Python is a widely used general purpose programming language, which happens to be well suited to econometrics, data analysis and other more general numeric problems. These notes provide an introduction to Python for a beginning programmer. They may also be useful for an experienced Python programmer interested in using NumPy, SciPy, matplotlib and pandas for numerical and statistical analysis (if this is the case, much of the beginning can be skipped).

Second edition update:

• Improved Cython and Numba sections
• Added sections discussing interfacing with C code
• Added sections to the chapter on running code in Parallel covering IPython's cluster server and joblib
• Further improvements in the installation based on feedback from the Python Course
• Updated Anaconda to 1.9
• Added information about using Spyder as an initial IDE.
• Added packages for Spyder to the installation instructions.
  

New in second edition:

• The preferred installation method is now Continuum Analytics' Anaconda. Anaconda is a complete scientific stack and is available for all major platforms.
• New chapter on pandas. pandas provides a simple but powerful tool to manage data and perform basic analysis. It also greatly simplifies importing and exporting data.
• New chapter on advanced selection of elements from an array.
• Numba provides just-in-time compilation for numeric Python code which often produces large performance gains when pure NumPy solutions are not available (e.g. looping code).
• Addition to performance section covering line_profiler for profiling code.
• Dictionary, set and tuple comprehensions.
• Numerous typos fixed.
• All code has been verified working against Anaconda 1.7.0.
  

• 1 Notes
• 2 Code
• 3 IPython Notebooks
  • 3.1 Data
    
• 4 Video Demonstrations
  • 4.1 Setup
  • 4.2 IPython
  • 4.3 IPython Notebook
    
  
  

Introduction to Python for Econometrics, Statistics and Numerical Analysis: Second Edition

Code and Data for Introduction to Python for Econometrics, Statistics and Numerical Analysis
This is the code directly from the notes. It has been directly stripped from the master document, and allows for simple copy-and-paste execution.

Solutions for Introduction to Python for Econometrics, Statistics and Numerical Analysis
These solutions files contain answer to the exercises at the end of the chapters. They are formatted for IPython's Demo module, and instructions for use are located in the docstring.

Add Python to the Windows Registry
This file allows a particular Python installation to become the default by changing registry. It is useful for virtual environments and allows binary installers to be used with any location.

Example: GARCH
Example: Fama-MacBeth Regression

FTSE 1984-2012 (zipped csv)
Fama-French Data (zipped csv)

• Python installation on Windows using Anaconda - A demonstration of setting up the Scientific Python environment on Windows using Anaconda.
• Directly Installing Scientific Python on Windows - A demonstration of setting up an up-to-date Scientific Python stack on using a combination of binary installers and pip. This methods is the most general, but substantially more complicated than using Anaconda.
• Python installation on Linux using Anaconda - A demonstration of setting up the Scientific Python environment on Linux using Anaconda (Ubuntu 12.04 LTS).
• Directly Installing Scientific Python on Linux - A demonstration of setting up an up-to-date Scientific Python stack on Linux primarily using source packages (Ubuntu 12.04 LTS).
  

• Core IPython - Key features of the IPython console including syntax highlighting, autocompletion, the command history and cell model.
• IPython Magics - Magic keywords provide a wide range of features including on-the-fly configuration changes, file system manipulation, running Python programs and timing code.
• Configuring IPython - Coming Soon. A brief introduction to customizing the IPython environment using configuration files.
  

• Getting Started with IPython Notebook - A brief introduction to the core features of IPython Notebook.
• Markdown and Equations in IPython Notebook - Coming soon.
• Using IPython Notebooks Produced by Others - Coming soon.