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  • References
  • Python
  • Statsmodels
  • Time Series analysis

AR.score()

statsmodels.tsa.ar_model.AR.score

AR.score(params) [source]

Return the gradient of the loglikelihood at params.

Parameters:

params : array-like

The parameter values at which to evaluate the score function.

Notes

Returns numerical gradient.

Links:
  • http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.ar_model.AR.score.html
doc_statsmodels
doc_statsmodels
2025-01-10 15:47:30
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