statsmodels.regression.linear_model.GLSAR.whiten

GLSAR.whiten(x)[source]

Whiten a series of columns according to an AR(p) covariance structure.

Whitening using this method drops the initial p observations.

Parameters:
xarray_like

The data to be whitened.

Returns:
ndarray

The whitened data.


Last update: May 14, 2024