.. currentmodule:: statsmodels.tsa.tsatools Time Series Analysis ==================== These are some of the helper functions for doing time series analysis. First we can load some a some data from the US Macro Economy 1959:Q1 - 2009:Q3. :: >>> data = sm.datasets.macrodata.load(as_pandas=False) The macro dataset is a structured array. :: >>> data = data.data[['year','quarter','realgdp','tbilrate','cpi','unemp']] We can add a lag like so :: >>> data = sm.tsa.add_lag(data, 'realgdp', lags=2) TODO: -scikits.timeseries -link in to var docs