python t檢驗


import pandas as pd 

import numpy as np

import tushare as ts

import matplotlib.pyplot as plt

import seaborn as sns

from scipy import stats

sh=ts.get_hist_data('sh').sort_index()

sh['re']=np.log(sh['close']/sh['close'].shift(1))

sh=sh.dropna()

sns.distplot(sh['re'])

remean=sh['re'].mean()

restd=sh['re'].std()

stats.t.interval(置信度,自由度,均值,標准誤)   #求解置信區間

stats.t.interval(0.95,len(sh['re'])-1,remean,stats.sem(restd))

 stats.ttest_1samp(數據,原假設)

stats.ttest_1samp(sh['re'],0)


免責聲明!

本站轉載的文章為個人學習借鑒使用,本站對版權不負任何法律責任。如果侵犯了您的隱私權益,請聯系本站郵箱yoyou2525@163.com刪除。



 
粵ICP備18138465號   © 2018-2025 CODEPRJ.COM