# Ceteris Lab downloadable Python script
# Course: Fundamentals of Python for Financial Econometrics

import numpy as np, statsmodels.api as sm
rng=np.random.default_rng(22)
z=rng.normal(size=400); v=rng.normal(size=400)
x=.8*z+v; e=.7*v+rng.normal(size=400); y=1+1.5*x+e
print(sm.OLS(y,sm.add_constant(x)).fit().params)