6.6.1.3.1. statsmodels.sandbox.panel.correlation_structures.ARCovariance

class statsmodels.sandbox.panel.correlation_structures.ARCovariance(ar=None, ar_coefs=None, sigma=1.0)

experimental class for Covariance of AR process classmethod? staticmethods?

__init__(ar=None, ar_coefs=None, sigma=1.0)

6.6.1.3.1.1. Methods

__init__([ar, ar_coefs, sigma])
corr([k_vars])
cov([k_vars])
fit(cov, order, **kwds)
whiten(x)