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
  • Last modified: 2024/10/05 06:15
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