statsmodels / 0.9.0 / generated / statsmodels.tsa.arima_model.arima.loglike_css.html /

statsmodels.tsa.arima_model.ARIMA.loglike_css

ARIMA.loglike_css(params, set_sigma2=True)

Conditional Sum of Squares likelihood function.

© 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_css.html