statsmodels / 0.9.0 / generated / statsmodels.tsa.vector_ar.vecm.vecmresults.llf.html /

statsmodels.tsa.vector_ar.vecm.VECMResults.llf

VECMResults.llf() [source]

Compute the VECM’s loglikelihood.

© 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.vector_ar.vecm.VECMResults.llf.html