Methods
| aic() | |
| arfreq() | Returns the frequency of the AR roots. |
| arparams() | |
| arroots() | |
| bic() | |
| bse() | |
| conf_int([alpha, cols, method]) | Returns the confidence interval of the fitted parameters. |
| cov_params() | |
| f_test(r_matrix[, cov_p, scale, invcov]) | Compute the F-test for a joint linear hypothesis. |
| fittedvalues() | |
| forecast([steps, exog, alpha]) | Out-of-sample forecasts |
| hqic() | |
| initialize(model, params, **kwd) | |
| llf() | |
| load(fname) | load a pickle, (class method) |
| mafreq() | Returns the frequency of the MA roots. |
| maparams() | |
| maroots() | |
| normalized_cov_params() | |
| plot_predict([start, end, exog, dynamic, ...]) | Plot forecasts |
| predict([start, end, exog, typ, dynamic]) | ARIMA model 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 |
| summary([alpha]) | Summarize the Model |
| summary2([title, alpha, float_format]) | Experimental summary function for ARIMA Results |
| t_test(r_matrix[, cov_p, scale, use_t]) | Compute a t-test for a each linear hypothesis of the form Rb = q |
| tvalues() | Return the t-statistic for a given parameter estimate. |
| wald_test(r_matrix[, cov_p, scale, invcov, ...]) | Compute a Wald-test for a joint linear hypothesis. |
Attributes
| use_t |