Hi,

I am trying to run a linear regression on two datasets, using code from the lecture series, and I am having a hard time getting it to run. Instead I get the following error: "TypeError: unhashable type: 'slice".

This is the code I'm running:

from statsmodels import regression  
import statsmodels.api as sm  
import pandas as pd  
import numpy as np  
import matplotlib.pyplot as plt

market = pd.read_csv('c:/users/myname/documents/python/benchmark.csv', index_col='quote_date', parse_dates=True,encoding = "ISO-8859-1")  
data = pd.read_csv('c:/users/myname/documents/python/stock.csv', index_col='quote_date', parse_dates=True,encoding = "ISO-8859-1")

close_pd = data['close']  
close_pm = market['close']  
close_pd = close_pd.sort_index(ascending=True)  
close_pm = close_pm.sort_index(ascending=True)

return_data = (close_pd.pct_change()[1:])  
return_market = (close_pm.pct_change()[1:])

start = '2006-01-10' #arbitrary date  
end = '2017-01-27'  
return_data = return_data.loc[start:end]  
return_market = return_market.loc[start:end]

#So far so good, then the following regression is giving me problems:

def linreg(X,Y):  
    X = sm.add_constant(X)  
    model = regression.linear_model.OLS(Y, X).fit()  
    a = model.params[0]  
    b = model.params[1]  
    X = X[:, 1]

    X2 = np.linspace(X.min(), X.max(), 100)  
    Y_hat = X2 * b + a  
    plt.scatter(X, Y, alpha=0.3) # Plot the raw data  
    plt.plot(X2, Y_hat, 'r', alpha=0.9);  # Add the regression line, colored in red  
    plt.xlabel('X Value')  
    plt.ylabel('Y Value')  
    return model.summary()  
linreg(return_data,return_market)  

And this is the output I get:

Traceback (most recent call last):

  File "<ipython-input-50-529b2b154f45>", line 24, in <module>  
    linreg(return_data,return_market)

  File "<ipython-input-50-529b2b154f45>", line 7, in linreg  
    X = X[:, 1]

  File "C:\Program Files\Anaconda3\lib\site-packages\pandas\core\frame.py", line 1997, in __getitem__  
    return self._getitem_column(key)

  File "C:\Program Files\Anaconda3\lib\site-packages\pandas\core\frame.py", line 2004, in _getitem_column  
    return self._get_item_cache(key)

  File "C:\Program Files\Anaconda3\lib\site-packages\pandas\core\generic.py", line 1348, in _get_item_cache  
    res = cache.get(item)

TypeError: unhashable type: 'slice'  

I think this might be related to the datatype (pandas.core.series.Series), but I cannot figure out what to do. I made an attempt at transforming the data into an array, but this only seemed to cause more problems, and removed the indexed date-element.

Any help is very much appreciated!

Thanks in advance,
- Sondre