| Name | paneltime JSON |
| Version |
1.2.69
JSON |
| download |
| home_page | None |
| Summary | Panel regression simultaneously solving for ARIMA/GARCH and random/fixed effects. |
| upload_time | 2025-08-07 13:36:18 |
| maintainer | None |
| docs_url | None |
| author | None |
| requires_python | >=3.8 |
| license | None |
| keywords |
econometrics
|
| VCS |
 |
| bugtrack_url |
|
| requirements |
No requirements were recorded.
|
| Travis-CI |
No Travis.
|
| coveralls test coverage |
No coveralls.
|
**Paneltime** is a statistical tool for estimating regressions on datasets that:
- Are **panels** (have both a time and a group dimension)
- Are **non-stationary in means** (ARIMA)
- Are **non-stationary in variance** (GARCH)
Unlike any other statistical tool currently available, **Paneltime** simultaneously handles common timeseries problems
(**ARIMA**/**GARCH**) and *panel data sets* consisting of several groups/individuals
(**random/fixed effects**).
The package can also be used on pure **panel data** sets without ARIMA/GARCH or single time series data with ARIMA/GARCH problems.
**Author:** Espen Sirnes
**Current version:** 1.2.68
# Installation
"pip install paneltime" for installation
# Usage
Datasets are estimated with
```
paneltime.execute(model_string, dataframe, T,
ID=None, HF=None,
instruments=None)
```
It takes the following arguments:
- `model_string`: A string on the form 'Y ~ X1 + X2 + X3', where Y is the dependent and X1-X3 are the independents, as named in the dataframe (required)
- `dataframe`: a dataframe consisting of variables with the names used in `model_string` (required)
- `T`: the time identifier (required)
- `ID`: The group identifier (optional)
- `HF`: list with names of heteroskedasticity factors (optional)
- `instruments`: list with names of instruments (optional)
## The model string
The model string can contain operations supported by the `numpy` package, using `np` as alias for numpy. For example `np.abs(x)` will result in a
variable that is the absolute value of x.
# Example using world bank data
```python
{{< include example.py >}}
```
[Download working example zip](working_example.zip)
Raw data
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