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ARIMA.loglike()

statsmodels.tsa.arima_model.ARIMA.loglike

ARIMA.loglike(params, set_sigma2=True)

Compute the log-likelihood for ARMA(p,q) model

Notes

Likelihood used depends on the method set in fit

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.arima_model.ARIMA.loglike.html

doc_statsmodels

2017-01-18 16:06:36

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