nikrizzi

This is final revised code (feel free to change what you want, I'm a python [and statistician] beginner): import pandas as pd import numpy as np import statsmodels.api as sm...

python import pandas as pd import numpy as np import statsmodels.api as sm import getfactormodels as gfm def ff_expected_returns(df, modello, frequency): factors = gfm.get_factors(model=modello, frequency='d', start_date="2000-01-01") df.index = pd.to_datetime(df.index) common_dates...