Class to hold results from fitting an AR model.
Parameters: | model : AR Model instance
params : array
normalized_cov_params : array
scale : float, optional
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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
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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 F-test for a joint linear hypothesis. |
fittedvalues() | |
fpe() | |
hqic() | |
initialize(model, params, **kwd) | |
llf() | |
load(fname) | load a pickle, (class method) |
normalized_cov_params() | |
predict([start, end, dynamic]) | Returns in-sample and out-of-sample prediction. |
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_test(r_matrix[, q_matrix, cov_p, scale]) | Compute a t-test for a joint linear hypothesis 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 |