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statsmodels 0.15.0 (+651)
statsmodels.tsa.ar_model.AutoRegResults.llf
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statsmodels
statsmodels 0.15.0 (+651)
statsmodels
Installing statsmodels
Getting started
User Guide
User Guide
Background
Regression and Linear Models
Time Series Analysis
Time Series Analysis
Time Series analysis tsa
Time Series analysis tsa
Descriptive Statistics and Tests
Estimation
Estimation
Univariate Autoregressive Processes
(AR)
Univariate Autoregressive Processes
(AR)
statsmodels.
tsa.
ar_
model.
Auto
Reg
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results
C
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
append
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
apply
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
conf_
int
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
cov_
params
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
diagnostic_
summary
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
f_
test
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
forecast
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
get_
prediction
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
initialize
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
load
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
normalized_
cov_
params
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
plot_
diagnostics
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
plot_
predict
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
predict
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
remove_
data
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
save
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
scale
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
sigma2
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
summary
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
t_
test
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
t_
test_
pairwise
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
test_
heteroskedasticity
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
test_
normality
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
test_
serial_
correlation
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
wald_
test
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
wald_
test_
terms
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
aic
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
aicc
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
ar_
lags
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
arfreq
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
bic
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
bse
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
df_
model
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
df_
resid
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
fittedvalues
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
fpe
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
hqic
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
llf
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
llf
Contents
A
Auto
Reg
Results.
llf
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
nobs
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
params
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
pvalues
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
resid
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
roots
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
tvalues
statsmodels.
tsa.
ar_
model.
Auto
Reg
Results.
use_
t
statsmodels.
tsa.
ar_
model.
ar_
select_
order
Autoregressive Moving-
Average Processes
(ARMA) and Kalman Filter
Exponential Smoothing
ARMA Process
Autoregressive Distributed Lag
(ARDL) Models
Error Correction Models
(ECM)
Regime switching models
Time Series Filters
TSA Tools
VARMA Process
Interpolation
Deterministic Processes
Forecasting Models
Prediction Results
Time Series Analysis by State Space Methods statespace
Vector Autoregressions tsa.
vector_
ar
Other Models
Statistics and Tools
Data Sets
Sandbox
Examples
API Reference
About statsmodels
Developer Page
Release Notes
Contents
A
Auto
Reg
Results.
llf
statsmodels.tsa.ar_model.AutoRegResults.llf
¶
AutoRegResults.
llf
¶
Log-likelihood of model