries loaded")
+
+
+
+
+    Hi Macha what coping and all ?, what man too much cock showing only!!
+        ok I will help you do this
+    1. Imports and reproducible data
+    2. Create a time series and plot it
+    3. Duplicate date indices and averaging
+    4. Daily to monthly resampling
+    5. Linear trend and moving average
+    6. ADF test
+    7. ACF and PACF
+    8. Holt–Winters additive and multiplicative models
+    9. ARIMA model and forecast
+    10. AICc model comparison (practice pattern)
+    11. Squared returns and ARCH/GARCH motivation
+    12. CSV practice: load, inspect, and plot
+    """)
+
+    TEMPLATES = {
+        "1": dedent("""rng = np.random.default_rng(42)
+dates = pd.date_range("2025-01-01", periods=100, freq="D")
+values = 100 + np.linspace(0, 15, 100) + rng.normal(0, 5, 100)
+daily = pd.Series(values, index=dates, name="Value")
+
+print(daily.head())
+daily.plot(title="Illustrative daily time series")
+plt.xlabel("Date")
+plt.ylabel("Value")
+plt.grid(True, alpha=0.3)
+plt.show()"""),
+
+        "2": dedent("""rng = np.random.default_rng(42)
+dates = pd.date_range("2025-01-01", periods=100, freq="D")
+values = 100 + np.linspace(0, 15, 100) + rng.normal(0, 5, 100)
+daily = pd.Series(values, index=dates, name="Value")
+
+print(daily.head())
+daily.plot(title="Illustrative daily time series")
+plt.xlabel("Date")
+plt.ylabel("Value")
+plt.grid(True, alpha=0.3)
+plt.show()
+"""),
+
+        "3": dedent("""df = pd.DataFrame({
+    "Date": ["2025-01-01", "2025-01-02", "2025-01-03",
+             "2025-01-02", "2025-01-03", "2025-01-04"],
+    "Sales": [120, 150, 180, 170, 160, 200]
+})
+df["Date"] = pd.to_datetime(df["Date"])
+
+print("Duplicate date rows:", df["Date"].duplicated().sum())
+consolidated = df.groupby("Date")["Sales"].mean().sort_index()
+print(consolidated)
+"""),
+
+        "4": dedent("""rng = np.random.default_rng(7)
+dates = pd.date_range("2025-01-01", periods=100, freq="D")
+daily = pd.Series(rng.normal(100, 10, 100), index=dates, name="Value")
+monthly = daily.resample("MS").mean()
+
+print("Daily observations:")
+print(daily.head())
+print("\nMonthly means:")
+print(monthly)
+monthly.plot(kind="bar", title="Monthly means from daily observations")
+plt.ylabel("Monthly mean")
+plt.show()
+"""),
+
+        "5": dedent("""t = np.arange(len(daily))
+# For a simple example, use the first 100 daily observations
+y = daily.to_numpy()
+slope, intercept = np.polyfit(t, y, 1)
+trend = intercept + slope*t
+
+plt.plot(daily.index, y, label="Observed")
+plt.plot(daily.index, trend, label="Linear trend")
+plt.legend()
+plt.title(f"Linear trend (slope={slope:.3f})")
+plt.show()
+
+# Example rolling mean: 7-observation window
+rolling = daily.rolling(window=7).mean()
+plt.plot(daily.index, daily, alpha=0.5, label="Daily")
+plt.plot(rolling.index, rolling, label="7-day moving average")
+plt.legend()
+plt.title("Rolling mean smooths short-term movement")
+plt.show()
+"""),
+
+        "6": dedent("""# Use a non-stationary-looking series with trend for demonstration
+rng = np.random.default_rng(42)
+x = np.cumsum(rng.normal(0, 1, 300))
+adf_result = adfuller(x)
+print("ADF statistic:", adf_result[0])
+print("p-value:", adf_result[1])
+print("Used lags:", adf_result[2])
+
+if adf_result[1] < 0.05:
+    print("At 5%, reject the unit-root null hypothesis.")
+else:
+    print("At 5%, do not reject the unit-root null hypothesis.")
+"""),
+        "7": dedent("""fig, axes = plt.subplots(2, 1, figsize=(10, 7))
+plot_acf(x, lags=30, ax=axes[0])
+plot_pacf(x, lags=30, ax=axes[1], method="ywm")
+plt.tight_layout()
+plt.show()
+"""),
+        "8": dedent("""# Build a positive monthly example with trend and annual seasonality
+rng = np.random.default_rng(10)
+periods = 72
+dates = pd.date_range("2018-01-01", periods=periods, freq="MS")
+seasonal_pattern = np.array([0.75, 0.78, 0.85, 0.92, 1.00, 1.08,
+                             1.15, 1.12, 1.03, 0.94, 0.84, 0.78])
+trend = np.linspace(100, 220, periods)
+y_monthly = pd.Series(
+    trend * np.tile(seasonal_pattern, periods // 12) + rng.normal(0, 4, periods),
+    index=dates, name="MonthlyValue"
+)
+y_monthly.plot(title="Illustrative monthly series")
+plt.show()
+
+fit_add = ExponentialSmoothing(
+    y_monthly, trend="add", seasonal="add", seasonal_periods=12,
+    initialization_method="estimated"
+).fit()
+forecast_add = fit_add.forecast(12)
+
+fit_mul = ExponentialSmoothing(
+    y_monthly, trend="add", seasonal="mul", seasonal_periods=12,
+    initialization_method="estimated"
+).fit()
+forecast_mul = fit_mul.forecast(12)
+
+plt.plot(y_monthly.index, y_monthly, label="Observed")
+plt.plot(forecast_add.index, forecast_add, marker="o", label="Additive forecast")
+plt.legend()
+plt.title("Holt-Winters additive seasonality")
+plt.show()
+
+plt.plot(y_monthly.index, y_monthly, label="Observed")
+plt.plot(fit_mul.fittedvalues.index, fit_mul.fittedvalues, label="Multiplicative fitted")
+plt.legend()
+plt.title("Holt-Winters multiplicative fit")
+plt.show()
+
+rmse_mul = np.sqrt(np.mean((y_monthly - fit_mul.fittedvalues)**2))
+print("Multiplicative in-sample RMSE:", rmse_mul)
+print("Next 12 forecasts (multiplicative):")
+print(fit_mul.forecast(12))
+"""),
+        "9": dedent("""# Fit a simple ARIMA model to a stationary illustrative series
+rng = np.random.default_rng(123)
+stationary_series = pd.Series(rng.normal(size=200))
+fit_arima = ARIMA(stationary_series, order=(1, 0, 1)).fit()
+print(fit_arima.summary())
+forecast = fit_arima.forecast(steps=5)
+print("Five forecasts:")
+print(forecast)
+"""),
+        "10": dedent("""# Illustrative comparison of candidate ARIMA-family fits.
+# Use identical input data and compare models fitted to the same observations.
+candidate_orders = [(1, 0, 0), (2, 0, 0), (1, 0, 1)]
+comparison = []
+for order in candidate_orders:
+    fit = ARIMA(stationary_series, order=order).fit()
+    n = fit.nobs
+    k = len(fit.params)
+    aic = fit.aic
+    # Small-sample correction; undefined if n <= k + 1
+    aicc = aic + (2*k*(k+1))/(n-k-1) if n > k+1 else np.nan
+    comparison.append({"order": order, "AIC": aic, "AICc": aicc})
+comparison_df = pd.DataFrame(comparison).sort_values("AICc")
+print(comparison_df)
+"""),
+        "11": dedent("""# Illustrative volatility-clustered returns (not a fitted ARCH model)
+rng = np.random.default_rng(99)
+n = 1000
+vol = np.ones(n)
+returns = np.zeros(n)
+for t in range(1, n):
+    vol[t] = np.sqrt(0.02 + 0.85 * (returns[t-1]**2))
+    returns[t] = vol[t] * rng.normal()
+
+fig, axes = plt.subplots(2, 1, figsize=(10, 7))
+axes[0].plot(returns)
+axes[0].set_title("Illustrative returns")
+axes[1].plot(returns**2)
+axes[1].set_title("Squared returns")
+plt.tight_layout()
+plt.show()
+
+fig, axes = plt.subplots(2, 1, figsize=(10, 7))
+plot_acf(returns, lags=30, ax=axes[0])
+plot_acf(returns**2, lags=30, ax=axes[1])
+axes[0].set_title("ACF of returns")
+axes[1].set_title("ACF of squared returns")
+plt.tight_layout()
+plt.show()
+"""),
+        "12": dedent("""# Example template — replace filename and column names for your CSV.
+# from google.colab import files
+# uploaded = files.upload()
+#
+# df = pd.read_csv("your_dataset.csv")
+# print(df.head())
+# print(df.columns)
+# df["Date"] = pd.to_datetime(df["Date"])
+# df = df.set_index("Date").sort_index()
+# print("Missing values:")
+# print(df.isna().sum())
+# df["Close"].plot(title="Closing price")
+# plt.show()
+"""),
+    }
+
+    print(MENU)
+    choice = input("Select program number: ").strip()
+
+    print("\n============== YOUR TEMPLATE ==============\n")
+    print(TEMPLATES.get(choice, "Invalid option macha, try again."))
+
+
+menu = getprograms
+
+__version__ = "0.9.5"
+__all__ = ["getprograms", "menu"]
+
+if __name__ == "__main__":
+    getprograms()
+

timeserieslab-0.1.0.dist-info/METADATA

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+Metadata-Version: 2.4
+Name: timeserieslab
+Version: 0.1.0
+Summary: Time Series Lab Practice Source Code Viewer
+Author: Raunak
+Classifier: Programming Language :: Python :: 3
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+
+# timeserieslab
+
+Time Series Lab Practice Source Code Viewer.
+
+## Installation
+
+```bash
+pip install timeserieslab
+```
+
+## Usage
+
+Run via CLI command:
+
+```bash
+timeserieslab
+```
+
+or:
+
+```bash
+tslab
+```
+
+Or from Python:
+
+```python
+import main
+main.getprograms()
+```

timeserieslab-0.1.0.dist-info/RECORD

@@ -0,0 +1,6 @@
+main.py,sha256=5ko1IYbYf6pmObUaX9GTKnuEiNxM8iPbp32qmxK6KzI,8281
+timeserieslab-0.1.0.dist-info/METADATA,sha256=X0C7GmpjREaVMgM7i8YUz2aJD4acHoNAvFgbFk3ZeAA,640
+timeserieslab-0.1.0.dist-info/WHEEL,sha256=mOdXR9C3wMVov7cSY8PY-XCzo3SmmWCHvGQr5csJoao,91
+timeserieslab-0.1.0.dist-info/entry_points.txt,sha256=Di7hsvfrLigIE5SnZffSF_Jt1blD2r-D1P5r1TU9cwo,76
+timeserieslab-0.1.0.dist-info/top_level.txt,sha256=ZAMgPdWghn6xTRBO6Kc3ML1y3ZrZLnjZlqbboKXc_AE,5
+timeserieslab-0.1.0.dist-info/RECORD,,

timeserieslab-0.1.0.dist-info/WHEEL

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+Wheel-Version: 1.0
+Generator: setuptools (84.2.1)
+Root-Is-Purelib: true
+Tag: py3-none-any
+

timeserieslab-0.1.0.dist-info/entry_points.txt

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+[console_scripts]
+timeserieslab = main:getprograms
+tslab = main:getprograms

timeserieslab-0.1.0.dist-info/top_level.txt

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+main