So I have used the previous answer and question to my problems answer but in my case I am facing some error I don't know how to solve it.
Initially I have loaded a pandas
data frame as df = pd.read_excel(fid_data)
, the content of this is checked in the next command df.info()
, I get the following:
<class 'pandas.core.frame.DataFrame'>
RangeIndex: 118 entries, 0 to 117
Data columns (total 8 columns):
Date 118 non-null datetime64[ns]
MOEX 118 non-null float64
RTS 118 non-null float64
CAC40 118 non-null float64
DAX 118 non-null float64
FTSe100 118 non-null float64
nikkei 118 non-null float64
sp500 118 non-null float64
dtypes: datetime64[ns](1), float64(7)
memory usage: 7.5 KB
When I try to decompose moex = df.MOEX
with this command res = sm.tsa.seasonal_decompose(moex, model='additive')
I get the following error:
Traceback (most recent call last):
File "Main.py", line 106, in <module>
res = sm.tsa.seasonal_decompose(moex, model='additive')
File "/home/arvaldez/anaconda3/lib/python3.6/site-packages/statsmodels/tsa/seasonal.py", line 68, in seasonal_decompose
_pandas_wrapper, pfreq = _maybe_get_pandas_wrapper_freq(x)
File "/home/arvaldez/anaconda3/lib/python3.6/site-packages/statsmodels/tsa/filters/_utils.py", line 46, in _maybe_get_pandas_wrapper_freq
freq = index.inferred_freq
AttributeError: 'RangeIndex' object has no attribute 'inferred_freq'
So many thanks to @QuangHoang, after loading the pandas df
object you must define the temporal scale with df.set_index('Date', inplace=True)
, and the variable definitions now does not contains the Date
array.
Before:
<class 'pandas.core.frame.DataFrame'>
RangeIndex: 118 entries, 0 to 117
Data columns (total 8 columns):
Date 118 non-null datetime64[ns]
MOEX 118 non-null float64
RTS 118 non-null float64
CAC40 118 non-null float64
DAX 118 non-null float64
FTSe100 118 non-null float64
nikkei 118 non-null float64
sp500 118 non-null float64
dtypes: datetime64[ns](1), float64(7)
memory usage: 7.5 KB
After:
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 118 entries, 2019-02-01 to 2009-05-01
Data columns (total 7 columns):
MOEX 118 non-null float64
RTS 118 non-null float64
CAC40 118 non-null float64
DAX 118 non-null float64
FTSe100 118 non-null float64
nikkei 118 non-null float64
sp500 118 non-null float64
dtypes: float64(7)
memory usage: 7.4 KB
Everything works as expected. Now I do not need to parse the Date array, since its inserted in each array...
Thanks again.-