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ARMA.loglike()

statsmodels.tsa.arima_model.ARMA.loglike

ARMA.loglike(params, set_sigma2=True) [source]

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.ARMA.loglike.html

doc_statsmodels

2017-01-18 16:06:46

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