Logo

scikits.statsmodels.regression.linear_model.GLSAR.whiten

GLSAR.whiten(X)[source]

Whiten a series of columns according to an AR(p) covariance structure.

Parameters :

X : array-like

The data to be whitened

Returns :

TODO :

Previous topic

sm.regression.linear_model.GLSAR.score

Next topic

sm.regression.linear_model.yule_walker

This Page