Class to hold results from fitting an ARMA model.
Parameters : | model : ARMA instance
params : array
normalized_cov_params : array, optional
scale : float, optional
|
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Returns : | **Attributes** : aic : float
arparams : array
arroots : array
bic : float
bse : array
df_model : array
df_resid : array
fittedvalues : array
hqic : float
k_ar : int
k_exog : int
k_ma : int
k_trend : int
llf : float
maparams : array
maroots : array
model : ARMA instance
nobs : float
n_totobs : float
params : array
pvalues : array
resid : array
scale : float
sigma2 : float
|
Methods
conf_int([alpha, cols, method]) | Returns the confidence interval of the fitted parameters. |
cov_params() | |
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 |