Summary of my installation of statsmodels with MTSL on Windows 10

[virsto]

The assumption here is that you already have jupyter, and python 3.9 installed on a Windows 10 platform.

If you do not have git installed, then follow the instructions at:
https://www.computerhope.com/issues/ch001927.htm
to install it.

Open a command window and move to the location of your python installation where you wish to install the latest version of statsmodels at git. This will contain the MSTL code created by @KishManani

In my case I have Python 3.9 at C:\python39

C:\Windows>cd ..
C:\>cd python39
C:\python39>

Check the versions of the following python 3.9 packages:

jupyterlab, matplotlib, numpy, pandas, seaborn

Versions of ALL my python 3.9 packages were obtained by:

C:\python39>pip list

and on my system I have:

jupyterlab = 3.4.3
matplotlib = 3.5.2
numpy = 1.23.0
pandas = 1.4.0
seaborn = 0.11.2

These worked fine for me. Now download and install the latest statsmodels from git (contains MSTL):

C:\python39>python -m pip install git+https://github.com/statsmodels/statsmodels.git

This may take a few minutes -- so be patient.

Finally, copy mstl_decomposition.ipynb at MSTL to where you have your jupyter notebooks and execute it in jupyter.

Th-tha-thats-all-folks :-)

[KrishnanRaja]

Hi, I am trying to install Statsmodel per above instruction in Win11(Assumed same steps applicable to win 11)
I am getting below errors. Can you help me to fix the issue and install the statsmodels.
I have updated the Microsoft visual C++ and installed pyproject.toml but still I am getting the same error
Error:
building 'statsmodels.tsa.stl._stl' extension
error: Microsoft Visual C++ 14.0 or greater is required. Get it with "Microsoft C++ Build Tools": https://visualstudio.microsoft.com/visual-cpp-build-tools/
[end of output]

note: This error originates from a subprocess, and is likely not a problem with pip.
ERROR: Failed building wheel for statsmodels
Failed to build statsmodels
ERROR: Could not build wheels for statsmodels, which is required to install pyproject.toml-based projects

[KishManani]

Hi @KrishnanRaja! I googled your error and it lead to this stackoverflow post. Could you let me know if the fixes described in that post work for you?

[KrishnanRaja]

Thanks @KishManani. No It is not working, I also got the same post when googled the error and installed the Microsoft build tools based on the post. Even after the installation, Still I am getting the above error. Is any other way , we can use MSTL from statsmodels?. I got to know the MSTL from your 'Feature Engineering for Time Series Forecasting' course. Thanks for the course.

[KishManani]

Hi @KrishnanRaja! Hope you're enjoying the course. I'm unable to reproduce the error (most likely because I'm using a different OS). Do you get the same error when trying to install other packages directly from GitHub or is just with statsmodels?

Have you read the "compilers" section of the statsmodels documentation? It points to the following guide about python and Windows compilers. The "Compilers Installation and configuration" section provides additional steps that might help? Let me know if any of the suggestions there work for you! If it does I can share it with others who have the same problem. Thank you!