4.8.3. statsmodels.tsa.ar_model¶
4.8.3.1. Functions¶
add_trend(X[, trend, prepend, has_constant]) |
Adds a trend and/or constant to an array. |
approx_fprime(x, f[, epsilon, args, kwargs, ...]) |
Gradient of function, or Jacobian if function f returns 1d array |
approx_hess(x, f[, epsilon, args, kwargs]) |
Calculate Hessian with finite difference derivative approximation |
iteritems(obj, **kwargs) |
replacement for six’s iteritems for Python2/3 compat |
lagmat(x, maxlag[, trim, original]) |
create 2d array of lags |
4.8.3.2. Classes¶
AR(endog[, dates, freq, missing]) |
Autoregressive AR(p) model |
ARResults(model, params[, ...]) |
Class to hold results from fitting an AR model. |
ARResultsWrapper(results) |
|
KalmanFilter |
Kalman Filter code intended for use with the ARMA model. |
OLS(endog[, exog, missing, hasconst]) |
A simple ordinary least squares model. |
cache_writable([cachename, resetlist]) |
Decorator for CachedWritableAttribute |
resettable_cache |
alias of ResettableCache |