4.8.7. statsmodels.tsa.mlemodel¶
Base Classes for Likelihood Models in time series analysis
Warning: imports numdifftools
Created on Sun Oct 10 15:00:47 2010
Author: josef-pktd License: BSD
4.8.7.1. Classes¶
LikelihoodModel(endog[, exog]) |
Likelihood model is a subclass of Model. |
TSMLEModel(endog[, exog]) |
univariate time series model for estimation with maximum likelihood |