Autoregressive Moving Average ARMA(p,q) Model
Parameters : | endog : array-like
exog : array-like, optional
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Methods
fit(order[, start_params, trend, method, ...]) | Fits ARMA(p,q) model using exact maximum likelihood via Kalman filter. |
hessian(params) | Compute the Hessian at params, |
information(params) | Fisher information matrix of model |
initialize() | Initialize (possibly re-initialize) a Model instance. For |
loglike(params) | Log-likelihood of model. |
loglike_css(params) | Conditional Sum of Squares likelihood function. |
loglike_kalman(params) | Compute exact loglikelihood for ARMA(p,q) model using the Kalman Filter. |
predict(exog[, params]) | After a model has been fit predict returns the fitted values. |
score(params) | Compute the score function at params. |