statsmodels.tsa.arima_model.ARIMA.loglike
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ARIMA.loglike(params, set_sigma2=True) -
Compute the log-likelihood for ARMA(p,q) model
Notes
Likelihood used depends on the method set in fit
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_model.ARIMA.loglike.html
