4.8.7.1.2. statsmodels.tsa.mlemodel.TSMLEModel¶
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class
statsmodels.tsa.mlemodel.TSMLEModel(endog, exog=None)[source]¶ univariate time series model for estimation with maximum likelihood
Note: This is not working yet
4.8.7.1.2.1. Methods¶
__init__(endog[, exog]) |
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fit([start_params, maxiter, method, tol]) |
estimate model by minimizing negative loglikelihood |
from_formula(formula, data[, subset]) |
Create a Model from a formula and dataframe. |
geterrors(params) |
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hessian(params) |
Hessian of arma model. |
information(params) |
Fisher information matrix of model |
initialize() |
Initialize (possibly re-initialize) a Model instance. |
loglike(params) |
Loglikelihood for timeseries model |
predict(params[, exog]) |
After a model has been fit predict returns the fitted values. |
score(params) |
Score vector for Arma model |
4.8.7.1.2.2. Attributes¶
endog_names |
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exog_names |