aic() | |
arfreq() | Returns the frequency of the AR roots. |
arparams() | |
arroots() | |
bic() | |
bse() | |
conf_int([alpha, cols, method]) | Returns the confidence interval of the fitted parameters. |
cov_params() | Returns the variance/covariance matrix. |
f_test(r_matrix[, cov_p, scale, invcov]) | Compute the F-test for a joint linear hypothesis. |
fittedvalues() | |
forecast([steps, exog, alpha]) | Out-of-sample forecasts |
hqic() | |
initialize(model, params, **kwd) | |
llf() | |
load(fname) | load a pickle, (class method) |
mafreq() | Returns the frequency of the MA roots. |
maparams() | |
maroots() | |
normalized_cov_params() | |
plot_predict([start, end, exog, dynamic, …]) | Plot forecasts |
predict([start, end, exog, typ, dynamic]) | ARIMA model in-sample and out-of-sample prediction |
pvalues() | |
remove_data() | remove data arrays, all nobs arrays from result and model |
resid() | |
save(fname[, remove_data]) | save a pickle of this instance |
summary([alpha]) | Summarize the Model |
summary2([title, alpha, float_format]) | Experimental summary function for ARIMA Results |
t_test(r_matrix[, cov_p, scale, use_t]) | Compute a t-test for a each linear hypothesis of the form Rb = q |
t_test_pairwise(term_name[, method, alpha, …]) | perform pairwise t_test with multiple testing corrected p-values |
tvalues() | Return the t-statistic for a given parameter estimate. |
wald_test(r_matrix[, cov_p, scale, invcov, …]) | Compute a Wald-test for a joint linear hypothesis. |
wald_test_terms([skip_single, …]) | Compute a sequence of Wald tests for terms over multiple columns |