statsmodels.tsa.ar_model.AR
class statsmodels.tsa.ar_model.AR(endog, dates=None, freq=None, missing='none') [source]
Autoregressive AR(p) model Parameters:
endog : array-like 1-d endogenous response variable. The independent variable. dates : array-like of datetime, optional An array-like object of datetime objects. If a pandas object is given for endog or exog, it is assumed to have a DateIndex. freq : str, optional The frequency of the time-series. A Pandas offset or ?B?, ?D?, ?W?, ?