scikits.statsmodels.tsa.arima_model.ARMA

class scikits.statsmodels.tsa.arima_model.ARMA(endog, exog=None)

Autoregressive Moving Average ARMA(p,q) Model

Parameters :

endog : array-like

The endogenous variable.

exog : array-like, optional

An optional arry of exogenous variables. This should not include a constant or trend. You can specify this in the fit method.

Methods

fit(order, **kwargs[, start_params, trend, ...])	Fits ARMA(p,q) model using exact maximum likelihood via Kalman filter.
hessian(params)	Compute the Hessian at params,
information(params)	Fisher information matrix of model
initialize()	Initialize (possibly re-initialize) a Model instance. For
loglike(params)	Log-likelihood of model.
loglike_css(params)	Conditional Sum of Squares likelihood function.
loglike_kalman(params)	Compute exact loglikelihood for ARMA(p,q) model using the Kalman Filter.
predict(exog[, params])	After a model has been fit predict returns the fitted values.
score(params)	Compute the score function at params.