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statsmodels 0.15.0 (+649)
statsmodels.tsa.vector_ar.var_model.VARResults.llf
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statsmodels
statsmodels 0.15.0 (+649)
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User Guide
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Background
Regression and Linear Models
Time Series Analysis
Time Series Analysis
Time Series analysis tsa
Time Series Analysis by State Space Methods statespace
Vector Autoregressions tsa.
vector_
ar
Vector Autoregressions tsa.
vector_
ar
VAR
(p) processes
VAR
(p) processes
Class Reference
Class Reference
statsmodels.
tsa.
vector_
ar.
var_
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VAR
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ar.
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VARProcess
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var_
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VARResults
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var_
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VARResults
C
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ar.
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VARResults
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ar.
var_
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VARResults
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ar.
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VARResults.
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VARResults.
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ar.
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VARResults.
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VARResults.
plotsim
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ar.
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acorr
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ar.
var_
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VARResults.
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acov
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ar.
var_
model.
VARResults.
sample_
acorr
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ar.
var_
model.
VARResults.
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ar.
var_
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VARResults.
simulate_
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ar.
var_
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VARResults.
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ar.
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VARResults.
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VARResults.
test_
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test_
whiteness
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VARResults.
aic
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bic
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bse
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ar.
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df_
model
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ar.
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model.
VARResults.
df_
resid
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ar.
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model.
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fittedvalues
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ar.
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ar.
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ar.
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model.
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llf
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vector_
ar.
var_
model.
VARResults.
llf
Contents
A
VARResults.
llf
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
pvalues
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tsa.
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ar.
var_
model.
VARResults.
pvalues_
dt
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ar.
var_
model.
VARResults.
pvalues_
endog_
lagged
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vector_
ar.
var_
model.
VARResults.
resid
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tsa.
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ar.
var_
model.
VARResults.
resid_
corr
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tsa.
vector_
ar.
var_
model.
VARResults.
roots
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tsa.
vector_
ar.
var_
model.
VARResults.
sigma_
u_
mle
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
stderr
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tsa.
vector_
ar.
var_
model.
VARResults.
stderr_
dt
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tsa.
vector_
ar.
var_
model.
VARResults.
stderr_
endog_
lagged
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
tvalues
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
tvalues_
dt
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
tvalues_
endog_
lagged
Post-
estimation Analysis
Impulse Response Analysis
Forecast Error Variance Decomposition
(FEVD)
Statistical tests
Structural Vector Autoregressions
Vector Error Correction Models
(VECM)
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About statsmodels
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Release Notes
Contents
A
VARResults.
llf
statsmodels.tsa.vector_ar.var_model.VARResults.llf
¶
VARResults.
llf
¶
Compute VAR(p) loglikelihood