Class to hold results from fitting an AR model.
Parameters : | model : AR Model instance
params : array
normalized_cov_params : array
scale : float, optional
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Returns : | **Attributes** : aic : float
bic : float
bse : array
fittedvalues : array
fpe : float
hqic : float
k_ar : float
k_trend : float
llf : float
model : AR model instance
nobs : float
n_totobs : float
params : array
pvalues : array
resid : array
roots : array
scale : float
sigma2 : float
trendorder : int
tvalues : array
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Methods
conf_int([alpha, cols, method]) | Returns the confidence interval of the fitted parameters. |
cov_params([r_matrix, column, scale, other]) | Returns the variance/covariance matrix. |
f_test(r_matrix[, q_matrix, scale, invcov]) | Compute an Fcontrast/F-test for a contrast matrix. |
initialize(model, params, **kwd) | |
normalized_cov_params() | |
t([column]) | deprecated: Return the t-statistic for a given parameter estimate. |
t_test(r_matrix[, q_matrix, scale]) | Compute a tcontrast/t-test for a row vector array of the form Rb = q |