VerticaPy

Python API for Vertica Data Science at Scale

Example: Methods in a Time Series Model¶

In this example, we use the 'commodities' dataset to demonstrate the methods available to time series models.

In [1]:

from verticapy.datasets import load_commodities
commodities = load_commodities()
display(commodities)

	📅 date Date	123 Gold Float	123 Oil Float	123 Spread Float	123 Vix Float	123 Dol_Eur Float	123 SP500 Float
1	1986-01-01	345.561363636364	22.9254545454545	1.05142857142857	18.1213636363636	1.12159999999858	211.779999
2	1986-02-01	339.0525	15.4547368421053	0.736842105263158	20.6242105263158	1.07880000000296	226.919998
3	1986-03-01	346.094736842105	12.6125	0.564	23.564	1.04850000000442	238.899994
4	1986-04-01	340.715909090909	12.8436363636364	0.604090909090909	23.0154545454545	1.05259999999544	235.520004
5	1986-05-01	342.325	15.377619047619	0.642380952380952	18.8875	1.03720000000612	247.350006
6	1986-06-01	342.797619047619	13.4257142857143	0.614761904761905	18.5980952380952	1.0399999999936	250.839996
7	1986-07-01	348.554347826087	11.5845454545455	0.636818181818182	19.6390909090909	1.01029999999446	236.119995
8	1986-08-01	376.29	15.0966666666667	0.83952380952381	18.6380952380952	0.979300000000876	252.929993
9	1986-09-01	418.152272727273	14.8666666666667	1.10142857142857	22.7052380952381	0.973200000000361	231.320007
10	1986-10-01	423.863043478261	14.8968181818182	1.14727272727273	22.5239130434783	0.961600000000544	243.979996
11	1986-11-01	396.9825	15.2215789473684	0.973888888888889	18.6315789473684	0.967399999999543	249.220001
12	1986-12-01	391.595238095238	16.107619047619	0.840909090909091	19.7586363636364	0.957399999999325	242.169998
13	1987-01-01	408.52380952381	18.6514285714286	0.8585	20.7666666666667	0.900400000000445	274.079987
14	1987-02-01	401.045	17.7489473684211	0.852631578947368	23.4463157894737	0.882600000000821	284.200012
15	1987-03-01	408.847727272727	18.3028571428571	0.824090909090909	21.8372727272727	0.883599999999206	291.700012
16	1987-04-01	439.665	18.6771428571429	0.998571428571429	26.8814285714286	0.872100000000501	288.359985
17	1987-05-01	461.65	19.4375	0.8515	25.4115	0.861100000000079	290.100006
18	1987-06-01	449.277272727273	20.0731818181818	0.829090909090909	21.6245454545455	0.876500000000306	304.0
19	1987-07-01	450.330434782609	21.3421739130435	1.00454545454545	17.8009090909091	0.888600000000224	318.660004
20	1987-08-01	460.9875	20.3109523809524	1.00761904761905	20.8490476190476	0.89600000000064	329.799988
21	1987-09-01	460.120454545455	19.53	1.07809523809524	22.8938095238095	0.873499999999694	321.829987
22	1987-10-01	465.763636363636	19.8590909090909	1.12238095238095	58.2195454545455	0.868599999999788	251.789993
23	1987-11-01	468.140476190476	18.854	1.16789473684211	49.4365	0.814700000000812	230.300003
24	1987-12-01	487.078571428571	17.2745454545455	1.13	41.7640909090909	0.791400000000067	247.080002
25	1988-01-01	477.7575	17.1295	1.03578947368421	38.3365	0.800100000000384	257.070007
26	1988-02-01	442.12380952381	16.7957142857143	1.0315	33.674	0.822000000000116	267.820007
27	1988-03-01	443.491304347826	16.1973913043478	1.10304347826087	29.3569565217391	0.810900000000402	258.890015
28	1988-04-01	451.557894736842	17.8625	1.129	27.405	0.805700000000798	261.329987
29	1988-05-01	451.32	17.4236363636364	1.09333333333333	25.7166666666667	0.813099999999395	262.160004
30	1988-06-01	451.656818181818	16.5277272727273	0.895454545454546	25.2709090909091	0.842500000000655	273.5
31	1988-07-01	437.452380952381	15.4975	0.777	23.644	0.886300000000119	272.019989
32	1988-08-01	431.063636363636	15.5234782608696	0.631739130434783	23.7073913043478	0.905899999999747	261.519989
33	1988-09-01	413.438636363636	14.5354545454545	0.513809523809524	19.5242857142857	0.900299999999334	271.910004
34	1988-10-01	406.390476190476	13.7704761904762	0.4415	20.4819047619048	0.87960000000021	278.970001
35	1988-11-01	419.965909090909	14.1413636363636	0.2965	21.6590476190476	0.844499999999243	273.700012
36	1988-12-01	419.2475	16.382380952381	0.0171428571428571	17.7542857142857	0.843999999999141	277.720001
37	1989-01-01	404.445238095238	18.0242857142857	-0.084	17.7580952380952	0.880499999999302	297.470001
38	1989-02-01	387.9725	17.9365	-0.202631578947368	18.3126315789474	0.888899999999921	288.859985
39	1989-03-01	390.27380952381	19.4840909090909	-0.321818181818182	17.4754545454545	0.896699999999328	294.869995
40	1989-04-01	384.72	21.069	-0.276	16.8875	0.899199999999837	309.640015
41	1989-05-01	371.35	20.1234782608696	-0.158636363636364	17.435	0.9375	320.519989
42	1989-06-01	367.727272727273	20.0504545454545	-0.129090909090909	16.7322727272727	0.955400000000736	317.980011
43	1989-07-01	375.209523809524	19.7814285714286	0.199	18.0565	0.914000000000669	346.079987
44	1989-08-01	365.547727272727	18.5778260869565	-0.0321739130434783	19.3234782608696	0.927799999999479	351.450012
45	1989-09-01	361.797619047619	19.5914285714286	-0.094	16.7465	0.941100000000006	349.149994
46	1989-10-01	366.8	20.0977272727273	0.0285714285714286	21.9509090909091	0.907199999999648	340.359985
47	1989-11-01	394.361363636364	19.8559090909091	0.0785714285714286	20.932380952381	0.893899999999121	345.98999
48	1989-12-01	409.655263157895	21.1	0.059	18.235	0.856499999999869	353.399994
49	1990-01-01	410.118181818182	22.8631818181818	0.121428571428571	23.4990909090909	0.831899999999223	329.079987
50	1990-02-01	416.5425	22.113	0.102631578947368	23.3268421052632	0.820799999999508	331.890015
51	1990-03-01	393.661363636364	20.3877272727273	-0.0381818181818182	18.8313636363636	0.835100000000239	339.940002
52	1990-04-01	374.928947368421	18.4255	0.0615	20.4575	0.82510000000002	330.799988
53	1990-05-01	368.854761904762	18.1995454545455	0.115909090909091	18.1518181818182	0.811400000000504	361.230011
54	1990-06-01	352.657142857143	16.6952380952381	0.129047619047619	17.5828571428571	0.817699999999604	358.019989
55	1990-07-01	361.820454545455	18.4540909090909	0.314285714285714	18.9328571428571	0.792699999999968	356.149994
56	1990-08-01	394.861363636364	27.3073913043478	0.691304347826087	27.7752173913043	0.759899999999106	322.559998
57	1990-09-01	389.56	33.5075	0.813684210526316	28.8189473684211	0.761699999999109	306.049988
58	1990-10-01	381.332608695652	36.0395652173913	0.841818181818182	30.1304347826087	0.739799999999377	304.0
59	1990-11-01	381.865909090909	32.3322727272727	0.7935	25.1066666666667	0.72400000000016	322.220001
60	1990-12-01	378.160526315789	27.281	0.761	22.5845	0.731999999999971	330.220001
61	1991-01-01	384.590909090909	25.2340909090909	0.967619047619048	26.9318181818182	0.736699999999473	343.929993
62	1991-02-01	363.7475	20.4775	0.987894736842105	22.1126315789474	0.722599999999147	367.070007
63	1991-03-01	363.39	19.9015	1.007	19.0410526315789	0.781800000000658	375.220001
64	1991-04-01	358.054761904762	20.83	1.09090909090909	18.9272727272727	0.826699999999619	375.339996
65	1991-05-01	357.116666666667	21.2322727272727	1.28409090909091	17.1804545454545	0.83389999999963	389.829987
66	1991-06-01	366.36	20.189	1.328	17.575	0.868700000000899	371.160004
67	1991-07-01	368.013043478261	21.4030434782609	1.355	17.6695454545455	0.870699999999488	387.809998
68	1991-08-01	356.721428571429	21.6936363636364	1.46681818181818	15.9327272727273	0.850300000000061	395.429993
69	1991-09-01	348.459523809524	21.8865	1.4685	17.029	0.828100000000632	387.859985
70	1991-10-01	358.826086956522	23.2308695652174	1.615	16.8463636363636	0.82550000000083	392.450012
71	1991-11-01	359.959523809524	22.4609523809524	1.85842105263158	17.6815	0.795000000000073	375.220001
72	1991-12-01	361.875	19.4980952380952	2.06285714285714	18.0185714285714	0.768099999999322	417.089996
73	1992-01-01	354.436363636364	18.7854545454545	2.07428571428571	17.4995454545455	0.770599999999831	408.779999
74	1992-02-01	353.8525	19.0125	2.12578947368421	17.0505263157895	0.791999999999462	412.700012
75	1992-03-01	344.640909090909	18.9218181818182	1.85727272727273	16.2227272727273	0.812700000000404	403.690002
76	1992-04-01	338.7275	20.23	2.13619047619048	16.1885714285714	0.804899999999179	414.950012
77	1992-05-01	337.039473684211	20.9755	2.1665	14.728	0.78859999999986	415.350006
78	1992-06-01	340.784090909091	22.3845454545455	2.21363636363636	14.7531818181818	0.767900000000736	408.140015
79	1992-07-01	352.452173913043	21.7752173913043	2.48909090909091	13.3036363636364	0.729799999999159	424.209991
80	1992-08-01	343.6025	21.3390476190476	2.39285714285714	14.422380952381	0.71349999999984	414.029999
81	1992-09-01	345.3	21.8813636363636	2.52095238095238	14.2585714285714	0.721999999999753	417.799988
82	1992-10-01	344.277272727273	21.6859090909091	2.50619047619048	17.4786363636364	0.755199999999604	418.679993
83	1992-11-01	334.923809523809	20.3385	2.29368421052632	14.594	0.807199999999284	431.350006
84	1992-12-01	334.657142857143	19.4140909090909	2.09636363636364	12.7813636363636	0.807199999999284	435.709991
85	1993-01-01	328.9925	19.032	2.21	12.584	0.825000000000728	438.779999
86	1993-02-01	329.31	20.0861111111111	2.16052631578947	13.6247368421053	0.845300000000861	443.380005
87	1993-03-01	329.973913043478	20.3221739130435	2.02565217391304	13.6930434782609	0.848400000000766	451.670013
88	1993-04-01	341.9475	20.2525	2.13190476190476	13.4566666666667	0.820100000000821	440.190002
89	1993-05-01	367.044736842105	19.9495	2.0585	13.4855	0.821200000000317	450.190002
90	1993-06-01	371.913636363636	19.0940909090909	1.79909090909091	12.9731818181818	0.844300000000658	450.529999
91	1993-07-01	392.034090909091	17.89	1.73333333333333	11.8695	0.878399999999601	448.130005
92	1993-08-01	379.795238095238	18.0109090909091	1.67636363636364	11.9531818181818	0.882400000000416	463.559998
93	1993-09-01	355.561363636364	17.5042857142857	1.51285714285714	12.649	0.848200000000361	458.929993
94	1993-10-01	364.004761904762	18.1533333333333	1.4595	11.3752380952381	0.859300000000076	467.829987
95	1993-11-01	373.938636363636	16.6090476190476	1.5685	13.3709523809524	0.885800000000018	461.790009
96	1993-12-01	383.242857142857	14.5147619047619	1.56181818181818	10.8645454545455	0.885800000000018	466.450012
97	1994-01-01	387.11	15.0266666666667	1.6105	10.6052380952381	0.897499999999127	481.609985
98	1994-02-01	381.6575	14.7810526315789	1.49894736842105	12.8852631578947	0.894800000000032	467.140015
99	1994-03-01	384.0	14.6808695652174	1.48739130434783	14.2408695652174	0.876000000000204	445.769989
100	1994-04-01	377.907894736842	16.42	1.42263157894737	15.3347368421053	0.877300000000105	450.910004

Rows: 1-100 | Columns: 7

Let's create a VAR model to predict the change in our variables over time.

In [3]:

from verticapy.learn.tsa import VAR
model = VAR("VAR_commodities", p = 15)
model.drop()
model.fit(input_relation = "commodities",
          X = ["Gold", "Oil", "Spread", "Vix", "Dol_Eur", "SP500"],
          ts = "date")

Fitting the model creates new model attributes.

In [4]:

model.X

Out[4]:

['"Gold"', '"Oil"', '"Spread"', '"Vix"', '"Dol_Eur"', '"SP500"']

In [5]:

model.ts

Out[5]:

'"date"'

In [6]:

model.input_relation

Out[6]:

'commodities'

In [7]:

model.test_relation

Out[7]:

'commodities'

Since we didn't write a test relation when fitting the model, the model will use the training relation as the test relation. After fitting the model, the These attributes will be used when invoking the different model abstractions. For example, let's compute the R2 of the model.

In [8]:

model.score(method = "r2")

Out[8]:

	r2
"Gold"	0.9969178988297
"Oil"	0.984505390437316
"Spread"	0.98333383705978
"Vix"	0.809280825408277
"Dol_Eur"	0.976525112259812
"SP500"	0.995213614862105

Rows: 1-6 | Columns: 2

The 'score' method uses the 'y' attribute and the model prediction in the 'test_relation' to compute the accuracy of the model. You can change these attributes at any time to deploy the models on different columns.

Models have many useful attributes. For example, the 'coef_' attribute gives us the p-value of the model.

In [9]:

for elem in model.coef_:
    display(elem)

	Abc predictor Varchar(65000)	123 coefficient Float	123 std_err Float	123 t_value Float	123 p_value Float
1	Intercept	28.5362468915191	23.4576167158535	1.21650239396372	0.224719007474869
2	ar0_1	1.21249546311209	0.0583003268515877	20.7974042100773	9.38585656197178e-61
3	ar0_2	-0.265717276383384	0.0911043814875882	-2.91662455794823	0.00379668763754037
4	ar0_3	0.123604924076076	0.0924434825014417	1.33708640924631	0.18217474351721
5	ar0_4	-0.0846535235905854	0.0922931959314058	-0.917223883475676	0.35973835612789
6	ar0_5	0.147588310874085	0.0934758772779836	1.57889195770988	0.11538065396013
7	ar0_6	-0.0746737711527223	0.0964409915451842	-0.774294933682183	0.439346523264487
8	ar0_7	0.0300398502170651	0.0949450469490103	0.316391967589398	0.751917949570274
9	ar0_8	-0.282595717590034	0.0934137195443952	-3.02520570820145	0.00269259813755072
10	ar0_9	0.211465916636381	0.0945746404906848	2.23596849577461	0.0260652425208447
11	ar0_10	-0.028968214748744	0.0955704715244925	-0.303108421321539	0.762010542572336
12	ar0_11	0.152423852856842	0.0947726626289135	1.60831033579445	0.108785149004158
13	ar0_12	-0.160936586725526	0.094521878486629	-1.70263847166656	0.089638133407115
14	ar0_13	0.0866705650593076	0.0948195026665847	0.914058422812749	0.361396529767663
15	ar0_14	0.0282798722316357	0.0941850837399756	0.300258502818878	0.764181233977993
16	ar0_15	-0.10657437168399	0.0616194550652301	-1.72955719214283	0.0847048269578117
17	ar1_1	0.186330924381011	0.446507968613298	0.417307052681929	0.67674268420536
18	ar1_2	-0.383835215149304	0.719190789680871	-0.533704297464133	0.593928600425446
19	ar1_3	-1.23345295033528	0.730929242853722	-1.68751348012782	0.0925104852369963
20	ar1_4	2.17217734967937	0.735118681321216	2.95486620714815	0.00336774173477664
21	ar1_5	-0.897270469491986	0.751437855340256	-1.19407142335902	0.233362918851882
22	ar1_6	-0.722196440150242	0.75015814215371	-0.962725590202634	0.33643560184064
23	ar1_7	0.729259270609418	0.736319379661812	0.990411621305368	0.322745378832708
24	ar1_8	0.653139726235224	0.73378487842553	0.890097009952911	0.374104035524252
25	ar1_9	-1.38240711971548	0.741297102456291	-1.86484894536195	0.0631473354628441
26	ar1_10	1.42127155790251	0.743376083269083	1.91191456100162	0.0568088195382841
27	ar1_11	-0.485973163826202	0.746682470054503	-0.650843140579863	0.515629858830073
28	ar1_12	-0.799537685978976	0.747637946531285	-1.06941827884537	0.285713217588517
29	ar1_13	0.687073034114746	0.745530083606186	0.921589952200616	0.357459156835338
30	ar1_14	-0.787787350367466	0.744855541380698	-1.05763776544803	0.291044074790766
31	ar1_15	0.716057443049635	0.472556043369268	1.51528575942915	0.130719006743371
32	ar2_1	-2.79324787641235	13.5713219264952	-0.205819881920207	0.837066706683407
33	ar2_2	12.8606374296724	21.8832701310865	0.587692668994799	0.55716643483518
34	ar2_3	-5.66441931208465	22.6755409970521	-0.24980305046839	0.802905111952815
35	ar2_4	24.1806974651008	23.1861493234557	1.04289406264795	0.297809959015635
36	ar2_5	-44.538951389477	23.6750258753874	-1.88126305009786	0.0608731390576656
37	ar2_6	17.2017700910874	23.9023672839157	0.719668051568378	0.472271605925185
38	ar2_7	18.3335910402839	23.8172450298577	0.769761196868092	0.442027712401021
39	ar2_8	-10.3346626893344	23.5469658756951	-0.438895726264323	0.661042831989565
40	ar2_9	-18.9307409500439	23.4188393201874	-0.808355217405042	0.419506019701915
41	ar2_10	7.13860408158507	23.4027886290809	0.305032199142049	0.76054632453699
42	ar2_11	8.86826829178608	23.2445858662682	0.381519737232895	0.703078993345408
43	ar2_12	-2.90388165248442	23.0213247115647	-0.126138773023155	0.89970384535311
44	ar2_13	-5.29415152940828	22.5976584117239	-0.234278766098244	0.814923221458952
45	ar2_14	-3.24049021343671	21.6450388143914	-0.149710529106659	0.88109035429166
46	ar2_15	8.30275735910618	13.4195808490061	0.618704671369905	0.536565284150822
47	ar3_1	-0.502746231438209	0.510054281970306	-0.985672014155305	0.325062760565841
48	ar3_2	1.1241196196404	0.628047044044321	1.7898653139128	0.0744514757095814
49	ar3_3	0.0639142000522952	0.629271994566325	0.101568480091575	0.919164861770739
50	ar3_4	-0.80549783879087	0.620317126196823	-1.29852587454645	0.195071822840087
51	ar3_5	0.609115060988643	0.624235839138676	0.97577713869986	0.329935733930905
52	ar3_6	-0.0445345431171518	0.656703707290886	-0.0678152759345171	0.94597640165073
53	ar3_7	-1.17430925742269	0.683845863352519	-1.71721336686268	0.0869389378836803
54	ar3_8	0.702461818190856	0.681877936346129	1.03018704778017	0.303725291101653
55	ar3_9	-0.850306783669225	0.688606542738108	-1.2348223998688	0.217831730394892
56	ar3_10	1.24202889920576	0.698507460292309	1.77811830196631	0.076364539869516
57	ar3_11	-0.281045351715818	0.70794423948742	-0.396987977357237	0.691649495689552
58	ar3_12	0.243901875503411	0.707105229515824	0.344930097137619	0.730380829654549
59	ar3_13	1.08834593989877	0.71186468065213	1.52886632737805	0.127317295238838
60	ar3_14	-0.817092682692873	0.688290205843594	-1.18713396726518	0.236083662488294
61	ar3_15	-0.31715561897181	0.502041192339552	-0.631732263828472	0.528027414824921
62	ar4_1	-46.6080954837962	95.4243667945713	-0.488429706682086	0.625590823194623
63	ar4_2	-92.9647046344762	153.445373485837	-0.605848860233356	0.545058446285002
64	ar4_3	234.503308695101	159.14537635235	1.4735163161505	0.141626537557194
65	ar4_4	-140.101600778959	159.318926408608	-0.87937826306736	0.379877356433741
66	ar4_5	32.352148242775	159.463731792371	0.202880917680385	0.839361203541782
67	ar4_6	-15.6352645152074	160.642067356053	-0.0973298263184873	0.922527366752222
68	ar4_7	112.90352543657	161.282332939693	0.700036534558232	0.484429490600711
69	ar4_8	-172.016837197269	160.406214041056	-1.07238262698003	0.284382315124078
70	ar4_9	82.7850488694094	161.399927757103	0.512918747981077	0.608373459980389
71	ar4_10	-124.571371472994	160.584913041091	-0.775735211446156	0.438496730959977
72	ar4_11	81.6149826794426	160.079059651788	0.509841717317529	0.610525132819986
73	ar4_12	88.0632092895976	160.898211367915	0.547322487558483	0.584551003184447
74	ar4_13	-199.332941775472	160.146804337156	-1.24468885033645	0.214186303391015
75	ar4_14	358.387652307923	154.100212824717	2.32567915214741	0.0206805893591999
76	ar4_15	-242.539926662575	91.833173804137	-2.64109271862767	0.00868270462061203
77	ar5_1	-0.0643823509378443	0.0375621688308582	-1.71402112662229	0.087524415311534
78	ar5_2	0.0953702787708508	0.0484875464329417	1.96690255100344	0.0500860818582451
79	ar5_3	0.0889304329030409	0.0498567181935955	1.78372015096783	0.0754472822621015
80	ar5_4	-0.0772705577061359	0.0498135645032031	-1.55119511074473	0.121875209388849
81	ar5_5	-0.0742931112447707	0.050296861260262	-1.47709239469914	0.14066602430672
82	ar5_6	0.0449820051693735	0.0529288601408278	0.849857810081114	0.39606001252256
83	ar5_7	-0.0469058671795963	0.0530494310654534	-0.884191710213122	0.377277965115729
84	ar5_8	-0.0451293869255025	0.052816929499234	-0.85444927134882	0.393515924634555
85	ar5_9	0.0164205584462671	0.0520498092270613	0.315477783494543	0.752611187849938
86	ar5_10	0.101501564499983	0.0522998680199282	1.94076138894476	0.0531935246033809
87	ar5_11	-0.0171194971461688	0.0522072523665041	-0.327914156944841	0.743197926015103
88	ar5_12	0.0157764692081557	0.0524438478124079	0.300825928421352	0.763748895009399
89	ar5_13	0.0362569824401078	0.0527283661524327	0.687618166193359	0.492207405051925
90	ar5_14	0.0151394664766258	0.0527787444859372	0.286847794961467	0.774420491492481
91	ar5_15	-0.0773020558834787	0.0426604647957568	-1.81203032488215	0.0709489757714002

Rows: 1-91 | Columns: 5

	Abc predictor Varchar(65000)	123 coefficient Float	123 std_err Float	123 t_value Float	123 p_value Float
1	Intercept	-0.00331282705360536	3.20498795635841	-0.0010336472706654	0.999175933785173
2	ar0_1	0.00727214357588846	0.0079655085030363	0.912954091143893	0.361976146683964
3	ar0_2	-0.0127580103482492	0.0124474898271258	-1.02494643702755	0.306187577961975
4	ar0_3	0.0223724752010561	0.0126304497021095	1.77131263959031	0.0774911865400367
5	ar0_4	0.00563624502134585	0.0126099162160012	0.446969268058562	0.655209359904166
6	ar0_5	-0.0224553649867394	0.012771504646655	-1.7582395816315	0.0796935374323065
7	ar0_6	0.00688204576788174	0.0131766248952598	0.522291999854796	0.601840057485922
8	ar0_7	-0.00467145326038221	0.0129722356569074	-0.360111655687875	0.719008857075765
9	ar0_8	-0.00846235980089993	0.0127630121049804	-0.663037826125522	0.507799032765273
10	ar0_9	-0.00140784766180613	0.0129216274364615	-0.10895281331464	0.913310406863298
11	ar0_10	-0.000591901741586742	0.0130576867176998	-0.0453297551383596	0.963873656391934
12	ar0_11	0.0173328648421096	0.0129486829799041	1.33858129579739	0.181687870589536
13	ar0_12	-0.0171711585780061	0.0129144186228126	-1.32961142731382	0.184623881195283
14	ar0_13	0.00517098447646536	0.0129550826819041	0.399147161267313	0.690059600334008
15	ar0_14	0.00011967328294249	0.0128684027329691	0.00929977755793146	0.992585939849527
16	ar0_15	0.00291400394085439	0.00841899728150815	0.346122447058492	0.729485485412894
17	ar1_1	1.30504650164304	0.0610058847477255	21.3921412178469	5.37470853731338e-63
18	ar1_2	-0.298752968196972	0.0982622338480484	-3.04036410019906	0.00256445086731384
19	ar1_3	-0.0944711177385287	0.099866045586512	-0.945978357145325	0.344896380826558
20	ar1_4	0.0661991252098275	0.100438443882335	0.659101462059495	0.510319898222507
21	ar1_5	-0.0368471150516179	0.102668114390737	-0.358895410422988	0.719917642984825
22	ar1_6	-0.00844894462665025	0.102493268608228	-0.0824341416893007	0.934354687631606
23	ar1_7	-0.000820892746560276	0.100602493954746	-0.00815976537251191	0.993494769929288
24	ar1_8	0.0565695176629504	0.100256207883315	0.56424952486523	0.572992330624243
25	ar1_9	-0.0317034273290524	0.101282594657202	-0.313019501883367	0.754476329588307
26	ar1_10	0.0606453416510675	0.101566643482247	0.597099003883767	0.55087713138308
27	ar1_11	-0.0400305782018791	0.102018391413621	-0.392385898730555	0.695042748561787
28	ar1_12	0.060326090788422	0.102148937096831	0.59056993154257	0.555238901629821
29	ar1_13	-0.132343254937183	0.10186094214106	-1.29925418080181	0.194822152956317
30	ar1_14	0.0426955990664766	0.101768780190639	0.419535332805372	0.675115523934597
31	ar1_15	0.0466992035897604	0.0645648040910869	0.723291958322649	0.470045915218135
32	ar2_1	-2.58365317663799	1.85423454791482	-1.39337991493225	0.164503151458173
33	ar2_2	3.81754119195375	2.9898867419242	1.27681799394746	0.202622091538284
34	ar2_3	-0.68139106644287	3.09813382492293	-0.219935969505714	0.826065780979161
35	ar2_4	2.06917622535434	3.16789766991891	0.653170159188666	0.514130715207167
36	ar2_5	-2.64849028064145	3.23469232685557	-0.818776567605129	0.413542869255162
37	ar2_6	-0.931794197094405	3.26575372943286	-0.285322860905443	0.775587337371381
38	ar2_7	2.58108042278479	3.25412357099099	0.793172221790818	0.428284133770991
39	ar2_8	-5.08700666235825	3.21719563221363	-1.58119282875505	0.114853671333204
40	ar2_9	3.4248984573982	3.19968984412501	1.07038451357612	0.285278943559098
41	ar2_10	-0.806555862958476	3.19749685613689	-0.252246022200294	0.801018066971676
42	ar2_11	-2.06577630294669	3.17588178945645	-0.650457554750564	0.51587848616302
43	ar2_12	3.40348410765597	3.14537786739928	1.08205889757535	0.280067337184685
44	ar2_13	-0.385536986462654	3.08749281432879	-0.124870569632878	0.900706952631226
45	ar2_14	-0.0552004192209097	2.95733746336432	-0.0186655800715123	0.985119894286093
46	ar2_15	-0.129692124009807	1.83350233407877	-0.0707346380744971	0.943654562153457
47	ar3_1	-0.052679322429519	0.0696881465242403	-0.755929452237549	0.450265515763487
48	ar3_2	0.0374831387415782	0.0858093657412421	0.436818736717021	0.662546913752644
49	ar3_3	-0.0201165103108281	0.0859767293620956	-0.233976221939152	0.81515788098011
50	ar3_4	-0.0723821713123982	0.0847532357044628	-0.854034311619643	0.393745440537419
51	ar3_5	0.167527251548748	0.0852886450742721	1.96423863226881	0.0503955849597349
52	ar3_6	0.0258032569067979	0.0897246936147933	0.28758255801437	0.773858449582504
53	ar3_7	-0.111368775039359	0.0934330960642349	-1.19196280258972	0.23418750780549
54	ar3_8	0.184135869453206	0.0931642203966479	1.97646552151937	0.0489881830529803
55	ar3_9	-0.239821022553663	0.0940835423682955	-2.5490220342137	0.0112841409772017
56	ar3_10	0.185660114901083	0.0954362936687576	1.94538270257514	0.0526326906844688
57	ar3_11	-0.115173380778906	0.0967256302639243	-1.19072246378385	0.234673517735206
58	ar3_12	0.079770268618585	0.0966109972691574	0.82568517946612	0.409617669227945
59	ar3_13	-0.0900588778143572	0.0972612757588912	-0.925947938803634	0.355193308061036
60	ar3_14	-0.0457398538799225	0.0940403216119267	-0.486385553514755	0.627037494168276
61	ar3_15	0.0762790053068443	0.0685933270431789	1.11204702549021	0.266979586354225
62	ar4_1	-8.94730937930763	13.0377245917329	-0.686263106445815	0.493060165037644
63	ar4_2	7.39478894230342	20.9650698934243	0.352719498665864	0.724538437350074
64	ar4_3	-8.41478272875975	21.7438549149238	-0.386995901218247	0.699024772876226
65	ar4_4	21.7226390373908	21.767566865156	0.997936019765392	0.319088694622401
66	ar4_5	-25.2275344328737	21.7873514629093	-1.15789817205735	0.247796903117786
67	ar4_6	11.6201965730515	21.9483461341027	0.529433812554852	0.596883471476571
68	ar4_7	8.32553956374613	22.0358249052539	0.377818375284019	0.705824079790489
69	ar4_8	-30.7254964300841	21.9161217592572	-1.40195864795768	0.161928084882079
70	ar4_9	26.6636397946277	22.0518917537361	1.20913162881413	0.227533648561226
71	ar4_10	-16.4173697537262	21.9405372039235	-0.748266535187226	0.454866703093321
72	ar4_11	35.3945102080108	21.8714230206695	1.61829937515092	0.106615048893171
73	ar4_12	-31.9254155676999	21.9833428041845	-1.45225482093756	0.147442119945856
74	ar4_13	20.1705566355213	21.880678901322	0.921843272162028	0.357327198344179
75	ar4_14	-13.542819436052	21.0545398604667	-0.643225619073294	0.520553220367178
76	ar4_15	4.45160150421179	12.5470639068594	0.35479228744329	0.722986450135791
77	ar5_1	0.00969627475055923	0.00513207714900723	1.88934703610894	0.059778398384304
78	ar5_2	-0.0169988295968695	0.00662479928090568	-2.56593881204286	0.0107594772510146
79	ar5_3	0.00277091438041133	0.00681186768841853	0.406777481177799	0.684452128058598
80	ar5_4	-0.00834642493578741	0.00680597164792749	-1.22633848149059	0.221002007160034
81	ar5_5	0.0222748881604566	0.00687200394372649	3.24139630053495	0.00131887541129843
82	ar5_6	-0.00186750695412385	0.0072316110093352	-0.258242174767574	0.796391373792244
83	ar5_7	-0.0025953726445187	0.00724808448002035	-0.358077041137276	0.720529357533611
84	ar5_8	0.00245961369426917	0.00721631805086458	0.340840533487086	0.733454511803387
85	ar5_9	-0.00827904472772234	0.00711150726538822	-1.16417580953851	0.245247944881215
86	ar5_10	0.00495575718161945	0.00714567251879942	0.693532647708307	0.488494655545902
87	ar5_11	-0.00108492315381525	0.00713301854557657	-0.152098742893085	0.879207996253276
88	ar5_12	-0.00367896487788655	0.00716534431693842	-0.513438673029251	0.60801022789806
89	ar5_13	-0.0035748932314128	0.00720421773976686	-0.496222263200014	0.620089253817064
90	ar5_14	-0.0002085930063771	0.00721110087517226	-0.0289266521142817	0.9769417024462
91	ar5_15	0.0039878752161755	0.00582865162898872	0.684184862986468	0.4943695795084

Rows: 1-91 | Columns: 5

	Abc predictor Varchar(65000)	123 coefficient Float	123 std_err Float	123 t_value Float	123 p_value Float
1	Intercept	-0.0804318398828769	0.100242229731371	-0.802374808485587	0.422950861457032
2	ar0_1	0.00010598839566052	0.000249136765616994	0.425422540097751	0.670823851912084
3	ar0_2	-0.000585810688387131	0.000389319445757727	-1.50470441374172	0.133418235876387
4	ar0_3	0.000560751995366177	0.000395041871573198	1.41947483473856	0.156765382046698
5	ar0_4	0.000308576457980325	0.000394399646872301	0.782395370856496	0.434579471686117
6	ar0_5	-0.000660668698807987	0.000399453639214266	-1.6539308544229	0.0991537432362838
7	ar0_6	0.000197261751049099	0.000412124562656868	0.478645945724274	0.632527936851413
8	ar0_7	1.3500852206666e-05	0.000405731891837342	0.0332753044024414	0.973476461418362
9	ar0_8	0.000565433332852493	0.000399188018461509	1.4164586778724	0.157645310092673
10	ar0_9	-0.000582970576420188	0.000404149021346311	-1.44246440206185	0.150180979571038
11	ar0_10	-0.000144022592523468	0.000408404539904473	-0.352646894075065	0.724592820236949
12	ar0_11	0.000355141096517009	0.000404995236071048	0.876901911149164	0.381218952705149
13	ar0_12	0.000178900034428331	0.000403923551683484	0.442905677776664	0.658142859893796
14	ar0_13	0.000169830415900685	0.000405195399193916	0.419132142760112	0.675409833223998
15	ar0_14	-0.000813873765818499	0.000402484315260819	-2.02212542193374	0.0440219694537639
16	ar0_15	0.000348270977126905	0.000263320508873186	1.32261242626806	0.186939185193719
17	ar1_1	0.000997143962311722	0.00190807765805007	0.522590869456926	0.601632261442651
18	ar1_2	-0.00180983720633154	0.00307334241296358	-0.588882383784351	0.556369025158628
19	ar1_3	0.00211878052427616	0.00312350474334425	0.678334338627462	0.498065763495443
20	ar1_4	-2.10470818869934e-05	0.00314140761294908	-0.00669988886518134	0.994658611539072
21	ar1_5	-0.00220267747658157	0.00321114489320472	-0.685947707075683	0.493258764769414
22	ar1_6	0.000716836740282556	0.00320567625140748	0.223614826970697	0.823204314192409
23	ar1_7	-0.000780494715139524	0.00314653859792313	-0.24804867026093	0.804260975878767
24	ar1_8	-3.6045724954803e-05	0.00313570782776181	-0.0114952434776207	0.990835718867679
25	ar1_9	-0.0019118507377256	0.00316781006969912	-0.603524420865037	0.546601211341372
26	ar1_10	0.00276302520212068	0.00317669424897306	0.869780024632177	0.385093589114493
27	ar1_11	0.00308838232531117	0.00319082354385155	0.96789505369616	0.333851295374327
28	ar1_12	-0.00170252007032201	0.00319490661391142	-0.532885707178048	0.594494485370403
29	ar1_13	-0.00178514512062811	0.00318589901172662	-0.560326963929919	0.575661142375222
30	ar1_14	-0.000147550548379449	0.00318301646753852	-0.0463555717930522	0.963056694620022
31	ar1_15	0.00186827865741412	0.00201938978005193	0.92516990819181	0.355597160410365
32	ar2_1	1.27153010576408	0.0579947906385008	21.9249020776695	5.39776715568308e-65
33	ar2_2	-0.457418026077022	0.0935145210327989	-4.89141174039259	1.61109991524605e-06
34	ar2_3	0.35357079338203	0.0969001590162997	3.64881540929727	0.000309014221509024
35	ar2_4	-0.305920789923508	0.0990821589090473	-3.08754667128649	0.00220059246934958
36	ar2_5	0.140834268798159	0.101171291672304	1.39203786440054	0.16490878086164
37	ar2_6	0.0662777939528922	0.102142797429995	0.648873886563726	0.516900297015444
38	ar2_7	-0.0738619518028472	0.101779041612433	-0.725708855503948	0.468564774910838
39	ar2_8	0.0446676932454082	0.100624048528892	0.443906738979827	0.657419701917299
40	ar2_9	-0.0238831855302903	0.100076520970254	-0.238649238590031	0.811535263729991
41	ar2_10	-0.0290973963941639	0.100007931007141	-0.290950888605886	0.771283442985183
42	ar2_11	-0.0899628691501348	0.0993318777709533	-0.905679739162666	0.365808758310635
43	ar2_12	0.0969503201233515	0.0983778083004281	0.985489733896924	0.325152101325999
44	ar2_13	-0.058731844505997	0.0965673407208563	-0.608195732300126	0.543502999430893
45	ar2_14	0.1100587085302	0.0924964790609043	1.18986916742779	0.235008286822051
46	ar2_15	-0.0952790128322754	0.0573463503415347	-1.6614660264311	0.0976307962623087
47	ar3_1	6.42029951969381e-05	0.00217963227586467	0.029455883869892	0.976519957312155
48	ar3_2	-0.00402908568031601	0.00268385475105196	-1.50123089885426	0.134313692898461
49	ar3_3	0.00272731567828144	0.00268908937369601	1.01421533436536	0.31127093467648
50	ar3_4	0.00144833810938372	0.00265082223073843	0.546373156445222	0.585202471344428
51	ar3_5	0.00201135867424562	0.00266756819976532	0.754004592805751	0.451418796474799
52	ar3_6	-0.0038136501812982	0.00280631424279373	-1.35895336421827	0.175149241984144
53	ar3_7	0.00414561886380671	0.00292230173957537	1.41861424084465	0.157016067728795
54	ar3_8	-0.00448072565560361	0.00291389213030181	-1.53771157449796	0.125139187067268
55	ar3_9	0.0027954577454643	0.00294264571238507	0.949981077809919	0.342861888477791
56	ar3_10	-0.0052009014805659	0.00298495563943528	-1.74237144829055	0.082435172104692
57	ar3_11	0.00203153397646527	0.00302528214828139	0.671518845810581	0.502390146924729
58	ar3_12	0.00210347792959398	0.00302169677849134	0.696124754994178	0.4868722832595
59	ar3_13	-0.000932820986265792	0.00304203550258168	-0.306643688239054	0.759320457299259
60	ar3_14	-0.000801744424771655	0.00294129389919635	-0.272582221379073	0.785355856920147
61	ar3_15	0.00130137538501796	0.00214538966795808	0.606591615711736	0.54456592680126
62	ar4_1	-0.0252287117494348	0.407780185602883	-0.0618684100899492	0.950707493721872
63	ar4_2	0.269562785014841	0.655723322897838	0.411092263461916	0.681288917699377
64	ar4_3	-0.703126969698417	0.68008133862193	-1.03388658057165	0.301995057196506
65	ar4_4	0.466691670332835	0.680822975968129	0.685481669694242	0.493552296582137
66	ar4_5	0.21632055266825	0.681441777729675	0.317445392604126	0.751119372367432
67	ar4_6	-0.0446336574772488	0.686477199090084	-0.0650184121721888	0.948201248048382
68	ar4_7	-0.434428777949279	0.689213267741124	-0.6303256165876	0.52894592558106
69	ar4_8	0.673342883661164	0.68546931911356	0.982309295085478	0.326713508534969
70	ar4_9	-0.642635942996264	0.689715789665868	-0.931740222023319	0.352195856452096
71	ar4_10	0.221494343669264	0.686232959615975	0.322768442648419	0.747088202622181
72	ar4_11	-0.0502137956116684	0.684071279157333	-0.0734043324747149	0.941531709981059
73	ar4_12	0.118460846502359	0.687571787990243	0.172288695626412	0.863322993657085
74	ar4_13	0.987915338062777	0.68436077482077	1.44355926641398	0.149872769914603
75	ar4_14	-1.14363473673666	0.65852167007182	-1.73666986025218	0.0834388419440965
76	ar4_15	0.241491869395219	0.392433818701359	0.615369669704724	0.538762103908763
77	ar5_1	-0.000115172714030335	0.000160515691033808	-0.717516856380584	0.473595557341566
78	ar5_2	-4.86758404893289e-05	0.000207203477979779	-0.234918066839009	0.814427421448386
79	ar5_3	-9.0394457670423e-05	0.00021305440613824	-0.424278752591348	0.67165681451572
80	ar5_4	0.000190630566273872	0.000212869996008325	0.895525766188377	0.371200923019162
81	ar5_5	0.000356732625114889	0.000214935284444758	1.65972109249738	0.0979817860645985
82	ar5_6	-0.000356703315131338	0.000226182694598752	-1.57705838532046	0.115801974721429
83	ar5_7	-9.11669814708666e-05	0.000226697934423481	-0.402151795969005	0.687849451603842
84	ar5_8	0.000115929181726995	0.000225704377588779	0.513632845607506	0.607874599207844
85	ar5_9	0.000273451068987648	0.000222426216491417	1.22940125179983	0.219853697050717
86	ar5_10	-0.000540334718611729	0.000223494801218695	-2.41766124162771	0.0161971302740111
87	ar5_11	7.17009755965073e-05	0.000223099023603275	0.321386326297911	0.748134222645306
88	ar5_12	2.6267235678154e-06	0.000224110074952991	0.0117206848838295	0.990655999800992
89	ar5_13	0.000385997975524549	0.000225325916832796	1.71306515002879	0.0877003681991129
90	ar5_14	-0.000406256651166892	0.000225541200275347	-1.8012525014096	0.0726347446991492
91	ar5_15	0.000221172723458229	0.000182302412231554	1.21321885295354	0.225969775696306

Rows: 1-91 | Columns: 5

	Abc predictor Varchar(65000)	123 coefficient Float	123 std_err Float	123 t_value Float	123 p_value Float
1	Intercept	-1.45271137830946	3.40700076849687	-0.426390094109189	0.670119548423146
2	ar0_1	0.00692828120375677	0.00846758052162807	0.818212615287261	0.413864269511716
3	ar0_2	-0.0087707299002231	0.0132320645145451	-0.66283911256494	0.507926132253625
4	ar0_3	0.00760063635345998	0.0134265564886684	0.566089775876241	0.571742306292973
5	ar0_4	-0.0132762571733808	0.0134047287614184	-0.990415950197557	0.322743267226626
6	ar0_5	0.012734065000253	0.0135765022329303	0.937948875327108	0.349000859783346
7	ar0_6	-0.0101505765742465	0.014007157516858	-0.724670695109269	0.469200669575011
8	ar0_7	0.00815077577471257	0.0137898854704038	0.591069142104623	0.554904804486831
9	ar0_8	0.00543518778971153	0.0135674743999382	0.400604241400763	0.688987468393517
10	ar0_9	0.0109426861499043	0.0137360873755906	0.796637779790899	0.426271101595981
11	ar0_10	-0.0314459834676555	0.013880722576113	-2.26544283233281	0.0241752072288372
12	ar0_11	0.0141686249535385	0.0137648482503758	1.02933390153079	0.304125236172332
13	ar0_12	0.000763142434798247	0.0137284241849714	0.0555884946819799	0.955705439560824
14	ar0_13	0.0157241058720594	0.0137716513304276	1.14177345147549	0.254429363705873
15	ar0_14	-0.0274407691328764	0.0136795078788277	-2.0059763389111	0.0457272891903616
16	ar0_15	0.00761523696749178	0.0089496530404009	0.850897451902856	0.395483083801826
17	ar1_1	-0.0870175598611334	0.0648511317510514	-1.3418047998788	0.180641302978825
18	ar1_2	-0.00892879796068158	0.104455776680954	-0.0854792166062142	0.931935597173597
19	ar1_3	0.0614618584124873	0.106160677884913	0.578951261776204	0.56304247926448
20	ar1_4	0.130358663274164	0.106769154877747	1.22093935672177	0.223036784837816
21	ar1_5	-0.0214941824413248	0.109139363202727	-0.196942531187389	0.844001567159818
22	ar1_6	-0.0935716381242404	0.108953496758457	-0.858821799282705	0.391102413752327
23	ar1_7	0.153949072615594	0.106943545150156	1.43953590092267	0.151007753810314
24	ar1_8	-0.145014869676473	0.106575432406037	-1.36067822013602	0.174603839226149
25	ar1_9	-0.105093666697345	0.107666513113679	-0.976103559575506	0.329774225681084
26	ar1_10	0.0867457035186483	0.107968465750755	0.803435548661967	0.422338641249122
27	ar1_11	0.204002634335524	0.108448687695521	1.88109822876122	0.0608956317800361
28	ar1_12	-0.173172284910404	0.108587461771767	-1.59477238057542	0.111782115152717
29	ar1_13	0.00223486459466926	0.108281314276364	0.0206394298924492	0.983546564650581
30	ar1_14	-0.00057027178819169	0.108183343288583	-0.00527134557739141	0.995797484776542
31	ar1_15	0.0314504692386137	0.068634372469256	0.458232050605571	0.647106787751489
32	ar2_1	1.9661068365487	1.97110835227512	0.997462587117219	0.319317965537168
33	ar2_2	-2.02600566093315	3.1783415620159	-0.637441137587533	0.524308043762149
34	ar2_3	0.683115101518183	3.29341154043269	0.207418688230028	0.835819076071627
35	ar2_4	0.358389594619325	3.36757265328276	0.10642371569028	0.91531501284783
36	ar2_5	-5.01431148334496	3.43857742790701	-1.45825173010487	0.145783537360451
37	ar2_6	4.30669519547359	3.47159665415448	1.24055171856435	0.215709459946285
38	ar2_7	-1.34331906918823	3.45923343803987	-0.388328539616974	0.698039466114202
39	ar2_8	4.57852763154881	3.41997790338369	1.33875941918188	0.181629921934727
40	ar2_9	-3.37771149848072	3.40136871224687	-0.993044795854984	0.321462605271899
41	ar2_10	-0.29358547590391	3.39903749856914	-0.0863731206341496	0.931225574386222
42	ar2_11	-1.6263591858322	3.37606001790645	-0.481732900838869	0.63033560172394
43	ar2_12	2.28002449072389	3.34363341059744	0.68190025960905	0.495811166199507
44	ar2_13	1.35002464370093	3.28209981890191	0.411329550651084	0.681115122679483
45	ar2_14	-0.942995267413778	3.14374067783863	-0.29995962264359	0.764408989664777
46	ar2_15	-1.79878341177033	1.94906937133856	-0.922893478406557	0.356780457643547
47	ar3_1	0.683565129517033	0.0740806430464657	9.22731096014218	4.45024233961544e-18
48	ar3_2	0.0230459938837093	0.0912179948896966	0.252647450884852	0.800708099331744
49	ar3_3	0.0421901850370503	0.0913959075660095	0.46162006768825	0.644677554547664
50	ar3_4	-0.052922340084784	0.0900952961788322	-0.587404030280752	0.557359980019262
51	ar3_5	0.130888852707251	0.0906644528057024	1.44366230266399	0.149843789685515
52	ar3_6	-0.0549325419542654	0.0953801088370023	-0.5759328923407	0.565078406001292
53	ar3_7	-0.00168212748048546	0.0993222546943924	-0.0169360581438798	0.986498521393781
54	ar3_8	0.0139164954669326	0.0990364315903518	0.140518950889668	0.888341240118434
55	ar3_9	0.0511942494413482	0.100013699120386	0.511872372400965	0.609104777313398
56	ar3_10	0.00779376940516929	0.101451715357269	0.0768224507365202	0.938814347292164
57	ar3_11	-0.0210582065460958	0.102822319812075	-0.204801900838098	0.837861304374464
58	ar3_12	0.052477814629154	0.102700461413047	0.510979346218274	0.609729228598734
59	ar3_13	-0.0127509634120671	0.10339172744725	-0.123326727649197	0.901928295930946
60	ar3_14	-0.0217134853353969	0.0999677541270914	-0.217204892967706	0.828191555134588
61	ar3_15	0.0154256473617522	0.0729168162664177	0.211551301216872	0.832596116038682
62	ar4_1	-2.11953083198	13.8595022222658	-0.152929794879277	0.878553132541763
63	ar4_2	6.03137718233666	22.2865140871373	0.270629007244236	0.78685647781677
64	ar4_3	-7.11824164282734	23.114386516885	-0.307957195300315	0.758321715548568
65	ar4_4	2.36789406103799	23.1395930492538	0.102330842897617	0.918560235099357
66	ar4_5	17.4587295300289	23.1606246851501	0.753810821917206	0.451534987379163
67	ar4_6	-21.1270709555747	23.3317669720943	-0.905506684549159	0.365900243796426
68	ar4_7	18.4073723056874	23.4247595962781	0.78580837639043	0.432579963570325
69	ar4_8	-14.2476892768605	23.297511470558	-0.611554126493975	0.54128100973686
70	ar4_9	-17.9034427572806	23.441839150358	-0.763738827932668	0.445603768447186
71	ar4_10	27.2637131716738	23.3234658391465	1.16893918595554	0.243326206651324
72	ar4_11	-9.63966882390253	23.2499953367088	-0.41460949493967	0.678714556060146
73	ar4_12	4.87536007833432	23.3689695087301	0.208625377191451	0.834877709360202
74	ar4_13	9.99385371266089	23.2598346225113	0.429661426009824	0.667740435565694
75	ar4_14	-15.3527883343359	22.3816234137936	-0.685955082457247	0.493254120169662
76	ar4_15	6.78930817715718	13.3379148237488	0.509023206916007	0.611098062760859
77	ar5_1	-0.0216355440221807	0.00545555584880255	-3.96578178682371	9.0902139491336e-05
78	ar5_2	0.0295210697119508	0.0070423653843706	4.19192531212142	3.61250424347636e-05
79	ar5_3	-0.00632274843238956	0.00724122485493221	-0.873160074304687	0.383251678489617
80	ar5_4	-0.00317389509301513	0.00723495718255478	-0.438688856468723	0.661192578192503
81	ar5_5	-0.000947466178979894	0.00730515154384294	-0.129698360573841	0.896889193432116
82	ar5_6	0.00466223553513312	0.00768742491446673	0.606475586689556	0.544642850737489
83	ar5_7	-0.00645676764852676	0.00770493672045426	-0.83800398144556	0.402674106338948
84	ar5_8	0.00394394245978158	0.00767116802927044	0.514125416720492	0.607530601286335
85	ar5_9	0.0103004941973736	0.00755975094080486	1.36254412057085	0.174015273594612
86	ar5_10	-0.0138053109432468	0.00759606965594914	-1.81742816595088	0.0701168867789674
87	ar5_11	0.0189531045300332	0.00758261809323445	2.49954623811847	0.0129520005138939
88	ar5_12	-0.0118702847986455	0.00761698138238616	-1.55839750719292	0.120159326484956
89	ar5_13	0.00791162462033146	0.00765830502642289	1.03307776238143	0.302372769119886
90	ar5_14	-0.00482819074995256	0.00766562201105285	-0.629849833841392	0.52925678641344
91	ar5_15	-0.00673725406236514	0.00619603594449338	-1.08734909266509	0.277727255991378

Rows: 1-91 | Columns: 5

	Abc predictor Varchar(65000)	123 coefficient Float	123 std_err Float	123 t_value Float	123 p_value Float
1	Intercept	0.035499828587124	0.0143477299527408	2.47424705539168	0.0138867718343291
2	ar0_1	-4.60080793317219e-06	3.56590934175246e-05	-0.129022010719743	0.89742390039477
3	ar0_2	-3.15217005695395e-05	5.57235237888419e-05	-0.565680316431306	0.572020326424345
4	ar0_3	2.84796113123736e-05	5.6542577998779e-05	0.503684344088248	0.614840947128705
5	ar0_4	-3.42357211732779e-05	5.64506559954264e-05	-0.606471626761106	0.544645476152963
6	ar0_5	1.67140788424475e-05	5.71740369248017e-05	0.292336867246766	0.770224629208652
7	ar0_6	2.69364774890436e-05	5.89876337321901e-05	0.456646177931767	0.648245171611041
8	ar0_7	1.85031849288808e-05	5.80726469562463e-05	0.31862134582606	0.750228225702234
9	ar0_8	9.10809884623748e-06	5.71360184685023e-05	0.159410807584686	0.873449034131104
10	ar0_9	2.15412976163169e-05	5.78460897615755e-05	0.372389866023854	0.709857050367748
11	ar0_10	-5.47402361367605e-05	5.84551846634449e-05	-0.936447920777718	0.349771556269666
12	ar0_11	-4.06659009801521e-05	5.79672089783478e-05	-0.701532844117815	0.483496856968678
13	ar0_12	1.74448172202551e-05	5.78138181546545e-05	0.301741309899123	0.763051593841938
14	ar0_13	2.10652253919003e-05	5.79958584451553e-05	0.363219477332522	0.716688489135136
15	ar0_14	-8.10273823884447e-05	5.76078193896044e-05	-1.40653444700715	0.160567135720254
16	ar0_15	8.41493935374166e-05	3.76892210244643e-05	2.2327177704945	0.0262813532095582
17	ar1_1	-0.000593103320906188	0.000273104289877873	-2.17171001294565	0.0306354883760566
18	ar1_2	0.000870269985965455	0.000439889327199459	1.97838395285923	0.0487703951142936
19	ar1_3	-0.0006019455484364	0.000447069091376999	-1.34642622370151	0.179148733564332
20	ar1_4	-8.28817400997384e-05	0.000449631539749881	-0.184332576282001	0.853873083586784
21	ar1_5	0.000727681042198364	0.000459613078143708	1.58324703278099	0.1143847937391
22	ar1_6	-0.000128685914554283	0.000458830348191219	-0.280465132835226	0.779307746857063
23	ar1_7	9.26004123653623e-05	0.000450365940680473	0.2056114905702	0.837229355555509
24	ar1_8	0.000250920395949483	0.000448815726106522	0.55907220124887	0.576516095082301
25	ar1_9	-4.33854242426479e-05	0.000453410539085328	-0.095686845590687	0.923831113604338
26	ar1_10	-0.000726205758573184	0.000454682136947983	-1.59717239706794	0.111246089671872
27	ar1_11	7.83958545191865e-06	0.000456704471326243	0.0171655544101702	0.986315584157738
28	ar1_12	0.000456596046685132	0.000457288883572002	0.998484903281579	0.318823020407186
29	ar1_13	2.12974059849991e-05	0.000455999620114719	0.0467048765953822	0.962778516654371
30	ar1_14	-0.000611188425543197	0.000455587039850906	-1.34154041287744	0.18072697116767
31	ar1_15	0.000283346132802786	0.000289036460094248	0.980312769919733	0.327696180708432
32	ar2_1	0.000423753723351794	0.00830082887199133	0.0510495674452011	0.959318900394391
33	ar2_2	-0.00779011991815537	0.0133847890059314	-0.582012903954125	0.560981003828063
34	ar2_3	0.00295471858088092	0.0138693773838554	0.213039021082543	0.831436555487222
35	ar2_4	0.00671547271092621	0.0141816883260795	0.473531257810591	0.63616749950061
36	ar2_5	-0.0172080547479183	0.0144807071408342	-1.1883435374087	0.235607675378511
37	ar2_6	0.0158624415797064	0.0146197593376601	1.08500018456837	0.278764622742172
38	ar2_7	-0.0163472514327605	0.0145676947511768	-1.12215774094524	0.262663780739483
39	ar2_8	0.018355748075491	0.0144023799042871	1.27449409038482	0.203442881382926
40	ar2_9	-0.00175308602487378	0.0143240119592197	-0.122387919659994	0.902671107209436
41	ar2_10	0.00511450904327404	0.0143141946370109	0.35730330437522	0.721107875522558
42	ar2_11	0.00374190282723497	0.0142174307352851	0.263191212034411	0.79257804763226
43	ar2_12	-0.0126217073915704	0.01408087420461	-0.896372427461795	0.370749427155152
44	ar2_13	0.0153781823167711	0.0138217409033107	1.1126082035793	0.266738767793263
45	ar2_14	-0.0254372083954095	0.0132390760530926	-1.92137338688884	0.0556013755600509
46	ar2_15	0.0117418795167161	0.00820801722667701	1.43053787442766	0.15356988668656
47	ar3_1	0.000253768831494861	0.000311972063811719	0.81343447356881	0.416593320568909
48	ar3_2	-0.00082193455861157	0.000384141726532477	-2.1396648732511	0.033162430778026
49	ar3_3	0.000343807444414201	0.000384890961184406	0.893259335984976	0.372411219961082
50	ar3_4	0.000327491140246661	0.000379413762256472	0.86315039891802	0.388722067903772
51	ar3_5	-1.43285464617726e-05	0.000381810622761658	-0.0375278884545784	0.970088258745028
52	ar3_6	0.000180637929790395	0.00040166942640876	0.449717897141039	0.653228152028532
53	ar3_7	0.000111687321452947	0.000418270785797681	0.267021568910075	0.789630099013966
54	ar3_8	-9.52164014763625e-05	0.000417067113421394	-0.2282999508047	0.819563581091177
55	ar3_9	0.000624914413229982	0.000421182630723933	1.48371363784844	0.138900895138677
56	ar3_10	-0.00072172356914485	0.000427238475743176	-1.68927568587876	0.0921720534250932
57	ar3_11	0.000224852987568358	0.000433010432935383	0.519278452586181	0.603937110864321
58	ar3_12	-0.00042239705304431	0.000432497256825212	-0.976646779554063	0.329505562499354
59	ar3_13	-9.37300603802704e-05	0.000435408350499142	-0.215269321943	0.829698902723419
60	ar3_14	0.000478338759677399	0.000420989144898346	1.13622587535577	0.256739644324555
61	ar3_15	-1.26202794907826e-05	0.000307070898978913	-0.0410989108142391	0.967243499806413
62	ar4_1	1.29105635770021	0.0583658204609719	22.1200755425604	1.00653959830003e-65
63	ar4_2	-0.486463282678244	0.0938540691469453	-5.18318797575627	3.94049900751884e-07
64	ar4_3	0.174432957274178	0.0973404464225749	1.79198846609896	0.074109943112255
65	ar4_4	-0.0311575439849605	0.0974465974169675	-0.319739681126468	0.7493810529357
66	ar4_5	0.0202664158869652	0.097535166881082	0.207785730368152	0.8355327127096
67	ar4_6	0.0668637861377732	0.0982558897348236	0.68050664767504	0.496691642351654
68	ar4_7	-0.10365452590387	0.0986475048679115	-1.05075669215013	0.294188765523656
69	ar4_8	0.164914496840453	0.0981116312744253	1.68088629959862	0.0937922212688589
70	ar4_9	-0.122440670170022	0.0987194311298361	-1.24028946245636	0.215806277613451
71	ar4_10	0.104771355602026	0.0982209315936519	1.06669071349754	0.286941542976851
72	ar4_11	-0.187745920228615	0.0979115289841147	-1.91750575419035	0.0560924672566918
73	ar4_12	0.106957423816056	0.0984125588950251	1.08682697632266	0.277957613711121
74	ar4_13	-0.0227165997905558	0.0979529646705775	-0.231913346032489	0.816758333371353
75	ar4_14	-0.113144345371865	0.0942545982420572	-1.20041194256959	0.230895888776424
76	ar4_15	0.087783577575749	0.0561692858402957	1.56283948180045	0.119110593006932
77	ar5_1	4.36416831753068e-05	2.2974706311924e-05	1.89955347340638	0.0584197182851223
78	ar5_2	-4.08826405273732e-05	2.96571570214403e-05	-1.37850841528126	0.169040357497051
79	ar5_3	-4.08041845535584e-05	3.04946038481464e-05	-1.33807885345061	0.181851403800572
80	ar5_4	6.18084786806958e-05	3.04682091165881e-05	2.02862197919749	0.0433513210432282
81	ar5_5	1.60513710516369e-05	3.07638150786648e-05	0.521761394371688	0.602209053388486
82	ar5_6	-4.13483640254869e-05	3.23736635825305e-05	-1.27722226803516	0.202479552074308
83	ar5_7	-5.17314998779717e-06	3.2447410165043e-05	-0.159431830197975	0.873432486336595
84	ar5_8	1.12059068840126e-05	3.23052017844512e-05	0.346876238655971	0.728919648880671
85	ar5_9	3.39374309968384e-05	3.18359966371538e-05	1.06600812230367	0.287249499099693
86	ar5_10	-4.2496223141425e-05	3.1988943804627e-05	-1.3284659662717	0.185001338904844
87	ar5_11	1.56286524347765e-05	3.19322959191738e-05	0.489430903256545	0.624882792445703
88	ar5_12	-3.30687846547516e-05	3.2077008300103e-05	-1.03091860516947	0.303382625238005
89	ar5_13	2.34980545358865e-05	3.22510324713872e-05	0.728598520271676	0.46679732213478
90	ar5_14	-4.51842372226618e-05	3.22818461185427e-05	-1.39967946866298	0.162609221807303
91	ar5_15	4.85660163335178e-05	2.60930526729197e-05	1.86126234221423	0.0636535461124912

Rows: 1-91 | Columns: 5

	Abc predictor Varchar(65000)	123 coefficient Float	123 std_err Float	123 t_value Float	123 p_value Float
1	Intercept	60.9309191112989	45.7742558074405	1.33111763449783	0.184128420798418
2	ar0_1	-0.107596320675768	0.1137649279246	-0.945777601574003	0.344998623696202
3	ar0_2	0.175830351855097	0.177777449171685	0.9890475573496	0.323411211468669
4	ar0_3	-0.0020210984240947	0.180390517374761	-0.0112040170043743	0.991067881656568
5	ar0_4	-0.0433267787312133	0.180097254167992	-0.240574343742069	0.810044056817665
6	ar0_5	-0.00655184727671099	0.182405091283446	-0.0359192127292644	0.971369894140936
7	ar0_6	0.0973730569659073	0.188191096767686	0.517415853557144	0.605234894686378
8	ar0_7	-0.196756233610188	0.185271970266111	-1.06198597298653	0.289068672611273
9	ar0_8	-0.0419082973567129	0.182283799166171	-0.22990686801798	0.818315767306276
10	ar0_9	0.0117280536906925	0.184549173906127	0.0635497490585252	0.949369702360853
11	ar0_10	0.279731052039338	0.186492398788461	1.49995953645616	0.134642609524307
12	ar0_11	-0.174873019416349	0.18493558639298	-0.94558880109073	0.345094795676121
13	ar0_12	0.0459828816310335	0.184446216239975	0.249302385098576	0.803291988078288
14	ar0_13	-0.155598613665802	0.185026988170593	-0.840950907779689	0.401023623038031
15	ar0_14	0.229006199107005	0.183789008430901	1.24602771984106	0.213695048755855
16	ar0_15	-0.0731971966917229	0.120241742076239	-0.608750301083565	0.543135769934925
17	ar1_1	1.67174995457199	0.871297805865871	1.91868950353967	0.0559417770028788
18	ar1_2	-1.76129450778421	1.40340016549757	-1.25501945281569	0.210416979095048
19	ar1_3	0.422807348851165	1.42630611390769	0.296435207511513	0.767096239627261
20	ar1_4	-1.85007790786426	1.43448121670793	-1.28971915861688	0.19810952794892
21	ar1_5	0.757463486016945	1.466325800715	0.516572432707382	0.605822969062371
22	ar1_6	1.11966834263353	1.46382861954477	0.764890320959655	0.444918738890219
23	ar1_7	-3.69749602210118	1.43682421146548	-2.57338092760139	0.0105356483434973
24	ar1_8	3.76545854332505	1.43187848704091	2.62973330307286	0.00897151966688755
25	ar1_9	-0.0335480988952668	1.44653754079868	-0.0231920001721793	0.981512040812113
26	ar1_10	-1.98653310160853	1.45059438087311	-1.36946146200624	0.171846309376051
27	ar1_11	-0.653206717797275	1.45704633191091	-0.448308817291072	0.654243508978995
28	ar1_12	1.73012534628833	1.45891081052338	1.18590206735644	0.23656913885809
29	ar1_13	-0.431342839769513	1.45479761104923	-0.296496802368558	0.767049251309346
30	ar1_14	1.40433078407909	1.45348133630757	0.966184256377627	0.334705125233138
31	ar1_15	-1.12691851515729	0.922126977968648	-1.22208604897318	0.222603506114111
32	ar2_1	-19.6471472695048	26.4825352478658	-0.741890724797134	0.458715248340131
33	ar2_2	2.81870189800975	42.7021387985547	0.0660084477573088	0.947413648218357
34	ar2_3	45.0277852215004	44.2481445043681	1.01761973808993	0.309652235184618
35	ar2_4	-66.6102992872329	45.2445251867421	-1.47222893846948	0.141973556325614
36	ar2_5	44.5553927216533	46.1984993528924	0.964433766155735	0.335580227495996
37	ar2_6	12.296258542221	46.6421242921032	0.26362989955633	0.792240269597922
38	ar2_7	-41.6784587125985	46.4760201273299	-0.896773402679758	0.370535720205514
39	ar2_8	-8.65642734097491	45.9486081872373	-0.188393678992421	0.850691320660986
40	ar2_9	24.8187850952309	45.6985871472238	0.543097426957073	0.587453003696965
41	ar2_10	18.4638462981529	45.6672664700426	0.404312491755228	0.686261740572228
42	ar2_11	-9.14841134746894	45.358555921049	-0.201690974540562	0.840290602872864
43	ar2_12	-24.1662110480283	44.9228930260902	-0.537948680954121	0.590998470407528
44	ar2_13	14.6440727071631	44.0961675398308	0.33209400100214	0.740042706458273
45	ar2_14	13.272796984158	42.2372637277478	0.314243769902132	0.753547275163463
46	ar2_15	-5.81110991238529	26.1864337733802	-0.221912993677381	0.824527732788023
47	ar3_1	0.991719394608026	0.995299542208403	0.996402944592506	0.319831514851794
48	ar3_2	-0.362792395065298	1.22554590269873	-0.296025138076351	0.767409087557136
49	ar3_3	-1.46856984514716	1.22793622219388	-1.19596589676567	0.232623839540729
50	ar3_4	1.53945564376272	1.21046204992682	1.27179174585092	0.204400390133655
51	ar3_5	0.605576228278778	1.2181088697555	0.49714458478603	0.619439495658271
52	ar3_6	-0.10390595967624	1.28146537013335	-0.0810837047164428	0.935427707885052
53	ar3_7	-0.395057530627582	1.33442948877252	-0.29604976055421	0.767390301635651
54	ar3_8	0.900495416643583	1.33058935465779	0.676764332655568	0.499060154198272
55	ar3_9	-1.14953873268405	1.34371928827146	-0.855490237222685	0.3929405206027
56	ar3_10	0.0882945923998477	1.36303954310997	0.064777718919578	0.948392733694057
57	ar3_11	-0.930481534031742	1.38145409690321	-0.673552263602236	0.501097872330073
58	ar3_12	1.43876742011963	1.37981688637454	1.04272344709448	0.297888867638332
59	ar3_13	-0.504371847173388	1.38910428911691	-0.363091418783273	0.71678404873997
60	ar3_14	0.858429876584523	1.34310200109748	0.639139749537324	0.523203995952804
61	ar3_15	-0.700472605852156	0.979663119335222	-0.715013755266689	0.475138667126165
62	ar4_1	-58.221110597573	186.207295857371	-0.312668256791445	0.754742943259079
63	ar4_2	46.1706260014325	299.427169583771	0.154196514850718	0.877555125966968
64	ar4_3	-20.8343084551743	310.549927384592	-0.0670884344769873	0.946554548761555
65	ar4_4	-21.1499133734033	310.88858602868	-0.0680305238721505	0.945805193756619
66	ar4_5	-403.761307173816	311.171153467603	-1.29755378245835	0.19540543196298
67	ar4_6	448.183559365716	313.470510395988	1.42974711975156	0.153796627374459
68	ar4_7	-353.715020120304	314.719899068557	-1.12390421186317	0.261923222275108
69	ar4_8	342.834401042841	313.010275662661	1.09528161756684	0.274243492350285
70	ar4_9	217.302984326321	314.949368895732	0.689961643956372	0.490734496476501
71	ar4_10	-469.215005880862	313.358981749867	-1.49737212975566	0.135313934527955
72	ar4_11	372.325732616468	312.371879661725	1.19193101830955	0.234199953091241
73	ar4_12	-603.621162678726	313.970339584287	-1.92254199386462	0.0554537020119866
74	ar4_13	613.625707218249	312.504073933429	1.96357666476043	0.050472743922962
75	ar4_14	-105.862039759697	300.704996899894	-0.352046161025181	0.725042839790013
76	ar4_15	-90.5178278622916	179.199585373	-0.505122976003993	0.613831376426952
77	ar5_1	0.957932145237496	0.0732973151353417	13.0691300693443	2.15984940775476e-31
78	ar5_2	-0.114272813409372	0.0946166603701312	-1.20774515780146	0.228065903242638
79	ar5_3	0.0550046394565555	0.0972884074267763	0.565377118522107	0.572226237302043
80	ar5_4	0.0301867093188264	0.0972041990399235	0.310549437338897	0.756351861537123
81	ar5_5	0.113191724931966	0.098147285017348	1.15328432072225	0.2496821422022
82	ar5_6	-0.0560517016055826	0.103283262448614	-0.542698790459584	0.587727154364312
83	ar5_7	0.163921616465871	0.103518539732475	1.58350008500407	0.114327138767324
84	ar5_8	-0.0761779938342215	0.103064845467764	-0.73912684279964	0.460389255393304
85	ar5_9	-0.0477502474060465	0.101567917625569	-0.470131204048882	0.63859184530846
86	ar5_10	0.117365382120283	0.102055872360709	1.15001106164145	0.251025701428136
87	ar5_11	-0.262729577617918	0.101875145875876	-2.57893694638755	0.0103712687438826
88	ar5_12	0.0648141579641077	0.102336828773796	0.633341473843908	0.52697763741737
89	ar5_13	0.0440816319149349	0.102892026492131	0.428426122196226	0.668638431544053
90	ar5_14	0.0545922812186745	0.102990332758829	0.530071898558793	0.596441534512659
91	ar5_15	-0.0369311581075635	0.0832459261347528	-0.443639224432219	0.657612920604488

Rows: 1-91 | Columns: 5

You can view other attributes using the 'getattr' method. In this case, we only have 'coef'

In [10]:

model.get_attr()

Out[10]:

	attr_name
1	coef

Rows: 1-1 | Column: attr_name | Type: undefined

Let's look at the SQL query for our model.

In [23]:

display(model.deploySQL())

'28.5362468915191 + 1.21249546311209 * ar0_1 + -0.265717276383384 * ar0_2 + 0.123604924076076 * ar0_3 ... + 0.0157764692081557 * ar5_12 + 0.0362569824401078 * ar5_13 + 0.0151394664766258 * ar5_14 + -0.0773020558834787 * ar5_1'

The best way to evaluate your model is with the regression report.

In [24]:

model.report()

Out[24]:

	"Gold"	"Oil"	"Spread"	"Vix"	"Dol_Eur"	"SP500"
explained_variance	-3.05626913151736	-2.95236222736236	-3.07643427955785	-2.54947445633457	-2.74605776244528	-2.8912869164434
max_error	3840.31462070037	266.088676452611	5.84729874087839	131.091119943061	2.27388220306767	6746.24885913539
median_absolute_error	802.159981554754	67.6175692024529	2.21128777148926	39.4665387048983	1.59450253575079	2173.50932929945
mean_absolute_error	1409.89329069005	90.2459279629996	2.38551707270557	43.1426003196181	1.61750898624812	2330.38823686522
mean_squared_error	2884679.9957216	11443.5735898725	8.55593673934625	2123.90553226451	2.65971307152233	7627018.16755038
root_mean_squared_error	1698.434572105031	106.97463993803625	2.925053288291728	46.08584958818173	1.630862677089132	2761.705662729173
r2	0.9969178988297	0.984505390437316	0.98333383705978	0.809280825408277	0.976525112259812	0.995213614862105
r2_adj	0.9960643938902324	0.9802145754814958	0.9787185919378728	0.7564662847521075	0.9700243741163753	0.9938881543623802

Rows: 1-8 | Columns: 7

You can also add the prediction to your vDataFrame.

In [25]:

prediction = model.predict(commodities,
                           nlead = 5)
display(prediction)

	📅 date Timestamp	123 Gold Float	123 Oil Float	123 Spread Float	123 Vix Float	123 Dol_Eur Float	123 SP500 Float	123 VAR_Gold Float	123 VAR_Oil Float	123 VAR_Spread Float	123 VAR_Vix Float	123 VAR_DolEur Float	123 VAR_SP500 Float
1	1986-01-01 00:00:00	345.561363636364	22.9254545454545	1.05142857142857	18.1213636363636	1.12159999999858	211.779999	[null]	[null]	[null]	[null]	[null]	[null]
2	1986-02-01 00:00:00	339.0525	15.4547368421053	0.736842105263158	20.6242105263158	1.07880000000296	226.919998	[null]	[null]	[null]	[null]	[null]	[null]
3	1986-03-01 00:00:00	346.094736842105	12.6125	0.564	23.564	1.04850000000442	238.899994	[null]	[null]	[null]	[null]	[null]	[null]
4	1986-04-01 00:00:00	340.715909090909	12.8436363636364	0.604090909090909	23.0154545454545	1.05259999999544	235.520004	[null]	[null]	[null]	[null]	[null]	[null]
5	1986-05-01 00:00:00	342.325	15.377619047619	0.642380952380952	18.8875	1.03720000000612	247.350006	[null]	[null]	[null]	[null]	[null]	[null]
6	1986-06-01 00:00:00	342.797619047619	13.4257142857143	0.614761904761905	18.5980952380952	1.0399999999936	250.839996	[null]	[null]	[null]	[null]	[null]	[null]
7	1986-07-01 00:00:00	348.554347826087	11.5845454545455	0.636818181818182	19.6390909090909	1.01029999999446	236.119995	[null]	[null]	[null]	[null]	[null]	[null]
8	1986-08-01 00:00:00	376.29	15.0966666666667	0.83952380952381	18.6380952380952	0.979300000000876	252.929993	[null]	[null]	[null]	[null]	[null]	[null]
9	1986-09-01 00:00:00	418.152272727273	14.8666666666667	1.10142857142857	22.7052380952381	0.973200000000361	231.320007	[null]	[null]	[null]	[null]	[null]	[null]
10	1986-10-01 00:00:00	423.863043478261	14.8968181818182	1.14727272727273	22.5239130434783	0.961600000000544	243.979996	[null]	[null]	[null]	[null]	[null]	[null]
11	1986-11-01 00:00:00	396.9825	15.2215789473684	0.973888888888889	18.6315789473684	0.967399999999543	249.220001	[null]	[null]	[null]	[null]	[null]	[null]
12	1986-12-01 00:00:00	391.595238095238	16.107619047619	0.840909090909091	19.7586363636364	0.957399999999325	242.169998	[null]	[null]	[null]	[null]	[null]	[null]
13	1987-01-01 00:00:00	408.52380952381	18.6514285714286	0.8585	20.7666666666667	0.900400000000445	274.079987	[null]	[null]	[null]	[null]	[null]	[null]
14	1987-02-01 00:00:00	401.045	17.7489473684211	0.852631578947368	23.4463157894737	0.882600000000821	284.200012	[null]	[null]	[null]	[null]	[null]	[null]
15	1987-03-01 00:00:00	408.847727272727	18.3028571428571	0.824090909090909	21.8372727272727	0.883599999999206	291.700012	[null]	[null]	[null]	[null]	[null]	[null]
16	1987-04-01 00:00:00	439.665	18.6771428571429	0.998571428571429	26.8814285714286	0.872100000000501	288.359985	411.3550440659	18.5084285527121	0.910314409806818	24.9401034473957	0.880950608126736	235.236679270353
17	1987-05-01 00:00:00	461.65	19.4375	0.8515	25.4115	0.861100000000079	290.100006	424.960079063866	17.5168476609284	1.11054555597668	28.5805444569227	0.873784687026657	267.899010686334
18	1987-06-01 00:00:00	449.277272727273	20.0731818181818	0.829090909090909	21.6245454545455	0.876500000000306	304.0	461.031034318225	19.6487770281273	0.731469376302453	23.7340890051144	0.856760492118254	318.283163761874
19	1987-07-01 00:00:00	450.330434782609	21.3421739130435	1.00454545454545	17.8009090909091	0.888600000000224	318.660004	437.328032640688	21.4282816661469	0.902595955060508	22.3746034077084	0.876091462782457	336.669491113972
20	1987-08-01 00:00:00	460.9875	20.3109523809524	1.00761904761905	20.8490476190476	0.89600000000064	329.799988	454.871688572236	23.9984376653433	1.0185292264482	16.7220945996735	0.882473841168488	333.750504275913
21	1987-09-01 00:00:00	460.120454545455	19.53	1.07809523809524	22.8938095238095	0.873499999999694	321.829987	444.074938736513	21.3507566902466	1.04991903435343	21.9014035930452	0.891336691703758	327.391054952531
22	1987-10-01 00:00:00	465.763636363636	19.8590909090909	1.12238095238095	58.2195454545455	0.868599999999788	251.789993	454.942619788326	21.1765267136039	1.13034599330779	27.3013084291018	0.855049638827143	334.191514175582
23	1987-11-01 00:00:00	468.140476190476	18.854	1.16789473684211	49.4365	0.814700000000812	230.300003	469.029973614281	18.852414373654	1.11378140780141	48.1480204824951	0.861856395605669	275.080495687973
24	1987-12-01 00:00:00	487.078571428571	17.2745454545455	1.13	41.7640909090909	0.791400000000067	247.080002	476.153366712292	19.0986979974003	1.08329506129368	42.0367861781478	0.775765573263347	251.733960399326
25	1988-01-01 00:00:00	477.7575	17.1295	1.03578947368421	38.3365	0.800100000000384	257.070007	495.998032160849	17.496378608106	1.12918239935703	37.4117361689434	0.794839728955063	225.203958494543
26	1988-02-01 00:00:00	442.12380952381	16.7957142857143	1.0315	33.674	0.822000000000116	267.820007	477.335684928413	16.518496651007	0.998597090197514	32.6002304319403	0.809815322427057	299.136252546634
27	1988-03-01 00:00:00	443.491304347826	16.1973913043478	1.10304347826087	29.3569565217391	0.810900000000402	258.890015	452.575091226886	18.3002534872138	1.10778697239644	33.7217662731449	0.828922926591218	316.018563607931
28	1988-04-01 00:00:00	451.557894736842	17.8625	1.129	27.405	0.805700000000798	261.329987	440.830585317884	20.3608997237966	1.14928115285839	27.8732089896668	0.8131264604025	318.681422294923
29	1988-05-01 00:00:00	451.32	17.4236363636364	1.09333333333333	25.7166666666667	0.813099999999395	262.160004	425.65722336994	16.0648891847093	1.242689783105	27.4664651370565	0.814103982467299	280.013363981091
30	1988-06-01 00:00:00	451.656818181818	16.5277272727273	0.895454545454546	25.2709090909091	0.842500000000655	273.5	451.890818935797	21.4699086856988	1.01494409484484	25.9225899359526	0.823002192924385	308.468259105851
31	1988-07-01 00:00:00	437.452380952381	15.4975	0.777	23.644	0.886300000000119	272.019989	413.414860804988	14.7471424716378	0.852710796311595	24.9980428562721	0.871149106780759	263.627212859389
32	1988-08-01 00:00:00	431.063636363636	15.5234782608696	0.631739130434783	23.7073913043478	0.905899999999747	261.519989	434.515983826373	17.7461979133411	0.662595407102204	26.4705588315487	0.88823791097993	243.579433636489
33	1988-09-01 00:00:00	413.438636363636	14.5354545454545	0.513809523809524	19.5242857142857	0.900299999999334	271.910004	437.567851399388	14.9991085709531	0.598778324226222	23.8176659255405	0.891551715460677	260.366762885071
34	1988-10-01 00:00:00	406.390476190476	13.7704761904762	0.4415	20.4819047619048	0.87960000000021	278.970001	429.031483086541	13.7777579862339	0.518453295880172	19.2688887691662	0.88435871261458	333.588818935755
35	1988-11-01 00:00:00	419.965909090909	14.1413636363636	0.2965	21.6590476190476	0.844499999999243	273.700012	439.266566246884	12.7041286550445	0.447556096201214	21.7142629113352	0.866210924002418	293.434089362222
36	1988-12-01 00:00:00	419.2475	16.382380952381	0.0171428571428571	17.7542857142857	0.843999999999141	277.720001	421.0737038278	11.9224643123036	0.209758581452584	21.8089024788898	0.847852058295543	286.98233734469
37	1989-01-01 00:00:00	404.445238095238	18.0242857142857	-0.084	17.7580952380952	0.880499999999302	297.470001	396.303715148194	17.8664402428583	-0.024275380151641	19.4336543296152	0.864370896081727	277.668488628309
38	1989-02-01 00:00:00	387.9725	17.9365	-0.202631578947368	18.3126315789474	0.888899999999921	288.859985	380.34828466094	18.7446878599506	-0.0718681259285654	16.1777054727989	0.90662757731756	307.005847936643
39	1989-03-01 00:00:00	390.27380952381	19.4840909090909	-0.321818181818182	17.4754545454545	0.896699999999328	294.869995	359.131282574895	16.8923580991221	-0.206637496109207	17.5507445833201	0.897132807053984	324.809780005387
40	1989-04-01 00:00:00	384.72	21.069	-0.276	16.8875	0.899199999999837	309.640015	384.751788612248	20.9473210216838	-0.359802149672526	16.3315726934138	0.899515333960255	345.812429988646
41	1989-05-01 00:00:00	371.35	20.1234782608696	-0.158636363636364	17.435	0.9375	320.519989	364.934146649398	21.6841648171812	-0.261813426300998	17.5380489041007	0.903079854051664	312.696008320321
42	1989-06-01 00:00:00	367.727272727273	20.0504545454545	-0.129090909090909	16.7322727272727	0.955400000000736	317.980011	343.88534477952	20.0355697856499	-0.133749623510288	17.8239822119828	0.944983538745869	313.796588543701
43	1989-07-01 00:00:00	375.209523809524	19.7814285714286	0.199	18.0565	0.914000000000669	346.079987	350.464223262118	21.0398060855966	-0.0513301435197861	18.7984920602756	0.947398856147633	306.396366701819
44	1989-08-01 00:00:00	365.547727272727	18.5778260869565	-0.0321739130434783	19.3234782608696	0.927799999999479	351.450012	378.745804925986	20.1753471431467	0.297507382584375	19.5143397158582	0.897251412260211	334.564185721183
45	1989-09-01 00:00:00	361.797619047619	19.5914285714286	-0.094	16.7465	0.941100000000006	349.149994	375.742229942076	19.4460240568004	-0.201284890067784	16.6655650380559	0.933844074957064	368.645851073038
46	1989-10-01 00:00:00	366.8	20.0977272727273	0.0285714285714286	21.9509090909091	0.907199999999648	340.359985	352.260548875199	20.9163099651179	0.0366967688628701	16.3599938052039	0.934267443802669	363.175631270713
47	1989-11-01 00:00:00	394.361363636364	19.8559090909091	0.0785714285714286	20.932380952381	0.893899999999121	345.98999	364.626360041441	21.0499659011675	0.0637103061211148	21.8377862803068	0.897145405631703	323.786469208829
48	1989-12-01 00:00:00	409.655263157895	21.1	0.059	18.235	0.856499999999869	353.399994	389.037503431046	21.1515851747789	0.0703411243868816	18.3261159482794	0.883477418538363	364.237554044389
49	1990-01-01 00:00:00	410.118181818182	22.8631818181818	0.121428571428571	23.4990909090909	0.831899999999223	329.079987	401.655944852653	22.217597948314	0.155119847426493	20.1118749194543	0.847746279250939	335.887230559454
50	1990-02-01 00:00:00	416.5425	22.113	0.102631578947368	23.3268421052632	0.820799999999508	331.890015	405.659774392277	24.3252850059676	0.220670219639296	21.921875563738	0.831641600618811	351.520691459941
51	1990-03-01 00:00:00	393.661363636364	20.3877272727273	-0.0381818181818182	18.8313636363636	0.835100000000239	339.940002	409.899305617252	23.6645038394477	0.123826932143035	22.9076405814308	0.815719498817479	358.123802415358
52	1990-04-01 00:00:00	374.928947368421	18.4255	0.0615	20.4575	0.82510000000002	330.799988	373.20118166109	21.7397264219633	-0.00351384818112341	20.2817590262673	0.842171627253246	340.318415409981
53	1990-05-01 00:00:00	368.854761904762	18.1995454545455	0.115909090909091	18.1518181818182	0.811400000000504	361.230011	369.90814525105	17.6957746924992	0.185009100310489	20.1235241271388	0.823327264851873	362.105785613393
54	1990-06-01 00:00:00	352.657142857143	16.6952380952381	0.129047619047619	17.5828571428571	0.817699999999604	358.019989	371.10452812115	19.2838700630999	0.113764957893098	19.7118069795796	0.808977941851329	366.397234319787
55	1990-07-01 00:00:00	361.820454545455	18.4540909090909	0.314285714285714	18.9328571428571	0.792699999999968	356.149994	329.293345986554	16.7800939502825	0.276121136342893	21.6470636720952	0.819780197725696	372.74848188527
56	1990-08-01 00:00:00	394.861363636364	27.3073913043478	0.691304347826087	27.7752173913043	0.759899999999106	322.559998	369.59520992069	19.4425239512416	0.395732253603411	22.6402201327745	0.780286097369445	337.812296730001
57	1990-09-01 00:00:00	389.56	33.5075	0.813684210526316	28.8189473684211	0.761699999999109	306.049988	398.719761115379	28.5548739300953	0.829445453268463	26.7854854801738	0.745202886277533	334.068469388899
58	1990-10-01 00:00:00	381.332608695652	36.0395652173913	0.841818181818182	30.1304347826087	0.739799999999377	304.0	387.767001518916	36.9360960537721	0.819875809524095	24.8922158717812	0.754211340967542	364.722868660082
59	1990-11-01 00:00:00	381.865909090909	32.3322727272727	0.7935	25.1066666666667	0.72400000000016	322.220001	387.419709592869	37.3001688689702	0.941920252629799	27.5581791439154	0.718888780749374	313.842883860227
60	1990-12-01 00:00:00	378.160526315789	27.281	0.761	22.5845	0.731999999999971	330.220001	390.532619481639	32.8044131599397	0.813579582869399	23.5704944021992	0.712977227680873	338.909388173528
61	1991-01-01 00:00:00	384.590909090909	25.2340909090909	0.967619047619048	26.9318181818182	0.736699999999473	343.929993	374.940794682395	26.4247624463784	0.833601239802682	24.1273993907242	0.730245257414686	336.968785479775
62	1991-02-01 00:00:00	363.7475	20.4775	0.987894736842105	22.1126315789474	0.722599999999147	367.070007	375.531495373226	24.4466292308534	1.07748224674566	27.1414810513478	0.742028064957961	368.327084624538
63	1991-03-01 00:00:00	363.39	19.9015	1.007	19.0410526315789	0.781800000000658	375.220001	359.71914957088	18.396995579071	0.96087382548706	21.9104243610304	0.729223174815362	355.428667219016
64	1991-04-01 00:00:00	358.054761904762	20.83	1.09090909090909	18.9272727272727	0.826699999999619	375.339996	355.850588728753	20.4579766705843	1.09037897779252	22.9363694250767	0.816454144474601	355.418534327117
65	1991-05-01 00:00:00	357.116666666667	21.2322727272727	1.28409090909091	17.1804545454545	0.83389999999963	389.829987	341.347818392333	19.9983377459238	1.10085381314271	19.5454203199374	0.850615536432393	368.604684535449
66	1991-06-01 00:00:00	366.36	20.189	1.328	17.575	0.868700000000899	371.160004	365.657849706299	21.747262706637	1.25782458614949	16.2872048787182	0.835083846086506	408.616646649566
67	1991-07-01 00:00:00	368.013043478261	21.4030434782609	1.355	17.6695454545455	0.870699999999488	387.809998	365.24682392851	20.3147349855939	1.34080491508634	18.4542574346084	0.875149143891069	361.927937518342
68	1991-08-01 00:00:00	356.721428571429	21.6936363636364	1.46681818181818	15.9327272727273	0.850300000000061	395.429993	370.942967194693	23.5406141584173	1.46223429368776	21.1060935819078	0.848057198173779	350.604288860519
69	1991-09-01 00:00:00	348.459523809524	21.8865	1.4685	17.029	0.828100000000632	387.859985	367.622301709278	20.6216318853385	1.50233005084045	19.2751862667206	0.846431764932451	375.797007007506
70	1991-10-01 00:00:00	358.826086956522	23.2308695652174	1.615	16.8463636363636	0.82550000000083	392.450012	327.84087856756	21.8506611212784	1.47713022014319	18.0787103049652	0.819874252202833	405.006310293107
71	1991-11-01 00:00:00	359.959523809524	22.4609523809524	1.85842105263158	17.6815	0.795000000000073	375.220001	368.276181888507	21.6516619299333	1.673881053524	18.2657961757779	0.824081196146417	389.503947348051
72	1991-12-01 00:00:00	361.875	19.4980952380952	2.06285714285714	18.0185714285714	0.768099999999322	417.089996	365.740462227757	20.6824574991274	1.87526098314402	17.6484829244302	0.795204138192015	385.350968469591
73	1992-01-01 00:00:00	354.436363636364	18.7854545454545	2.07428571428571	17.4995454545455	0.770599999999831	408.779999	355.91104559904	18.6671668922304	2.10151704002602	17.5997102230179	0.775430756400955	411.8373684889
74	1992-02-01 00:00:00	353.8525	19.0125	2.12578947368421	17.0505263157895	0.791999999999462	412.700012	366.386077558697	19.7408196150269	2.07873772112034	19.999960166408	0.77871535355255	407.381762257794
75	1992-03-01 00:00:00	344.640909090909	18.9218181818182	1.85727272727273	16.2227272727273	0.812700000000404	403.690002	369.459860218398	19.7886052223183	2.10799731361881	16.390115409663	0.795083877741216	412.906112529731
76	1992-04-01 00:00:00	338.7275	20.23	2.13619047619048	16.1885714285714	0.804899999999179	414.950012	328.769785626842	19.067043399519	1.80834416490882	16.1740048338048	0.827798421681564	406.627500658726
77	1992-05-01 00:00:00	337.039473684211	20.9755	2.1665	14.728	0.78859999999986	415.350006	346.769330415745	22.7152583024346	2.28616841651574	15.0865840400198	0.78575859635025	449.985406235885
78	1992-06-01 00:00:00	340.784090909091	22.3845454545455	2.21363636363636	14.7531818181818	0.767900000000736	408.140015	356.845386170637	21.2922430651637	2.09702999114014	16.2499073041904	0.77782335453544	390.469668857413
79	1992-07-01 00:00:00	352.452173913043	21.7752173913043	2.48909090909091	13.3036363636364	0.729799999999159	424.209991	334.556644499339	22.8035569560823	2.34465892000122	16.2807597474105	0.751931553184405	434.279626197446
80	1992-08-01 00:00:00	343.6025	21.3390476190476	2.39285714285714	14.422380952381	0.71349999999984	414.029999	371.91857722877	21.4318465493135	2.52168292904741	16.9837128048371	0.722698252023182	392.216276536992
81	1992-09-01 00:00:00	345.3	21.8813636363636	2.52095238095238	14.2585714285714	0.721999999999753	417.799988	346.391569524725	22.1505405775543	2.2729719072734	15.1920800912172	0.708862241310508	414.042065831439
82	1992-10-01 00:00:00	344.277272727273	21.6859090909091	2.50619047619048	17.4786363636364	0.755199999999604	418.679993	345.365538656157	20.6226593719414	2.5828624734325	14.4379932814801	0.734351075712842	449.683350708215
83	1992-11-01 00:00:00	334.923809523809	20.3385	2.29368421052632	14.594	0.807199999999284	431.350006	345.07319985628	22.0350887867002	2.3633454656483	15.328830597805	0.77230935732692	425.738496866752
84	1992-12-01 00:00:00	334.657142857143	19.4140909090909	2.09636363636364	12.7813636363636	0.807199999999284	435.709991	333.800849022927	19.2208675536029	2.153003115931	12.4051107947827	0.808269215972854	471.391993513972
85	1993-01-01 00:00:00	328.9925	19.032	2.21	12.584	0.825000000000728	438.779999	333.662634881765	19.8325305282052	2.04842512369453	14.9515027240894	0.800928526411801	423.913559899936
86	1993-02-01 00:00:00	329.31	20.0861111111111	2.16052631578947	13.6247368421053	0.845300000000861	443.380005	330.149217046198	19.5486664729385	2.19191512353621	12.2232478628029	0.821478466378602	436.082000790029
87	1993-03-01 00:00:00	329.973913043478	20.3221739130435	2.02565217391304	13.6930434782609	0.848400000000766	451.670013	319.431268038357	18.6459999881085	2.10523195386577	14.4517374351556	0.852305413645222	432.986187861282
88	1993-04-01 00:00:00	341.9475	20.2525	2.13190476190476	13.4566666666667	0.820100000000821	440.190002	336.48237812429	21.1998083166502	2.00774391176596	13.8771752991138	0.837087699372448	440.53354264787
89	1993-05-01 00:00:00	367.044736842105	19.9495	2.0585	13.4855	0.821200000000317	450.190002	362.597483549386	19.007514129	2.05835439262973	14.4637304554596	0.820896126133905	426.511014947833
90	1993-06-01 00:00:00	371.913636363636	19.0940909090909	1.79909090909091	12.9731818181818	0.844300000000658	450.529999	372.549419019165	19.4116585285287	1.89935114692048	12.8222214803627	0.826128883568956	440.953820158298
91	1993-07-01 00:00:00	392.034090909091	17.89	1.73333333333333	11.8695	0.878399999999601	448.130005	352.22070446153	17.5777113810294	1.72933709601534	11.5752449067618	0.861588760458517	484.423165147856
92	1993-08-01 00:00:00	379.795238095238	18.0109090909091	1.67636363636364	11.9531818181818	0.882400000000416	463.559998	402.978368441953	19.0830481537533	1.59372593376404	11.6328995198409	0.889367996664907	453.185076076181
93	1993-09-01 00:00:00	355.561363636364	17.5042857142857	1.51285714285714	12.649	0.848200000000361	458.929993	365.72044566757	18.0413713858488	1.55407005451489	11.0344394676567	0.874102732514991	450.66087817258
94	1993-10-01 00:00:00	364.004761904762	18.1533333333333	1.4595	11.3752380952381	0.859300000000076	467.829987	347.073424051572	19.1812251870894	1.43935980007266	12.0900854782616	0.838959364160882	488.741575559702
95	1993-11-01 00:00:00	373.938636363636	16.6090476190476	1.5685	13.3709523809524	0.885800000000018	461.790009	376.390520574785	19.2638906493804	1.43810939285601	10.9177247543896	0.86935761286495	465.6074284475
96	1993-12-01 00:00:00	383.242857142857	14.5147619047619	1.56181818181818	10.8645454545455	0.885800000000018	466.450012	372.629693747742	14.5845906617707	1.53060231695301	13.5236221670892	0.890047368784371	450.164220288289
97	1994-01-01 00:00:00	387.11	15.0266666666667	1.6105	10.6052380952381	0.897499999999127	481.609985	389.576882485998	13.5590270774695	1.47643004368088	11.7691387891969	0.877024057312378	448.984566013094
98	1994-02-01 00:00:00	381.6575	14.7810526315789	1.49894736842105	12.8852631578947	0.894800000000032	467.140015	393.151050890644	17.1903976428929	1.58503866040379	11.3553262459379	0.902345991167799	487.919025299086
99	1994-03-01 00:00:00	384.0	14.6808695652174	1.48739130434783	14.2408695652174	0.876000000000204	445.769989	383.970346997212	13.9691154255324	1.40377546044425	12.4238085009421	0.889025963348885	473.431997689685
100	1994-04-01 00:00:00	377.907894736842	16.42	1.42263157894737	15.3347368421053	0.877300000000105	450.910004	388.598813386773	14.8949892785493	1.47038904341958	12.8407544022909	0.859678565955822	485.344000937376

Rows: 1-100 | Columns: 13

The vDataFrame has the 'score' method to evaluate the quality of your model.

In [26]:

prediction.score("Gold", "VAR_Gold", method = "mse")

Out[26]:

692.670582020292

Let's examine our prediction with a boxplot.

In [27]:

prediction.boxplot(["Gold", "VAR_Gold"])

Out[27]:

<AxesSubplot:>

You can also check the importance of each feature.

In [28]:

model.features_importance(X_idx = 'Gold')

Out[28]:

	importance	sign
ar0_1	17.73861751279437	1
ar0_2	3.887401871350819	-1
ar0_3	1.8083205567267389	1
ar0_4	1.2384677071116508	-1
ar0_5	2.159193725339952	1
ar0_6	1.0924655019460674	-1
ar0_7	0.4394782738192312	1
ar0_8	4.134330805838118	-1
ar0_9	3.0937130293067723	1
ar0_10	0.42380041582799277	-1
ar0_11	2.2299369423735453	1
ar0_12	2.354476897102296	-1
ar0_13	1.267976705874643	1
ar0_14	0.41373007329867856	1
ar0_15	1.559166259572152	-1
ar1_1	0.19476888708774462	1
ar1_2	0.40121712446854396	-1
ar1_3	1.2893096473919512	-1
ar1_4	2.270544013881213	1
ar1_5	0.9379032028108268	-1
ar1_6	0.7549009772482425	-1
ar1_7	0.7622836467261777	1
ar1_8	0.6827170423493744	1
ar1_9	1.4450091797891484	-1
ar1_10	1.4856335871339	1
ar1_11	0.5079803719504629	-1
ar1_12	0.8357446076122496	-1
ar1_13	0.7181870140293616	1
ar1_14	0.8234621601464627	-1
ar1_15	0.7484839767578937	1
ar2_1	0.07737908405504616	-1
ar2_2	0.35626782466232737	1
ar2_3	0.1569168213727553	-1
ar2_4	0.669858281272514	1
ar2_5	1.2338265044047911	-1
ar2_6	0.4765267074984559	1
ar2_7	0.5078806267487678	1
ar2_8	0.28629279186839446	-1
ar2_9	0.524422987149711	-1
ar2_10	0.1977549683038307	1
ar2_11	0.24567045530316317	1
ar2_12	0.08044388196657389	-1
ar2_13	0.14665959281794846	-1
ar2_14	0.08976867635790785	-1
ar2_15	0.2300045638642375	1
ar3_1	0.24628835637709276	-1
ar3_2	0.550690499858087	1
ar3_3	0.03131067384633633	1
ar3_4	0.3946021399575358	-1
ar3_5	0.2983969602044919	1
ar3_6	0.02181685061059711	-1
ar3_7	0.5752777023542656	-1
ar3_8	0.34412623268197284	1
ar3_9	0.4165534161580779	-1
ar3_10	0.6084526089497567	1
ar3_11	0.13768019213888064	-1
ar3_12	0.11948412196583208	1
ar3_13	0.5331654738426321	1
ar3_14	0.40028229202730675	-1
ar3_15	0.15537010767613696	-1
ar4_1	0.21352336200590968	-1
ar4_2	0.42589460211565267	-1
ar4_3	1.0743184065844456	1
ar4_4	0.641840532427105	-1
ar4_5	0.1482132961925578	1
ar4_6	0.07162906380286331	-1
ar4_7	0.517239335426555	1
ar4_8	0.7880522260935021	-1
ar4_9	0.37925904877544847	1
ar4_10	0.5706926612319556	-1
ar4_11	0.37389868242582985	1
ar4_12	0.4034396239829664	1
ar4_13	0.9131941445928474	-1
ar4_14	1.6418636210698025	1
ar4_15	1.111136166884665	-1
ar5_1	1.8061390868121736	-1
ar5_2	2.6754535318926393	1
ar5_3	2.49479443564239	1
ar5_4	2.1676961543010806	-1
ar5_5	2.084168877734961	-1
ar5_6	1.2618948602548963	1
ar5_7	1.3158655886250212	-1
ar5_8	1.2660294087227613	-1
ar5_9	0.4606512810586692	1
ar5_10	2.84745648994694	1
ar5_11	0.48025883634034666	-1
ar5_12	0.442582435615744	1
ar5_13	1.017128952283238	1
ar5_14	0.4247123902529551	1
ar5_15	2.1685797829420586	-1

Rows: 1-90 | Columns: 3

Let's visualize our model with a graph.

In [29]:

for elem in ['Gold', 
             'Oil', 
             'Spread', 
             'Vix', 
             'Dol_Eur', 
             'SP500']:
    model.plot(X_idx = elem,
               dynamic = True,
               nlead = 100)