Autoregressive AR(p) Model
Parameters : | endog : array-like
exog : array-like
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Methods
fit(**kwargs[, maxlag, method, ic, trend, ...]) | Fit the unconditional maximum likelihood of an AR(p) process. |
hessian(params) | Returns numerical hessian for now. |
information(params) | Not Implemented Yet |
initialize() | |
loglike(params) | The loglikelihood of an AR(p) process |
predict([n, start, method, resid, confint]) | Returns in-sample prediction or forecasts. |
score(params) | Return the gradient of the loglikelihood at params. |