CODEWITHSUNDEEP
python-3.xnumpytime-serieslinear-regressionstatsmodels
Sam18J
Sam18J

Reputation: 15

Printing Beta(Coef) alone from statsmodels OLS regression

I am running the linear regression function on a time series data of two stocks using statsmodels. While printing out the results using "summary", my code works fine. However I want to print only the beta(coef) of the two stocks. I tried using "params" instead of "summary" in the lines, but I keep getting the error message:

"TypeError: 'numpy.ndarray' object is not callable"

I understand this is a very basic mistake, but i'm very new to coding. Any advice would be appreciated.

Below is my code:

import pandas as pd
import statsmodels.api as sm
from scipy.stats.mstats import zscore

df = pd.read_excel('C:\\Users\Sai\Desktop\DF.xlsx')

x = df[['Stock A']]
y = df[['Stock B']]

model = sm.OLS(zscore(x), zscore(y))
results = model.fit()
print(results.params())

This is the error message I keep getting:

"C:\Program Files\Python35-32\python.exe" C:/Users/Sai/Desktop/Quantstart.py
Traceback (most recent call last):
  File "C:/Users/Sai/Desktop/Quantstart.py", line 13, in <module>
    print(results.params())
TypeError: 'numpy.ndarray' object is not callable

Upvotes: 0

Views: 5107

Answers (1)

prathik shirolkar
prathik shirolkar

Reputation: 190

Use the below code

results.params

instead of

results.params()

and it will work properly.

Upvotes: 2

Related Questions