予測区間

目次

• 1 予測区間
• 2 Python version

1 予測区間

import seaborn as sns
import statsmodels.api as sm
# assume X and y are the input and output variables
X=[2,3,4,5,6]
y=[6,8,10,11,12]
#X = sm.add_constant(X)
model = sm.OLS(y, X).fit()
y_pred = model.predict(X)
#y_pred_lower, y_pred_upper = model.get_prediction(X).summary_frame(alpha=0.05)
y_pred

array([ 4.51111111,  6.76666667,  9.02222222, 11.27777778, 13.53333333])

model.get_prediction(X).summary_frame(alpha=0.05)

	mean	mean_se	mean_ci_lower	mean_ci_upper	obs_ci_lower	obs_ci_upper
0	4.511111	0.281311	3.730067	5.292155	0.724859	8.297363
1	6.766667	0.421966	5.595100	7.938233	2.881021	10.652312
2	9.022222	0.562622	7.460134	10.584311	5.001551	13.042893
3	11.277778	0.703277	9.325167	13.230388	7.089895	15.465661
4	13.533333	0.843933	11.190201	15.876466	9.149734	17.916933

2 Python version

import platform
"Python version "+platform.python_version()

'Python version 3.12.3'