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.. currentmodule:: statsmodels.tsa.tsatools
Time Series Analysis
====================
These are some of the helper functions for doing time series analysis. First
we can load some a some data from the US Macro Economy 1959:Q1 - 2009:Q3. ::
>>> data = sm.datasets.macrodata.load()
The macro dataset is a structured array. ::
>>> data = data.data[['year','quarter','realgdp','tbilrate','cpi','unemp']]
We can add a lag like so ::
>>> data = sm.tsa.add_lag(data, 'realgdp', lags=2)
TODO:
-scikits.timeseries
-link in to var docs
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