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Time Series Analysis in Python with statsmodels - SciPy
conference.scipy.orgGranger-causality Whiteness (iid-ness) and normality See our conference paper (when the proceedings get published!) McKinney, Perktold, Seabold (statsmodels) Python Time Series Analysis SciPy Conference 2011 13 / 29. Autoregressive moving average (ARMA) models One of most common univariate time series models: y t = + a 1y