GLSAR.iterative_fit()

statsmodels.regression.linear_model.GLSAR.iterative_fit

GLSAR.iterative_fit(maxiter=3) [source]

Perform an iterative two-stage procedure to estimate a GLS model.

The model is assumed to have AR(p) errors, AR(p) parameters and regression coefficients are estimated iteratively.

Parameters:

maxiter : integer, optional

the number of iterations

doc_statsmodels
2017-01-18 16:09:54
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