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GLSAR.whiten()

statsmodels.regression.linear_model.GLSAR.whiten

GLSAR.whiten(X) [source]

Whiten a series of columns according to an AR(p) covariance structure. This drops initial p observations.

Parameters:

X : array-like

The data to be whitened,

Returns:

whitened array :

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.regression.linear_model.GLSAR.whiten.html

doc_statsmodels

2017-01-18 16:09:55

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