Time Series Analysis in Python with statsmodels
Wes McKinney, Josef Perktold, Skipper Seabold · Proceedings of the Python in Science Conferences · 2011
We introduce the new time series analysis features of scikits.statsmodels.This includes descriptive statistics, statistical tests and several linear model classes, autoregressive, AR, autoregressive moving-average, ARMA, and vector autoregressive models VAR.