# 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(26); x=rng.uniform(0,10,500); y=2+.7*x+rng.standard_t(3,500)*(1+.2*x)
X=sm.add_constant(x)
for q in [.25,.5,.75]:
    fit=sm.QuantReg(y,X).fit(q=q)
    print(q, fit.params)