statsmodels.tsa.tests.test_arima.Arma.fit_mle

Arma.fit_mle(order=(0, 0), start_params=None, method='nm', maxiter=5000, tol=1e-08, **kwds)

Estimate an ARMA model with given order using Conditional Maximum Likelihood

Parameters:

order : tuple, 2 elements

specifies the number of lags(nar, nma) to include, not including lag 0

start_params : array_like, 1d, (nar+nma+1,)

start parameters for the optimization, the length needs to be equal to the number of ar plus ma coefficients plus 1 for the residual variance

method : str

optimization method, as described in LikelihoodModel

maxiter : int

maximum number of iteration in the optimization

tol : float

tolerance (?) for the optimization

Returns:

mlefit : instance of (GenericLikelihood ?)Result class

contains estimation results and additional statistics