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:¶

x : array_like¶

The data to be whitened.

Returns:¶

The whitened data.

Return type:¶

ndarray