Class to hold results from fitting an AR model.
Parameters : | model : AR Model instance
params : array
normalized_cov_params : array
scale : float, optional
|
---|---|
Returns : | **Attributes** : aic : float
bic : float
bse : array
fittedvalues : array
fpe : float
hqic : float
k_ar : float
k_trend : float
llf : float
model : AR model instance
nobs : float
n_totobs : float
params : array
pvalues : array
resid : array
roots : array
scale : float
sigma2 : float
trendorder : int
tvalues : array
|
Methods
aic() | |
bic() | |
bse() | |
conf_int([alpha, cols, method]) | Returns the confidence interval of the fitted parameters. |
cov_params([r_matrix, column, scale, cov_p, ...]) | Returns the variance/covariance matrix. |
f_test(r_matrix[, q_matrix, cov_p, scale, ...]) | Compute an Fcontrast/F-test for a contrast matrix. |
fittedvalues() | |
fpe() | |
hqic() | |
initialize(model, params, **kwd) | |
llf() | |
load(fname) | load a pickle, (class method) |
normalized_cov_params() | |
predict([start, end, method]) | Returns in-sample prediction or forecasts. |
pvalues() | |
remove_data() | remove data arrays, all nobs arrays from result and model |
resid() | |
roots() | |
save(fname[, remove_data]) | save a pickle of this instance |
scale() | |
sigma2() | |
t([column]) | deprecated: Return the t-statistic for a given parameter estimate. |
t_test(r_matrix[, q_matrix, cov_p, scale]) | Compute a tcontrast/t-test for a row vector array of the form Rb = q |
tvalues() | Return the t-statistic for a given parameter estimate. |
Attributes
extra_doc | list() -> new empty list |
preddoc | list() -> new empty list |