statsmodels.tsa.arima_model.ARIMAResults¶
-
class
statsmodels.tsa.arima_model.
ARIMAResults
(model, params, normalized_cov_params=None, scale=1.0)[source]¶ Attributes
use_t
Flag indicating to use the Student’s distribution in inference. Methods
conf_int
([alpha, cols])Construct confidence interval for the fitted parameters. cov_params
([r_matrix, column, scale, cov_p, …])Compute the variance/covariance matrix. f_test
(r_matrix[, cov_p, scale, invcov])Compute the F-test for a joint linear hypothesis. forecast
([steps, exog, alpha])Out-of-sample forecasts initialize
(model, params, **kwargs)Initialize (possibly re-initialize) a Results instance. load
(fname)Load a pickled results instance normalized_cov_params
()See specific model class docstring plot_predict
([start, end, exog, dynamic, …])Plot forecasts predict
([start, end, exog, typ, dynamic])ARIMA model in-sample and out-of-sample prediction remove_data
()Remove data arrays, all nobs arrays from result and model. save
(fname[, remove_data])Save a pickle of this instance. summary
([alpha])Summarize the Model summary2
([title, alpha, float_format])Experimental summary function for ARIMA Results t_test
(r_matrix[, cov_p, scale, use_t])Compute a t-test for a each linear hypothesis of the form Rb = q. t_test_pairwise
(term_name[, method, alpha, …])Perform pairwise t_test with multiple testing corrected p-values. wald_test
(r_matrix[, cov_p, scale, invcov, …])Compute a Wald-test for a joint linear hypothesis. wald_test_terms
([skip_single, …])Compute a sequence of Wald tests for terms over multiple columns. Methods
conf_int
([alpha, cols])Construct confidence interval for the fitted parameters. cov_params
([r_matrix, column, scale, cov_p, …])Compute the variance/covariance matrix. f_test
(r_matrix[, cov_p, scale, invcov])Compute the F-test for a joint linear hypothesis. forecast
([steps, exog, alpha])Out-of-sample forecasts initialize
(model, params, **kwargs)Initialize (possibly re-initialize) a Results instance. load
(fname)Load a pickled results instance normalized_cov_params
()See specific model class docstring plot_predict
([start, end, exog, dynamic, …])Plot forecasts predict
([start, end, exog, typ, dynamic])ARIMA model in-sample and out-of-sample prediction remove_data
()Remove data arrays, all nobs arrays from result and model. save
(fname[, remove_data])Save a pickle of this instance. summary
([alpha])Summarize the Model summary2
([title, alpha, float_format])Experimental summary function for ARIMA Results t_test
(r_matrix[, cov_p, scale, use_t])Compute a t-test for a each linear hypothesis of the form Rb = q. t_test_pairwise
(term_name[, method, alpha, …])Perform pairwise t_test with multiple testing corrected p-values. wald_test
(r_matrix[, cov_p, scale, invcov, …])Compute a Wald-test for a joint linear hypothesis. wald_test_terms
([skip_single, …])Compute a sequence of Wald tests for terms over multiple columns. Properties
aic
arfreq
Returns the frequency of the AR roots. arparams
arroots
bic
bse
cov_params_default
fittedvalues
hqic
llf
mafreq
Returns the frequency of the MA roots. maparams
maroots
pvalues
The two-tailed p values for the t-stats of the params. resid
tvalues
Return the t-statistic for a given parameter estimate. use_t
Flag indicating to use the Student’s distribution in inference.