Class to hold results from fitting an ARMA model.
Parameters : | model : ARMA instance
params : array
normalized_cov_params : array, optional
scale : float, optional
|
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Returns : | **Attributes** : aic : float
arparams : array
arroots : array
bic : float
bse : array
df_model : array
df_resid : array
fittedvalues : array
hqic : float
k_ar : int
k_exog : int
k_ma : int
k_trend : int
llf : float
maparams : array
maroots : array
model : ARMA instance
nobs : float
n_totobs : float
params : array
pvalues : array
resid : array
scale : float
sigma2 : float
|
Methods
aic() | |
arparams() | |
arroots() | |
bic() | |
bse() | |
conf_int([alpha, cols, method]) | Returns the confidence interval of the fitted parameters. |
cov_params() | |
f_test(r_matrix[, q_matrix, cov_p, scale, ...]) | Compute an Fcontrast/F-test for a contrast matrix. |
fittedvalues() | |
forecast([steps, exog, alpha]) | Out-of-sample forecasts |
hqic() | |
initialize(model, params, **kwd) | |
llf() | |
load(fname) | load a pickle, (class method) |
maparams() | |
maroots() | |
normalized_cov_params() | |
predict([start, end, exog]) | In-sample and out-of-sample prediction. |
pvalues() | |
remove_data() | remove data arrays, all nobs arrays from result and model |
resid() | |
save(fname[, remove_data]) | save a pickle of this instance |
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. |