statsmodels.regression.linear_model.GLSAR.fit
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GLSAR.fit(method='pinv', cov_type='nonrobust', cov_kwds=None, use_t=None, **kwargs)
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Full fit of the model.
The results include an estimate of covariance matrix, (whitened) residuals and an estimate of scale.
Parameters: method : str
Can be ?pinv?, ?qr?. ?pinv? uses the Moore-Penrose pseudoinverse to solve the least squares problem. ?qr? uses the QR factorization.
Returns: A RegressionResults class instance. :
See also
regression.RegressionResults
Notes
The fit method uses the pseudoinverse of the design/exogenous variables to solve the least squares minimization.
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