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ARIMA.loglike_css()

statsmodels.tsa.arima_model.ARIMA.loglike_css

ARIMA.loglike_css(params, set_sigma2=True): Conditional Sum of Squares likelihood function.

Links:

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

doc_statsmodels

2017-01-18 16:06:36

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