statsmodels.tsa.stattools.LevinsonDurbinResult

class statsmodels.tsa.stattools.LevinsonDurbinResult(sigma_v, arcoefs, pacf, sigma, phi)

Result of levinson_durbin.

Parameters:

sigma_vfloat

The estimate of the error variance.

arcoefsndarray

The estimate of the autoregressive coefficients for a model including nlags.

pacfndarray

The partial autocorrelation function.

sigmandarray

The entire sigma array from intermediate result, last value is sigma_v.

phindarray

The entire phi array from intermediate result, last column contains autoregressive coefficients for AR(nlags).

Methods

count(value, /)	Return number of occurrences of value.
index(value[, start, stop])	Return first index of value.

Methods

count(value, /)	Return number of occurrences of value.
index(value[, start, stop])	Return first index of value.

Properties

arcoefs	Alias for field number 1
pacf	Alias for field number 2
phi	Alias for field number 4
sigma	Alias for field number 3
sigma_v	Alias for field number 0