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davidschulte · Aug 9, 2022 · 24b88a7 · 24b88a7
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diff --git a/.idea/.gitignore b/.idea/.gitignore
diff --git a/.idea/inspectionProfiles/profiles_settings.xml b/.idea/inspectionProfiles/profiles_settings.xml
diff --git a/.idea/misc.xml b/.idea/misc.xml
diff --git a/.idea/modules.xml b/.idea/modules.xml
diff --git a/.idea/solar-forecasting.iml b/.idea/solar-forecasting.iml
diff --git a/.idea/vcs.xml b/.idea/vcs.xml
diff --git a/.ipynb_checkpoints/stf_project-checkpoint.ipynb b/.ipynb_checkpoints/stf_project-checkpoint.ipynb
diff --git a/afterlm.png b/afterlm.png
diff --git a/arma.tex b/arma.tex
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+\begin{center}
+\begin{tabular}{lclc}
+\toprule
+\textbf{Dep. Variable:}          &     cleaned      & \textbf{  No. Observations:  } &    3653     \\
+\textbf{Model:}                  &  ARIMA(1, 0, 1)  & \textbf{  Log Likelihood     } & -2738.148   \\
+\textbf{Date:}                   & Sun, 07 Aug 2022 & \textbf{  AIC                } &  5484.296   \\
+\textbf{Time:}                   &     12:57:23     & \textbf{  BIC                } &  5509.109   \\
+\textbf{Sample:}                 &    01-01-2011    & \textbf{  HQIC               } &  5493.132   \\
+\textbf{}                        &   - 12-31-2020   & \textbf{                     } &             \\
+\bottomrule
+\end{tabular}
+\begin{tabular}{lcccccc}
+                & \textbf{coef} & \textbf{std err} & \textbf{z} & \textbf{P$> |$z$|$} & \textbf{[0.025} & \textbf{0.975]}  \\
+\midrule
+\textbf{const}  &       0.0593  &        0.025     &     2.338  &         0.019        &        0.010    &        0.109     \\
+\textbf{ar.L1}  &       0.6961  &        0.018     &    38.043  &         0.000        &        0.660    &        0.732     \\
+\textbf{ma.L1}  &      -0.1208  &        0.024     &    -5.031  &         0.000        &       -0.168    &       -0.074     \\
+\textbf{sigma2} &       0.2621  &        0.006     &    43.612  &         0.000        &        0.250    &        0.274     \\
+\bottomrule
+\end{tabular}
+\begin{tabular}{lclc}
+\textbf{Ljung-Box (L1) (Q):}     & 0.14 & \textbf{  Jarque-Bera (JB):  } & 95.96  \\
+\textbf{Prob(Q):}                & 0.71 & \textbf{  Prob(JB):          } &  0.00  \\
+\textbf{Heteroskedasticity (H):} & 1.20 & \textbf{  Skew:              } & -0.37  \\
+\textbf{Prob(H) (two-sided):}    & 0.00 & \textbf{  Kurtosis:          } &  3.30  \\
+\bottomrule
+\end{tabular}
+%\caption{SARIMAX Results}
+\end{center}
+
+Warnings: \newline
+ [1] Covariance matrix calculated using the outer product of gradients (complex-step).
diff --git a/armafit1year.png b/armafit1year.png
diff --git a/armafitall.png b/armafitall.png
diff --git a/data.png b/data.png
diff --git a/datadistr.png b/datadistr.png
diff --git a/ols.tex b/ols.tex
@@ -0,0 +1,35 @@
+\begin{center}
+\begin{tabular}{lclc}
+\toprule
+\textbf{Dep. Variable:}    &        y         & \textbf{  R-squared:         } &     0.724   \\
+\textbf{Model:}            &       OLS        & \textbf{  Adj. R-squared:    } &     0.724   \\
+\textbf{Method:}           &  Least Squares   & \textbf{  F-statistic:       } &     5272.   \\
+\textbf{Date:}             & Sun, 07 Aug 2022 & \textbf{  Prob (F-statistic):} &     0.00    \\
+\textbf{Time:}             &     12:57:19     & \textbf{  Log-Likelihood:    } &   -4394.5   \\
+\textbf{No. Observations:} &        4018      & \textbf{  AIC:               } &     8795.   \\
+\textbf{Df Residuals:}     &        4015      & \textbf{  BIC:               } &     8814.   \\
+\textbf{Df Model:}         &           2      & \textbf{                     } &             \\
+\bottomrule
+\end{tabular}
+\begin{tabular}{lcccccc}
+               & \textbf{coef} & \textbf{std err} & \textbf{t} & \textbf{P$> |$t$|$} & \textbf{[0.025} & \textbf{0.975]}  \\
+\midrule
+\textbf{beta0} &      -2.0841  &        0.023     &   -91.413  &         0.000        &       -2.129    &       -2.039     \\
+\textbf{beta1} &       0.0005  &     9.83e-06     &    46.923  &         0.000        &        0.000    &        0.000     \\
+\textbf{beta2} &      -0.2282  &        0.002     &   -92.181  &         0.000        &       -0.233    &       -0.223     \\
+\bottomrule
+\end{tabular}
+\begin{tabular}{lclc}
+\textbf{Omnibus:}       & 507.081 & \textbf{  Durbin-Watson:     } &     0.620  \\
+\textbf{Prob(Omnibus):} &   0.000 & \textbf{  Jarque-Bera (JB):  } &  1086.897  \\
+\textbf{Skew:}          &  -0.766 & \textbf{  Prob(JB):          } & 9.62e-237  \\
+\textbf{Kurtosis:}      &   5.036 & \textbf{  Cond. No.          } &  4.64e+03  \\
+\bottomrule
+\end{tabular}
+%\caption{OLS Regression Results}
+\end{center}
+
+Notes: \newline
+ [1] Standard Errors assume that the covariance matrix of the errors is correctly specified. \newline
+ [2] The condition number is large, 4.64e+03. This might indicate that there are \newline
+ strong multicollinearity or other numerical problems.
diff --git a/pacf.png b/pacf.png
diff --git a/seasonality.png b/seasonality.png
diff --git a/transformeddistr.png b/transformeddistr.png