# \#statsmodels

**URL:** https://discourse.julialang.org/tag/statsmodels/677.md

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## [Multi-step prediction of autoregressive model from StatsModels](https://discourse.julialang.org/t/multi-step-prediction-of-autoregressive-model-from-statsmodels/113089)

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**Author:** [@ohmsweetohm1](https://discourse.julialang.org/u/ohmsweetohm1)\
**Replies:** 4\
**Last updated:** [July 3, 2024, 7:43pm UTC](https://discourse.julialang.org/t/multi-step-prediction-of-autoregressive-model-from-statsmodels/113089 "2024-07-03T19:43:50Z")

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If I have some electricity demand, it is reasonable to assume that it will be similar to the day before. So with hourly data, 24 steps before. Additional influences are also present: using StatsModels, DataFrames, GLM N…

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## [VARX Model Estimation and Analysis](https://discourse.julialang.org/t/varx-model-estimation-and-analysis/96503)

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**Author:** [@DionysisPap](https://discourse.julialang.org/u/DionysisPap)\
**Replies:** 8\
**Last updated:** [March 24, 2023, 4:51pm UTC](https://discourse.julialang.org/t/varx-model-estimation-and-analysis/96503 "2023-03-24T16:51:38Z")

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As a beginner, i would like to ask if Julia provides any package (or function) for black box polynomial model estimation (preferably VARX model) and anaylis.

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## [Extracting model params/equivalent of broom tidiers in julia?](https://discourse.julialang.org/t/extracting-model-params-equivalent-of-broom-tidiers-in-julia/92560)

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**Author:** [@jonfoong](https://discourse.julialang.org/u/jonfoong)\
**Replies:** 1\
**Last updated:** [January 6, 2023, 8:13pm UTC](https://discourse.julialang.org/t/extracting-model-params-equivalent-of-broom-tidiers-in-julia/92560 "2023-01-06T20:13:14Z")

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Hi I am new to Julia and am using it to run mixed models since it’s so much faster. However I’ve no experience with Julia and it feels like online support is scarce. I would like help with extracting model parameters but…

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## [What is the future of StatsModels.jl](https://discourse.julialang.org/t/what-is-the-future-of-statsmodels-jl/90255)

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**Author:** [@PharmCat](https://discourse.julialang.org/u/PharmCat)\
**Replies:** 0\
**Last updated:** [November 14, 2022, 6:47pm UTC](https://discourse.julialang.org/t/what-is-the-future-of-statsmodels-jl/90255 "2022-11-14T18:47:21Z")

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Hi! I am afraid, that more than year there was no significant commits into StatsModels.jl. As I understand devs are planning to remake FunctionTerm and some other less sensitive things. So I try to understand what is rea…

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## [Can you help me find a speedier way to make a design matrix for high parameter model?](https://discourse.julialang.org/t/can-you-help-me-find-a-speedier-way-to-make-a-design-matrix-for-high-parameter-model/80012)

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**Author:** [@alexpkeil1](https://discourse.julialang.org/u/alexpkeil1)\
**Replies:** 8\
**Last updated:** [May 13, 2022, 3:27pm UTC](https://discourse.julialang.org/t/can-you-help-me-find-a-speedier-way-to-make-a-design-matrix-for-high-parameter-model/80012 "2022-05-13T15:27:28Z")

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I’m building a parametric Bayesian model where I require a design matrix with lots of columns (1 observation per row). The columns represent original measured variables (continuous and categorical) as well as spline basi…

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## [Designing Custom Syntax for @formula](https://discourse.julialang.org/t/designing-custom-syntax-for-formula/80450)

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**Author:** [@Ross\_Boylan](https://discourse.julialang.org/u/Ross_Boylan)\
**Replies:** 1\
**Last updated:** [May 13, 2022, 3:23pm UTC](https://discourse.julialang.org/t/designing-custom-syntax-for-formula/80450 "2022-05-13T15:23:14Z")

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I’m trying to understand the differences between the relatively compact implementation of a custom interpretation of ^ for @formula and the general advice on extending @formula, in particular the example here of how to …

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## [Is it possible to apply one schema to different DataFrames?](https://discourse.julialang.org/t/is-it-possible-to-apply-one-schema-to-different-dataframes/73345)

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**Author:** [@PharmCat](https://discourse.julialang.org/u/PharmCat)\
**Replies:** 2\
**Last updated:** [December 19, 2021, 7:59pm UTC](https://discourse.julialang.org/t/is-it-possible-to-apply-one-schema-to-different-dataframes/73345 "2021-12-19T19:59:45Z")

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Hi! I have an external ‘ModelFrame’ that was created like this: sch = schema(model, data, contrasts) f = apply\_schema(model, sch, StatisticalModel) mf = ModelFrame(f, sch, data, StatisticalModel) I kno…

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## [Comparison formula with random effect term \[StatsModels.jl\]](https://discourse.julialang.org/t/comparison-formula-with-random-effect-term-statsmodels-jl/68489)

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**Author:** [@Yonghee\_Lee](https://discourse.julialang.org/u/Yonghee_Lee)\
**Replies:** 10\
**Last updated:** [September 21, 2021, 3:07pm UTC](https://discourse.julialang.org/t/comparison-formula-with-random-effect-term-statsmodels-jl/68489 "2021-09-21T15:07:07Z")

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The follwing comparision between two formula with random effect term for MixedModels.jl gives false: @formula(y ~ 1 + x + (1 | z3) ) == @formula(y ~ 1 + x + (1 | z3) ) However, a comparision formula without random eff…

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## [Contrasts coding in MixedModels](https://discourse.julialang.org/t/contrasts-coding-in-mixedmodels/62131)

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**Author:** [@Hilary](https://discourse.julialang.org/u/Hilary)\
**Replies:** 1\
**Last updated:** [May 31, 2021, 5:53pm UTC](https://discourse.julialang.org/t/contrasts-coding-in-mixedmodels/62131 "2021-05-31T17:53:38Z")

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Hi guys, I have implemented my SAS Mixed Model on Julia. However, currently there are differences in estimates between SAS and Julia for fixed and random effects. I tried changing the contrasts - maybe this can help t…

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## [Get list of columns from formula](https://discourse.julialang.org/t/get-list-of-columns-from-formula/60611)

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**Author:** [@jzr](https://discourse.julialang.org/u/jzr)\
**Replies:** 1\
**Last updated:** [May 6, 2021, 6:33pm UTC](https://discourse.julialang.org/t/get-list-of-columns-from-formula/60611 "2021-05-06T18:33:09Z")

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I want to make a dataframe that has only the columns that appear in the formula. How can I get the list of terms from a formula? @formula(y ~ a + b + c \* d + e + e ^ 2) cc @dave.f.kleinschmidt