GLSAR.iterative_fit(maxiter=3, rtol=0.0001, **kwds)
[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.
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© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.regression.linear_model.GLSAR.iterative_fit.html