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<h1 id="installing-statsmodels"><span id="install"></span>Installing statsmodels<a class="headerlink" href="#installing-statsmodels" title="Link to this heading">¶</a></h1>
<p>The easiest way to install statsmodels is to install it as part of the <a class="reference external" href="https://docs.continuum.io/anaconda/">Anaconda</a>
distribution, a cross-platform distribution for data analysis and scientific
computing. This is the recommended installation method for most users.</p>
<p>Instructions for installing from PyPI, source or a development version are also provided.</p>
<h2 id="python-support">Python Support<a class="headerlink" href="#python-support" title="Link to this heading">¶</a></h2>
<p>statsmodels supports Python 3.8, 3.9, and 3.10.</p>
<h2 id="id1">Anaconda<a class="headerlink" href="#id1" title="Link to this heading">¶</a></h2>
<p>statsmodels is available through conda provided by
<a class="reference external" href="https://www.anaconda.com/products/individual#Downloads">Anaconda</a>. The latest release can
be installed using:</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span><code>conda<span class="w"> </span>install<span class="w"> </span>-c<span class="w"> </span>conda-forge<span class="w"> </span>statsmodels
</code></pre></div>
</div>
<h2 id="pypi-pip">PyPI (pip)<a class="headerlink" href="#pypi-pip" title="Link to this heading">¶</a></h2>
<p>To obtain the latest released version of statsmodels using pip:</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span><code>python<span class="w"> </span>-m<span class="w"> </span>pip<span class="w"> </span>install<span class="w"> </span>statsmodels
</code></pre></div>
</div>
<p>Follow <a class="reference external" href="https://pypi.org/project/statsmodels/">this link to our PyPI page</a> to directly
download wheels or source.</p>
<p>For Windows users, unofficial recent binaries (wheels) are occasionally
available <a class="reference external" href="https://www.lfd.uci.edu/~gohlke/pythonlibs/#statsmodels">here</a>.</p>
<h2 id="obtaining-the-source">Obtaining the Source<a class="headerlink" href="#obtaining-the-source" title="Link to this heading">¶</a></h2>
<p>We do not release very often but the main branch of our source code is
usually fine for everyday use. You can get the latest source from our
<a class="reference external" href="https://github.com/statsmodels/statsmodels">github repository</a>. Or if you
have git installed:</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span><code>git<span class="w"> </span>clone<span class="w"> </span>git://github.com/statsmodels/statsmodels.git
</code></pre></div>
</div>
<p>If you want to keep up to date with the source on github just periodically do:</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span><code>git<span class="w"> </span>pull
</code></pre></div>
</div>
<p>in the statsmodels directory.</p>
<h2 id="installation-from-source">Installation from Source<a class="headerlink" href="#installation-from-source" title="Link to this heading">¶</a></h2>
<p>You will need a C compiler installed to build statsmodels. If you are building
from the github source and not a source release, then you will also need
Cython. You can follow the instructions below to get a C compiler setup for
Windows.</p>
<p>If your system is already set up with pip, a compiler, and git, you can try:</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span><code>python<span class="w"> </span>-m<span class="w"> </span>pip<span class="w"> </span>install<span class="w"> </span>git+https://github.com/statsmodels/statsmodels
</code></pre></div>
</div>
<p>If you do not have git installed or want to do the installation more manually,
you can also type:</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span><code>python<span class="w"> </span>-m<span class="w"> </span>pip<span class="w"> </span>install<span class="w"> </span>.
</code></pre></div>
</div>
<p>statsmodels can also be installed in <cite>develop</cite> mode which installs statsmodels
into the current python environment in-place. The advantage of this is that
edited modules will immediately be re-interpreted when the python interpreter
restarts without having to re-install statsmodels.</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span><code>python<span class="w"> </span>-m<span class="w"> </span>pip<span class="w"> </span>install<span class="w"> </span>-e<span class="w"> </span>.
</code></pre></div>
</div>
<p>It is usually recommended to use the <code class="docutils literal notranslate"><span class="pre">--no-build-isolation</span></code> to speed up
the build process.</p>
<h3 id="compilers">Compilers<a class="headerlink" href="#compilers" title="Link to this heading">¶</a></h3>
<h4 id="linux">Linux<a class="headerlink" href="#linux" title="Link to this heading">¶</a></h4>
<p>If you are using Linux, we assume that you are savvy enough to install <cite>gcc</cite> on
your own. More than likely, it is already installed.</p>
<h4 id="windows">Windows<a class="headerlink" href="#windows" title="Link to this heading">¶</a></h4>
<p>It is strongly recommended to use 64-bit Python if possible.</p>
<p>Getting the right compiler is especially confusing for Windows users. Over time,
Python has been built using a variety of different Windows C compilers.
<a class="reference external" href="https://wiki.python.org/moin/WindowsCompilers">This guide</a> should help
clarify which version of Python uses which compiler by default.</p>
<p>macOS
^^^</p>
<p>Installing statsmodels on macOS requires installing <cite>gcc</cite> which provides
a suitable C compiler. We recommend installing Xcode and the Command Line
Tools, which can be done through the following command:</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span><code>xcode-select<span class="w"> </span>--install
</code></pre></div>
</div>
<h2 id="dependencies">Dependencies<a class="headerlink" href="#dependencies" title="Link to this heading">¶</a></h2>
<p>The current minimum dependencies are:</p>
<ul class="simple">
<li><p><a class="reference external" href="https://www.python.org">Python</a> >= 3.9</p></li>
<li><p><a class="reference external" href="https://www.scipy.org/">NumPy</a> >= 1.22.3</p></li>
<li><p><a class="reference external" href="https://www.scipy.org/">SciPy</a> >= 1.8</p></li>
<li><p><a class="reference external" href="https://pandas.pydata.org/">Pandas</a> >= 1.4</p></li>
<li><p><a class="reference external" href="https://patsy.readthedocs.io/en/latest/">Patsy</a> >= 0.5.6</p></li>
</ul>
<p>Cython is required to build from a git checkout but not to run or install from PyPI:</p>
<ul class="simple">
<li><p><a class="reference external" href="https://cython.org/">Cython</a> >= 3.0.10 is required to build the code from
github but not from a source distribution.</p></li>
</ul>
<p>Given the long release cycle, statsmodels follows a loose time-based policy for
dependencies: minimal dependencies are lagged about one and a half to two
years. Our next planned update of minimum versions is expected in the first
half of 2020.</p>
<h2 id="optional-dependencies">Optional Dependencies<a class="headerlink" href="#optional-dependencies" title="Link to this heading">¶</a></h2>
<ul class="simple">
<li><p><a class="reference external" href="https://cvxopt.org/">cvxopt</a> is required for regularized fitting of
some models.</p></li>
<li><p><a class="reference external" href="https://matplotlib.org/">Matplotlib</a> >= 3 is needed for plotting
functions and running many of the examples.</p></li>
<li><p>If installed, <a class="reference external" href="https://www.census.gov/srd/www/x13as/">X-12-ARIMA</a> or
<a class="reference external" href="https://www.census.gov/srd/www/x13as/">X-13ARIMA-SEATS</a> can be used
for time-series analysis.</p></li>
<li><p><a class="reference external" href="https://docs.pytest.org/en/latest/">pytest</a> is required to run
the test suite.</p></li>
<li><p><a class="reference external" href="https://ipython.org">IPython</a> >= 6.0 is required to build the
docs locally or to use the notebooks.</p></li>
<li><p><a class="reference external" href="https://joblib.readthedocs.io/">joblib</a> >= 1.0can be used to accelerate distributed
estimation for certain models.</p></li>
<li><p><a class="reference external" href="https://jupyter.org/">jupyter</a> is needed to run the notebooks.</p></li>
</ul>
<p>The optional dependencies can be installed along with <cite>statsmodels</cite> by modifying
the installation command:</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span><code>python<span class="w"> </span>-m<span class="w"> </span>pip<span class="w"> </span>install<span class="w"> </span>statsmodels<span class="o">[</span>extras<span class="o">]</span>
</code></pre></div>
</div>
<p>where <code class="docutils literal notranslate"><span class="pre"><extras></span></code> is a comma-separated list of extras to install (<code class="docutils literal notranslate"><span class="pre">build</span></code>,
<code class="docutils literal notranslate"><span class="pre">develop</span></code>, <code class="docutils literal notranslate"><span class="pre">docs</span></code>).</p>
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