4.8.13.1.1. statsmodels.tsa.base.tsa_model.TimeSeriesModel¶

class statsmodels.tsa.base.tsa_model.TimeSeriesModel(endog, exog=None, dates=None, freq=None, missing='none')[source]¶

Timeseries model base class

Parameters:

endog : array-like 1-d endogenous response variable. The dependent variable. exog : array-like A nobs x k array where nobs is the number of observations and k is the number of regressors. An intercept is not included by default and should be added by the user. See statsmodels.tools.add_constant(). dates : array-like of datetime, optional An array-like object of datetime objects. If a pandas object is given for endog or exog, it is assumed to have a DateIndex. freq : str, optional The frequency of the time-series. A Pandas offset or ‘B’, ‘D’, ‘W’, ‘M’, ‘A’, or ‘Q’. This is optional if dates are given. missing : str Available options are ‘none’, ‘drop’, and ‘raise’. If ‘none’, no nan checking is done. If ‘drop’, any observations with nans are dropped. If ‘raise’, an error is raised. Default is ‘none.’

__init__(endog, exog=None, dates=None, freq=None, missing='none')[source]¶