6.7.2.1.2. statsmodels.sandbox.regression.ar_panel.PanelAR1

class statsmodels.sandbox.regression.ar_panel.PanelAR1(endog, exog=None, groups=None)[source]
__init__(endog, exog=None, groups=None)[source]

6.7.2.1.2.1. Methods

__init__(endog[, exog, groups])
ar1filter(xy, alpha)
fit()
fit_conditional(alpha)