Regression Equations, Generalized Least Squares, Correlation Matrices, Python, Statsmodels.
which we’ll soon use to build the stacked (block) model: y_matrices = [] X_matrices = [] i=0 for expr in regression_equations: olsr_model = smf.ols(formula=expr, data=df_90day_RAR) olsr_model_results = olsr_model.fit() print(olsr_model_results.summary()) df_OLS_resid[asset_names[i]] =