Time Series Analysis in Python

This repository builds a Python Quarto book. Chapters are written in .qmd with Python code chunks executed by the Jupyter engine.

Environment

Create a Python virtual environment and install required packages:

python -m venv .venv
.\.venv\Scripts\Activate.ps1
pip install -r requirements.txt

Core packages:

• Data & math: numpy, pandas, scipy
• Modeling: statsmodels (OLS, time series, diagnostics), pmdarima (auto-ARIMA), arch (GARCH), linearmodels (panel)
• I/O: pyreadr (load .RData if needed)
• Viz: matplotlib, seaborn

Build the book

Render the entire book:

quarto render

To render a single chapter while iterating:

quarto render l01_regression.qmd

Output is written to docs/ as configured in _quarto.yml.

Authoring conventions (R → Python)

• Data loading:
  • read.delim("data/dish.txt") → pandas.read_csv("data/dish.txt", sep="\t")
  • For .RData, prefer pyreadr.read_r() or pre-convert to CSV/Parquet once and commit to data/.
• Modeling:
  • lm(y ~ x1 + x2, data=...) → statsmodels.formula.api.ols("y ~ x1 + x2", data=...).fit()
  • Durbin–Watson: statsmodels.stats.stattools.durbin_watson(resid)
  • Runs test: statsmodels.sandbox.stats.runs.runstest_1samp(resid, correction=False)
  • ARIMA/SARIMAX: statsmodels.tsa.statespace.SARIMAX or pmdarima.auto_arima
  • GARCH: arch.arch_model
  • Causality: statsmodels.tsa.stattools.grangercausalitytests
  • Panel: linearmodels.panel.PanelOLS
• Normality checks:
  • Shapiro–Wilk: scipy.stats.shapiro(x)
  • Q–Q plots: statsmodels.api.ProbPlot(x).qqplot(line="45") or scipy.stats.probplot
• Visualization:
  • Use seaborn/matplotlib (sns.set_theme(style="whitegrid")) and a consistent figure size (8x5 in).
• Reproducibility:
  • Use numpy.random.seed(seed) in stochastic examples.

Current status

• The project is configured to run with the Jupyter engine (_quarto.yml).
• l01_regression.qmd is translated to Python and included in the chapters list.
• Remaining chapters will be translated in-place (keeping filenames) and added to _quarto.yml as they’re ready.

If you want me to translate additional chapters now, name the priority ones and I’ll proceed in small batches.