I am trying to run a granger causality test on two currency pairs but I seem to get this error message in Shell whenever I try and test it. Can anyone please advise?
I am very new to programming and need this to run an analysis for my project. In shell, I am putting -
import ats15
ats15.grangertest('EURUSD', 'EURGBP', 8)
What is going wrong? I have copied the script below.
Thanks in advance.
Heading ##def grangertest(Y,X,maxlag):
"""
Performs a Granger causality test on variables (vectors) Y and X.
The null hypothese is: Does X cause Y ?
Returned value: pvalue, F, df1, df2
"""
# Create linear model involving Y lags only.
n = len(Y)
if n != len(X):
raise ValueError, "grangertest: incompatible Y,X vectors"
M = [ [0] * maxlag for i in range(n-maxlag)]
for i in range(maxlag, n):
for j in range(1, maxlag+1):
M[i-maxlag][j-1] = Y[i-j]
fit = ols(M, Y[maxlag:])
RSSr = fit.RSS
# Create linear model including X lags.
for i in range(maxlag, n):
xlagged = [X[i-j] for j in range(1, maxlag+1)]
M[i-maxlag].extend(xlagged)
fit = ols(M, Y[maxlag:])
RSSu = fit.RSS
df1 = maxlag
df2 = n - 2 * maxlag - 1
F = ((RSSr - RSSu)/df1)/(RSSu/df2)
pvalue = 1.0 - stats.f.cdf(F,df1,df2)
return pvalue, F, df1, df2, RSSr, RSSu
You didn't post the full traceback, but this error message:
TypeError: unsupported operand type(s) for -: 'str' and 'int'
means what it says. There's an operand - -- the subtraction operator -- and it doesn't know how to handle subtracting an integer from a string. Why would strings be involved? Well, you're calling the function with:
ats15.grangertest('EURUSD', 'EURGBP', 8)
and so you're giving grangertest two strings and an integer. But it seems like grangertest expects
def grangertest(Y,X,maxlag):
two sequences (lists, arrays, whatever) of numbers to use as Y and X, not strings. If EURUSD and EURGBP are names you've given to lists beforehand, then you don't need the quotes:
ats15.grangertest(EURUSD, EURGBP, 8)
but if not, then you should pass grangertest the lists under whatever name you've called them.
The input to the grangertest function must be two lists of numbers. grangertest doesn't know anything about currencies, so passing it currency strings won't work.
You have to fetch the exchange rate data somehow so that you can pass it to grangertest. If EURUSD and EURGBP are variables, then you don't put quotes around them when you pass them to a function (e.g. ats15.grangertest(EURUSD, EURGBP, 8)).
Related
The final code will print the distance between states. I'm trying to print the menu with the names of the states numbered and vertically. I really struggle to find my mistakes.
This code doesn't raise any error, it just prints nothing, empty.
state_data = """
LA 34.0522°N 118.2437°W
Florida 27.6648°N 81.5158°W
NY 40.7128°N 74.0060°W"""
states = []
import re
state_data1 = re.sub("[°N#°E]", "", state_data)
def process_states(string):
states_temp = string.split()
states = [(states_temp[x], float(states_temp[x + 1]), float(states_temp[x + 2])) for x in
range(0, len(states_temp), 3)]
return states
def menu():
for state_data in range(state_data1):
print(f'{state_data + 1} {name[number]}')
My first guess is, your code does not print anything without errors because you never actually execute process_airports() nor menu().
You have to call them like this at the end of your script:
something = process_airports(airport_data1)
menu()
This will now raise some errors though. So let's address them.
The menu() function will raise an error because neither name nor number are defined and because you are trying to apply the range function over a string (airport_data1) instead of an integer.
First fixing the range error: you mixed two ideas in your for-loop: iterating over the elements in your list airport_data1 and iterating over the indexes of the elements in the list.
You have to choose one (we'll see later that you can do both at once), in this example, I choose to iterate over the indexes of the list.
Then, since neither name nor number exists anywhere they will raise an error. You always need to declare variables somewhere, however, in this case they are not needed at all so let's just remove them:
def menu(data):
for i in range(len(data)):
print(f'{i + 1} {data[i]}')
processed_airports = process_airports(airport_data1)
menu(processed_airports)
Considering data is the output of process_airports()
Now for some general advices and improvements.
First, global variables.
Notice how you can access airport_data1 within the menu() function just fine, while it works this is not something recommended, it's usually better to explicitly pass variables as arguments.
Notice how in the function I proposed above, every single variable is declared in the function itself, there is no information coming from a higher scope. Again, this is not mandatory but makes the code way easier to work with and understand.
airport_data = """
Alexandroupoli 40.855869°N 25.956264°E
Athens 37.936389°N 23.947222°E
Chania 35.531667°N 24.149722°E
Chios 38.343056°N 26.140556°E
Corfu 39.601944°N 19.911667°E"""
airports = []
import re
airport_data1 = re.sub("[°N#°E]", "", airport_data)
def process_airports(string):
airports_temp = string.split()
airports = [(airports_temp[x], float(airports_temp[x + 1]), float(airports_temp[x + 2])) for x in
range(0, len(airports_temp), 3)]
return airports
def menu(data):
for i in range(len(data)):
print(f'{i + 1} {data[i]}')
# I'm adding the call to the functions for clarity
data = process_airports(airport_data1)
menu(data)
The printed menu now looks like that:
1 ('Alexandroupoli', 40.855869, 25.956264)
2 ('Athens', 37.936389, 23.947222)
3 ('Chania', 35.531667, 24.149722)
4 ('Chios', 38.343056, 26.140556)
5 ('Corfu', 39.601944, 19.911667)
Second and this is mostly fyi, but you can access both the index of a iterable and the element itself by looping over enumerate() meaning, the following function will print the exact same thing as the one with range(len(data)). This is handy if you need to work with both the element itself and it's index.
def menu(data):
for the_index, the_element in enumerate(data):
print(f'{the_index + 1} {the_element}')
I have this line in fortran and I'm getting the compiler error in the title. dFeV is a 1d array of reals.
dFeV(x)=R1*5**(15) * (a**2) * EXP(-(VmigFe)/kbt)
for the record, the variable names are inherited and not my fault. I think this is an issue with not having the memory space to compute the value on the right before I store it on the left as a real (which would have enough room), but I don't know how to allocate more space for that computation.
The problem arises as one part of your computation is done using integer arithmetic of type integer(4).
That type has an upper limit of 2^31-1 = 2147483647 whereas your intermediate result 5^15 = 30517578125 is slightly larger (thanks to #evets comment).
As pointed out in your question: you save the result in a real variable.
Therefor, you could just compute that exponentiation using real data types: 5.0**15.
Your formula will end up like the following
dFeV(x)= R1 * (5.0**15) * (a**2) * exp(-(VmigFe)/kbt)
Note that integer(4) need not be the same implementation for every processor (thanks #IanBush).
Which just means that for some specific machines the upper limit might be different from 2^31-1 = 2147483647.
As indicated in the comment, the value of 5**15 exceeds the range of 4-byte signed integers, which are the typical default integer type. So you need to instruct the compiler to use a larger type for these constants. This program example shows one method. The ISO_FORTRAN_ENV module provides the int64 type. UPDATE: corrected to what I meant, as pointed out in comments.
program test_program
use ISO_FORTRAN_ENV
implicit none
integer (int64) :: i
i = 5_int64 **15_int64
write (*, *) i
end program
Although there does seem to be an additional point here that may be specific to gfortran:
integer(kind = 8) :: result
result = 5**15
print *, result
gives: Error: Result of exponentiation at (1) exceeds the range of INTEGER(4)
while
integer(kind = 8) :: result
result = 5**7 * 5**8
print *, result
gives: 30517578125
i.e. the exponentiation function seems to have an integer(4) limit even if the variable to which the answer is being assigned has a larger capacity.
I'm relatively new to Z3 and experimenting with it in python. I've coded a program which returns the order in which different actions is performed, represented with a number. Z3 returns an integer representing the second the action starts.
Now I want to look at the model and see if there is an instance of time where nothing happens. To do this I made a list with only 0's and I want to change the index at the times where each action is being executed, to 1. For instance, if an action start at the 5th second and takes 8 seconds to be executed, the index 5 to 12 would be set to 1. Doing this with all the actions and then look for 0's in the list would hopefully give me the instances where nothing happens.
The problem is: I would like to write something like this for coding the problem
list_for_check = [0]*total_time
m = s.model()
for action in actions:
for index in range(m.evaluate(action.number) , m.evaluate(action.number) + action.time_it_takes):
list_for_check[index] = 1
But I get the error:
'IntNumRef' object cannot be interpreted as an integer
I've understood that Z3 isn't returning normal ints or bools in their models, but writing
if m.evaluate(action.boolean):
works, so I'm assuming the if is overwritten in a way, but this doesn't seem to be the case with range. So my question is: Is there a way to use range with Z3 ints? Or is there another way to do this?
The problem might also be that action.time_it_takes is an integer and adding a Z3int with a "normal" int doesn't work. (Done in the second part of the range).
I've also tried using int(m.evaluate(action.number)), but it doesn't work.
Thanks in advance :)
When you call evaluate it returns an IntNumRef, which is an internal z3 representation of an integer number inside z3. You need to call as_long() method of it to convert it to a Python number. Here's an example:
from z3 import *
s = Solver()
a = Int('a')
s.add(a > 4);
s.add(a < 7);
if s.check() == sat:
m = s.model()
print("a is %s" % m.evaluate(a))
print("Iterating from a to a+5:")
av = m.evaluate(a).as_long()
for index in range(av, av + 5):
print(index)
When I run this, I get:
a is 5
Iterating from a to a+5:
5
6
7
8
9
which is exactly what you're trying to achieve.
The method as_long() is defined here. Note that there are similar conversion functions from bit-vectors and rationals as well. You can search the z3py api using the interface at: https://z3prover.github.io/api/html/namespacez3py.html
I am making a pyomo model, where i want to use random numbers for my two dimensional parameters. I put a small python script for random numbers that looks exactly what i wanted to see for my two dimensional parameter. I am getting a TypeError: Cannot convert object of type 'list'(value =[[....]] to a numeric value. in my objective function. Below is my objective function and random numbers script.
model.obj = Objective(expr=sum(model.C[v,l] * model.T[v,l] for v in model.V for l in model.L) + \
sum(model.OC[o,l] * model.D[o,l] for o in model.O for l in model.L), sense=minimize)
import random
C = [[] for i in range(7)]
for i in range(7):
for j in range(5):
C[i]+= [random.randint(100,500)]
model.C = Param(model.V, model.L, initialize=C)
Please let me know if someone can help fixing this.
You should initialize your parameter using a function instead of a nested list
def init_c(m, i, j):
return random.randint(100,500)
model.c = Param(model.V, model.L, initialize=init_c)
I have a bunch of metrics that consume the entire list of float values of a column(think a series of order value on which I a doing some outlier analysis, hence needing the entire array of values) .
Can I pass the entire list as a parameter ? It would be too much data munging, if I were to do this in python entirely. Thoughts ?
# Redshift UDF - the red part is invalid signature & needs a fill
create function Median_absolute_deviation(y <Pass a list, but how? >,threshold float)
--INPUTS:
--a list of order values, -- a threshold
RETURNS <return a list, but how? >
STABLE
AS $
import numpy as np
m = np.median(y)
abs_dev = np.abs(y - m)
left_mad = np.median(abs_dev[y<=m])
right_mad = np.median(abs_dev[y>=m])
y_mad = np.zeros(len(y))
y_mad[y < m] = left_mad
y_mad[y > m] = right_mad
modified_z_score = 0.6745 * abs_dev / y_mad
modified_z_score[y == m] = 0
return modified_z_score > threshold
$LANGUAGE plpythonu
I can pass the m = np.median(y) from another function (using select statement on the DB) - but again calculating abs_dev & left_mad & right_mad needs the entire series.
Can I use anyelement data type here ? AWS Reference : http://docs.aws.amazon.com/redshift/latest/dg/udf-data-types.html
This is what I tried . Also, I would like to return the value of that column if flag was "0" - but I guess I can do it on 2nd pass ?
create or replace function Median_absolute_deviation(y anyelement ,thresh int)
--INPUTS:
--a list of order values, -- a threshold
-- I tried both float & anyelement return type, but same error
RETURNS float
--OUTPUT:
-- returns the value of order amount if not outlier, else returns 0
STABLE
AS $$
import numpy as np
m = np.median(y)
abs_dev = np.abs(y - m)
left_mad = np.median(abs_dev[y<=m])
right_mad = np.median(abs_dev[y>=m])
y_mad = np.zeros(len(y))
y_mad[y < m] = left_mad
y_mad[y > m] = right_mad
modified_z_score = 0.6745 * abs_dev / y_mad
modified_z_score[y == m] = 0
flag= 1 if (modified_z_score > thresh ) else 0
return flag
$$LANGUAGE plpythonu
select Median_absolute_deviation(price,3) from my_table where price >0 limit 5;
An error occurred when executing the SQL command:
select Median_absolute_deviation(price,3) from my_table where price >0 limit 5
ERROR: IndexError: invalid index to scalar variable.. Please look at svl_udf_log for more information
Detail:
-----------------------------------------------
error: IndexError: invalid index to scalar variable.. Please look at svl_udf_log for more information
code: 10000
context: UDF
query: 47544645
location: udf_client.cpp:298
process: query6_41 [pid=24744]
-----------------------------------------------
Execution time: 0.73s
1 statement failed.
My end goal is populating tableau views using these computations made via UDF's(the end goal) - so I need something that can interact with tableau and do computations on the fly using a function. Suggestions ?
Redshift only supports scalar UDFs for the time being, which means that you basically CANNOT pass a list as a parameter.
That being said, you can be creative and pass it as a string of numbers separated with a special character and then reconvert it to a list in your udf eg.:
list = [1, 2, 3.5] can be passed as
string_list = "1|2|3.5"
For this to work you need to pre-decide the precision of your numbers and the maximum size of your list, so as to define a varchar of the appropriate length.
It is not the best practice, but it will work.