ARMA.loglike(params, set_sigma2=True) [source]
Compute the log-likelihood for ARMA(p,q) model
Likelihood used depends on the method set in fit
© 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.tsa.arima_model.ARMA.loglike.html