Statsmodels版本0.6.1不包括tsa？

Question

我正在尝试使用statsmodels(sm)使HP过滤器工作.

这里的文档暗示模块sm.tsa已经存在0.6.1,但是我收到以下错误:

>>> import statsmodels as sm
>>> sm.__version__
'0.6.1'
>>> sm.tsa.filters.hp_filter.hpfilter()
Traceback (most recent call last):
  File "<input>", line 1, in <module>
AttributeError: 'module' object has no attribute 'tsa'
>>> sm.tsa
Traceback (most recent call last):
  File "<input>", line 1, in <module>
AttributeError: 'module' object has no attribute 'tsa'

这是我的pip输出:

nat-oitwireless-inside-vapornet100-a-14423:prog2 foobar$ pip show statsmodels
---
Name: statsmodels
Version: 0.6.1
Location: /usr/local/lib/python2.7/site-packages/statsmodels-0.6.1-py2.7-macosx-10.9-x86_64.egg
Requires: 

Answer 1

你需要 import statsmodels.api as sm