statsmodels.tsa.arima_model.ARIMA.geterrors

ARIMA.geterrors(params)

Get the errors of the ARMA process.

Parameters:
  • params (array-like) – The fitted ARMA parameters
  • order (array-like) – 3 item iterable, with the number of AR, MA, and exogenous parameters, including the trend

© 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.arima_model.ARIMA.geterrors.html