open:ar

AR

# Python requires us to specify the zero-lag value which is 1
# Also note that the alphas for the AR model must be negated
# We also set the betas for the MA equal to 0 for an AR(p) model
# For more information see the exampels at statsmodels.org

https://www.statsmodels.org/stable/index.html


  • open/ar.txt
  • 마지막으로 수정됨: 2020/08/06 08:33
  • 저자 127.0.0.1