If exogenous variables are given, then the model that is fit is
ϕ(L)(y(t)−X(t)β)=θ(L)ϵ(t)
where ϕ and θ are polynomials in the lag operator,
L. This is the regression model with ARMA errors, or ARMAX model. This
specification is used, whether or not the model is fit using
conditional sum of square or maximum-likelihood, using the method
argument in statsmodels.tsa.arima_model.ARIMA.fit. Therefore, for now,
css and mle refer to estimation methods only. This may change for the
case of the css model in future versions.
您可以查看以下文档:
https://www.statsmodels.org/dev/generated/statsmodels.tsa.arima_model.ARIMA.html
它显示了使用的公式:
如果你点击“源代码”,你可以看到源代码。你知道吗
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