Beispiel #1
0
 def loglike_kalman(self, params):
     """
     Compute exact loglikelihood for ARMA(p,q) model using the Kalman Filter.
     """
     return KalmanFilter.loglike(params, self)
Beispiel #2
0
 def loglike_kalman(self, params):
     """
     Compute exact loglikelihood for ARMA(p,q) model using the Kalman Filter.
     """
     return KalmanFilter.loglike(params, self)