estimate lag coefficients of ARMA orocess by least squares
x : array, 1d
time series data p : int number of AR lags to estimate q : int number of MA lags to estimate rhoy0, rhoe0 : array_like (optional) starting values for estimation
time series data
number of AR lags to estimate
number of MA lags to estimate
starting values for estimation
rh, cov_x, infodict, mesg, ier : output of scipy.optimize.leastsq
rh : estimate of lag parameters, concatenated [rhoy, rhoe] cov_x : unscaled (!) covariance matrix of coefficient estimates
estimate of lag parameters, concatenated [rhoy, rhoe]
unscaled (!) covariance matrix of coefficient estimates
scikits.statsmodels.sandbox.tsa.ARIMA.errfn
scikits.statsmodels.sandbox.tsa.ARIMA.forecast
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