web-install-tsa-lab 0.3.0__py3-none-any.whl

arima.py

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+CODE = 'fit_arima = ARIMA(stationary_series, order=(1, 0, 1)).fit()\nprint(fit_arima.summary())\nforecast = fit_arima.forecast(steps=5)\nprint(forecast)'
+print('# ARIMA fitting and forecasting')
+print(CODE)

eighth.py

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+CODE = 'forecast_add = fit_add.forecast(12)\nforecast_mul = fit_mul.forecast(12)'
+print('# Q8 Forecast 12 periods')
+print(CODE)

eleventh.py

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+CODE = 'fig, axes = plt.subplots(2, 1, figsize=(10, 7))\nplot_acf(returns, lags=30, ax=axes[0])\nplot_acf(returns**2, lags=30, ax=axes[1])\nplt.tight_layout()\nplt.show()'
+print('# Q11 Volatility diagnostics')
+print(CODE)

fifth.py

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+CODE = 'adf_result = adfuller(x)\nprint("ADF statistic:", adf_result[0])\nprint("p-value:", adf_result[1])\nif adf_result[1] < 0.05:\n    print("At 5%, reject the unit-root null (Stationary)")\nelse:\n    print("At 5%, do not reject the unit-root null (Non-stationary)")'
+print('# Q5 ADF test')
+print(CODE)

first.py

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+CODE = 'rng = np.random.default_rng(42)\ndates = pd.date_range("2025-01-01", periods=100, freq="D")\nvalues = 100 + np.linspace(0, 15, 100) + rng.normal(0, 5, 100)\ndaily = pd.Series(values, index=dates, name="Value")\n\nprint(daily.head())\ndaily.plot(title="Illustrative daily time series")\nplt.xlabel("Date")\nplt.ylabel("Value")\nplt.grid(True, alpha=0.3)\nplt.show()\n\nmonthly = daily.resample("MS").mean()  # Replace .mean() with .sum() as needed\nprint(monthly)'
+print('# Q1 Daily series + monthly resample')
+print(CODE)

fourth.py

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+CODE = 'rolling = daily.rolling(window=7).mean()'
+print('# Q4 Rolling mean')
+print(CODE)

imports.py

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+CODE = 'import numpy as np\nimport pandas as pd\nimport matplotlib.pyplot as plt\nimport statsmodels.api as sm\n\nfrom statsmodels.tsa.holtwinters import ExponentialSmoothing\nfrom statsmodels.tsa.stattools import adfuller\nfrom statsmodels.graphics.tsaplots import plot_acf, plot_pacf\nfrom statsmodels.tsa.arima.model import ARIMA\n\nnp.random.seed(42)\nplt.rcParams["figure.figsize"] = (10, 4)'
+print('# Imports')
+print(CODE)

ninth.py

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+CODE = 'rmse_mul = np.sqrt(np.mean((y_monthly - fit_mul.fittedvalues)**2))\nprint("RMSE:", rmse_mul)'
+print('# Q9 In-sample RMSE')
+print(CODE)

second.py

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+CODE = 'df = pd.DataFrame({\n    "Date": ["2025-01-01", "2025-01-02", "2025-01-03",\n             "2025-01-02", "2025-01-03", "2025-01-04"],\n    "Sales": [120, 150, 180, 170, 160, 200]\n})\ndf["Date"] = pd.to_datetime(df["Date"])\n\nprint("Duplicate date rows:", df["Date"].duplicated().sum())\nconsolidated = df.groupby("Date")["Sales"].mean().sort_index()\nprint(consolidated)'
+print('# Q2 Duplicate dates')
+print(CODE)

seventh.py

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+CODE = '# Additive Model\nfit_add = ExponentialSmoothing(\n    y_monthly, trend="add", seasonal="add", seasonal_periods=12,\n    initialization_method="estimated"\n).fit()\n\n# Multiplicative Model\nfit_mul = ExponentialSmoothing(\n    y_monthly, trend="add", seasonal="mul", seasonal_periods=12,\n    initialization_method="estimated"\n).fit()'
+print('# Q7 Holt-Winters additive and multiplicative')
+print(CODE)

sixth.py

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+CODE = 'fig, axes = plt.subplots(2, 1, figsize=(10, 7))\nplot_acf(x, lags=30, ax=axes[0])\nplot_pacf(x, lags=30, ax=axes[1], method="ywm")\nplt.tight_layout()\nplt.show()'
+print('# Q6 ACF and PACF')
+print(CODE)

tenth.py

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+CODE = 'candidate_orders = [(1, 0, 0), (2, 0, 0), (1, 0, 1)]\ncomparison = []\nfor order in candidate_orders:\n    fit = ARIMA(stationary_series, order=order).fit()\n    n = fit.nobs\n    k = len(fit.params)\n    aic = fit.aic\n    aicc = aic + (2*k*(k+1))/(n-k-1) if n > k+1 else np.nan\n    comparison.append({"order": order, "AICc": aicc})\n\ncomparison_df = pd.DataFrame(comparison).sort_values("AICc")\nprint(comparison_df)'
+print('# Q10 AICc model selection')
+print(CODE)

third.py

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+CODE = 't = np.arange(len(daily))\ny = daily.to_numpy()\nslope, intercept = np.polyfit(t, y, 1)\ntrend = intercept + slope * t'
+print('# Q3 Linear trend')
+print(CODE)

web_install_tsa_lab-0.3.0.dist-info/METADATA

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+Metadata-Version: 2.4
+Name: web-install-tsa-lab
+Version: 0.3.0
+Summary: Import first..eleventh to print time-series lab code snippets
+Requires-Python: >=3.8

web_install_tsa_lab-0.3.0.dist-info/RECORD

@@ -0,0 +1,17 @@
+arima.py,sha256=7lfHEHL-6jYSsbyDstDMDbGeraS4xxOz6EgoNvZ_0WE,207
+eighth.py,sha256=XQfedr6JX1UqB3qu1QdU7brUxaecHGg-J_3f7zalLaI,128
+eleventh.py,sha256=lo_8BiHI2RSEAFSN2wP_NaPE5i4NHaH9sKIZv8bxSUA,222
+fifth.py,sha256=WYObajOcHTTEJS9IqCfIkAom_WItjio297rJAp46BoI,307
+first.py,sha256=W-VmlPRBvJ2zh67-vp7XOnIi7LkZhpESwPfFk_y4MbQ,530
+fourth.py,sha256=fFjmp6cPhE9p1gAUmqGqvADcd7istdUwe6sgmR6sTq0,89
+imports.py,sha256=C4emn479f-zMC8Qva9UioI1UfcDHeiZCqZPpuf7xwEQ,429
+ninth.py,sha256=-CLdbJbRsj5k5XOxafBW5Wd6cEK-izcEIURCYHKGJcs,143
+second.py,sha256=9XbeebmT61hFKtQqS3MtrB-GifPushmyLD6D9JayqRY,423
+seventh.py,sha256=cXgdhZvnouDVtbclG9UI6Z0VxKEZiZWWjqq61BzOT5s,413
+sixth.py,sha256=vM2QDJ0JWeJD4fSVHAIhhSLkHBtmHB7SymHsQAhWHrA,211
+tenth.py,sha256=EDkF2l9RTHAvFTHs5s2Kea9__aVL9ehjwRhf-jomo2A,478
+third.py,sha256=EUa-4nDPVJ6OBP6X92w4Jtas5dSUoqBv-EO8R4fF6PQ,167
+web_install_tsa_lab-0.3.0.dist-info/METADATA,sha256=QwPB9OYDeuoybjPK6Y_zdjM_ruxtWMNTyEb4g1E-9ZQ,162
+web_install_tsa_lab-0.3.0.dist-info/WHEEL,sha256=mOdXR9C3wMVov7cSY8PY-XCzo3SmmWCHvGQr5csJoao,91
+web_install_tsa_lab-0.3.0.dist-info/top_level.txt,sha256=hrcij8uk8-eSJIvVfO3gcmdwC-SYhluXG14gP5SEP_4,88
+web_install_tsa_lab-0.3.0.dist-info/RECORD,,

web_install_tsa_lab-0.3.0.dist-info/WHEEL

@@ -0,0 +1,5 @@
+Wheel-Version: 1.0
+Generator: setuptools (84.2.1)
+Root-Is-Purelib: true
+Tag: py3-none-any
+

web_install_tsa_lab-0.3.0.dist-info/top_level.txt

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+arima
+eighth
+eleventh
+fifth
+first
+fourth
+imports
+ninth
+second
+seventh
+sixth
+tenth
+third