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statsmodels.tsa.arima_model.ARMA.loglike_css

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

Conditional Sum of Squares likelihood function.

© 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_css.html