statsmodels.tsa.ar_model.AR

class statsmodels.tsa.ar_model.AR(endog, dates=None, freq=None)

Autoregressive AR(p) Model

Parameters:

endog : array-like

Endogenous response variable.

date : array-like

Dates of the endogenous variable.

Methods

fit([maxlag, method, ic, trend, ...])	Fit the unconditional maximum likelihood of an AR(p) process.
hessian(params)	Returns numerical hessian for now.
information(params)	Not Implemented Yet
initialize()
loglike(params)	The loglikelihood of an AR(p) process
predict(params[, start, end, method])	Returns in-sample prediction or forecasts.
score(params)	Return the gradient of the loglikelihood at params.
select_order(maxlag, ic)	Select the lag order according to the information criterion.

Attributes

endog_names
exog_names