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cultivars.univariate
cultivars.univariate.autoregression
AR
AR.endog
AR.method
AR.order
AR.trend
AR.fit
ARResult
ARResult.endog
ARResult.fittedvalues
ARResult.resid
ARResult.llf
ARResult.nobs
ARResult.n_params
ARResult.order
ARResult.trend
ARResult.method
ARResult.const
ARResult.trend_coeff
ARResult.ar_params
ARResult.sigma2
ARResult.information_criteria
ARResult.is_stationary
ARResult.params
ARResult.stability
ARResult.compare
ARResult.likelihood_ratio_test
ARResult.simulate
ARResult.summary
ARResult.to_dict
ARResult.to_pandas
ARResult.to_polars
cultivars.univariate.box_jenkins
ARIMA
ARIMA.endog
ARIMA.exog
ARIMA.order
ARIMA.seasonal_order
ARIMA.trend
ARIMA.fit
ARIMAX
ARIMAX.endog
ARIMAX.exog
ARIMAX.order
ARIMAX.seasonal_order
ARIMAX.trend
ARIMAX.fit
ARMA
ARMA.endog
ARMA.exog
ARMA.order
ARMA.seasonal_order
ARMA.trend
ARMA.fit
SARIMA
SARIMA.endog
SARIMA.exog
SARIMA.order
SARIMA.seasonal_order
SARIMA.trend
SARIMA.fit
SARIMAX
SARIMAX.endog
SARIMAX.exog
SARIMAX.order
SARIMAX.seasonal_order
SARIMAX.trend
SARIMAX.fit
ARMAResult
ARMAResult.endog
ARMAResult.fittedvalues
ARMAResult.resid
ARMAResult.llf
ARMAResult.nobs
ARMAResult.n_params
ARMAResult.order
ARMAResult.seasonal_order
ARMAResult.trend
ARMAResult.k_exog
ARMAResult.ar_params
ARMAResult.ma_params
ARMAResult.seasonal_ar_params
ARMAResult.seasonal_ma_params
ARMAResult.beta
ARMAResult.sigma2
ARMAResult.information_criteria
ARMAResult.invertibility
ARMAResult.is_invertible
ARMAResult.is_stationary
ARMAResult.params
ARMAResult.seasonal_period
ARMAResult.stability
ARMAResult.compare
ARMAResult.likelihood_ratio_test
ARMAResult.simulate
ARMAResult.summary
ARMAResult.to_dict
ARMAResult.to_pandas
ARMAResult.to_polars
cultivars.univariate.conditional_variance
ARGARCH
ARGARCH.ar_lags
ARGARCH.endog
ARGARCH.has_constant_mean
ARGARCH.ma_lags
ARGARCH.mean_order
ARGARCH.order
ARGARCH.vol
ARGARCH.fit
ARMAEGARCH
ARMAEGARCH.ar_lags
ARMAEGARCH.endog
ARMAEGARCH.has_constant_mean
ARMAEGARCH.ma_lags
ARMAEGARCH.mean_order
ARMAEGARCH.order
ARMAEGARCH.vol
ARMAEGARCH.fit
ARMAFIGARCH
ARMAFIGARCH.ar_lags
ARMAFIGARCH.endog
ARMAFIGARCH.has_constant_mean
ARMAFIGARCH.ma_lags
ARMAFIGARCH.mean_order
ARMAFIGARCH.truncation
ARMAFIGARCH.fit
ARMAGARCH
ARMAGARCH.ar_lags
ARMAGARCH.endog
ARMAGARCH.has_constant_mean
ARMAGARCH.ma_lags
ARMAGARCH.mean_order
ARMAGARCH.order
ARMAGARCH.vol
ARMAGARCH.fit
ARMAGJR
ARMAGJR.ar_lags
ARMAGJR.endog
ARMAGJR.has_constant_mean
ARMAGJR.ma_lags
ARMAGJR.mean_order
ARMAGJR.order
ARMAGJR.vol
ARMAGJR.fit
EGARCH
EGARCH.ar_lags
EGARCH.endog
EGARCH.has_constant_mean
EGARCH.ma_lags
EGARCH.mean_order
EGARCH.order
EGARCH.vol
EGARCH.fit
FIGARCH
FIGARCH.ar_lags
FIGARCH.endog
FIGARCH.has_constant_mean
FIGARCH.ma_lags
FIGARCH.mean_order
FIGARCH.truncation
FIGARCH.fit
GARCH
GARCH.ar_lags
GARCH.endog
GARCH.has_constant_mean
GARCH.ma_lags
GARCH.mean_order
GARCH.order
GARCH.vol
GARCH.fit
GJR
GJR.ar_lags
GJR.endog
GJR.has_constant_mean
GJR.ma_lags
GJR.mean_order
GJR.order
GJR.vol
GJR.fit
ARMAFIGARCHResult
ARMAFIGARCHResult.mean_order
ARMAFIGARCHResult.ar_params
ARMAFIGARCHResult.ma_params
ARMAFIGARCHResult.beta
ARMAFIGARCHResult.conditional_variance
ARMAFIGARCHResult.conditional_volatility
ARMAFIGARCHResult.const
ARMAFIGARCHResult.d
ARMAFIGARCHResult.endog
ARMAFIGARCHResult.fittedvalues
ARMAFIGARCHResult.half_life
ARMAFIGARCHResult.has_long_memory
ARMAFIGARCHResult.information_criteria
ARMAFIGARCHResult.invertibility
ARMAFIGARCHResult.is_covariance_stationary
ARMAFIGARCHResult.is_invertible
ARMAFIGARCHResult.is_stationary
ARMAFIGARCHResult.is_structurally_constrained
ARMAFIGARCHResult.llf
ARMAFIGARCHResult.mean
ARMAFIGARCHResult.n_params
ARMAFIGARCHResult.nobs
ARMAFIGARCHResult.omega
ARMAFIGARCHResult.params
ARMAFIGARCHResult.persistence
ARMAFIGARCHResult.phi
ARMAFIGARCHResult.resid
ARMAFIGARCHResult.stability
ARMAFIGARCHResult.standardized_resid
ARMAFIGARCHResult.truncation
ARMAFIGARCHResult.compare
ARMAFIGARCHResult.likelihood_ratio_test
ARMAFIGARCHResult.simulate
ARMAFIGARCHResult.summary
ARMAFIGARCHResult.to_dict
ARMAFIGARCHResult.to_pandas
ARMAFIGARCHResult.to_polars
ARMAGARCHResult
ARMAGARCHResult.mean_order
ARMAGARCHResult.ma_params
ARMAGARCHResult.alpha
ARMAGARCHResult.ar_params
ARMAGARCHResult.beta
ARMAGARCHResult.conditional_variance
ARMAGARCHResult.conditional_volatility
ARMAGARCHResult.const
ARMAGARCHResult.endog
ARMAGARCHResult.fittedvalues
ARMAGARCHResult.gamma
ARMAGARCHResult.half_life
ARMAGARCHResult.has_leverage
ARMAGARCHResult.information_criteria
ARMAGARCHResult.invertibility
ARMAGARCHResult.is_covariance_stationary
ARMAGARCHResult.is_invertible
ARMAGARCHResult.is_stationary
ARMAGARCHResult.is_structurally_constrained
ARMAGARCHResult.llf
ARMAGARCHResult.mean
ARMAGARCHResult.n_params
ARMAGARCHResult.nobs
ARMAGARCHResult.omega
ARMAGARCHResult.order
ARMAGARCHResult.params
ARMAGARCHResult.persistence
ARMAGARCHResult.resid
ARMAGARCHResult.stability
ARMAGARCHResult.standardized_resid
ARMAGARCHResult.unconditional_variance
ARMAGARCHResult.vol
ARMAGARCHResult.compare
ARMAGARCHResult.likelihood_ratio_test
ARMAGARCHResult.simulate
ARMAGARCHResult.summary
ARMAGARCHResult.to_dict
ARMAGARCHResult.to_pandas
ARMAGARCHResult.to_polars
FIGARCHResult
FIGARCHResult.truncation
FIGARCHResult.phi
FIGARCHResult.d
FIGARCHResult.beta
FIGARCHResult.conditional_variance
FIGARCHResult.conditional_volatility
FIGARCHResult.const
FIGARCHResult.endog
FIGARCHResult.fittedvalues
FIGARCHResult.half_life
FIGARCHResult.has_long_memory
FIGARCHResult.information_criteria
FIGARCHResult.is_covariance_stationary
FIGARCHResult.llf
FIGARCHResult.mean
FIGARCHResult.n_params
FIGARCHResult.nobs
FIGARCHResult.omega
FIGARCHResult.params
FIGARCHResult.persistence
FIGARCHResult.resid
FIGARCHResult.standardized_resid
FIGARCHResult.compare
FIGARCHResult.likelihood_ratio_test
FIGARCHResult.simulate
FIGARCHResult.summary
FIGARCHResult.to_dict
FIGARCHResult.to_pandas
FIGARCHResult.to_polars
GARCHResult
GARCHResult.vol
GARCHResult.ar_params
GARCHResult.alpha
GARCHResult.gamma
GARCHResult.beta
GARCHResult.conditional_variance
GARCHResult.conditional_volatility
GARCHResult.const
GARCHResult.endog
GARCHResult.fittedvalues
GARCHResult.half_life
GARCHResult.has_leverage
GARCHResult.information_criteria
GARCHResult.is_covariance_stationary
GARCHResult.llf
GARCHResult.mean
GARCHResult.n_params
GARCHResult.nobs
GARCHResult.omega
GARCHResult.order
GARCHResult.params
GARCHResult.persistence
GARCHResult.resid
GARCHResult.standardized_resid
GARCHResult.unconditional_variance
GARCHResult.compare
GARCHResult.likelihood_ratio_test
GARCHResult.simulate
GARCHResult.summary
GARCHResult.to_dict
GARCHResult.to_pandas
GARCHResult.to_polars
cultivars.univariate.fractional_integration
ARFIMA
ARFIMA.endog
ARFIMA.order
ARFIMA.truncation
ARFIMA.fit
ARFIMAResult
ARFIMAResult.endog
ARFIMAResult.fittedvalues
ARFIMAResult.resid
ARFIMAResult.llf
ARFIMAResult.nobs
ARFIMAResult.n_params
ARFIMAResult.order
ARFIMAResult.truncation
ARFIMAResult.d
ARFIMAResult.mean
ARFIMAResult.ar_params
ARFIMAResult.ma_params
ARFIMAResult.sigma2
ARFIMAResult.has_long_memory
ARFIMAResult.information_criteria
ARFIMAResult.invertibility
ARFIMAResult.is_invertible
ARFIMAResult.is_mean_reverting
ARFIMAResult.is_stationary
ARFIMAResult.params
ARFIMAResult.stability
ARFIMAResult.compare
ARFIMAResult.likelihood_ratio_test
ARFIMAResult.summary
ARFIMAResult.to_dict
ARFIMAResult.to_pandas
ARFIMAResult.to_polars
cultivars.univariate.mean_function
ARNN
ARNN.endog
ARNN.engine
ARNN.order
ARNN.fit
TARNN
TARNN.delay
TARNN.endog
TARNN.engine
TARNN.order
TARNN.self_exciting
TARNN.fit
ARNNResult
ARNNResult.predictor
ARNNResult.endog
ARNNResult.engine
ARNNResult.engine_config
ARNNResult.fittedvalues
ARNNResult.information_criteria
ARNNResult.llf
ARNNResult.n_learner_parameters
ARNNResult.n_params
ARNNResult.nobs
ARNNResult.order
ARNNResult.parameters_per_observation
ARNNResult.r_squared
ARNNResult.resid
ARNNResult.sigma2
ARNNResult.ssr
ARNNResult.compare
ARNNResult.likelihood_ratio_test
ARNNResult.nonlinear_state_space
ARNNResult.predict
ARNNResult.summary
ARNNResult.to_dict
ARNNResult.to_pandas
ARNNResult.to_polars
MeanFunctionEngine
MeanFunctionEngine.fit
TARNNResult
TARNNResult.delay
TARNNResult.threshold
TARNNResult.threshold_values
TARNNResult.self_exciting
TARNNResult.lower_predictor
TARNNResult.upper_predictor
TARNNResult.n_lower
TARNNResult.n_upper
TARNNResult.endog
TARNNResult.engine
TARNNResult.engine_config
TARNNResult.fittedvalues
TARNNResult.information_criteria
TARNNResult.llf
TARNNResult.n_learner_parameters
TARNNResult.n_params
TARNNResult.nobs
TARNNResult.order
TARNNResult.parameters_per_observation
TARNNResult.r_squared
TARNNResult.regime_weight
TARNNResult.resid
TARNNResult.sigma2
TARNNResult.ssr
TARNNResult.upper_fraction
TARNNResult.compare
TARNNResult.likelihood_ratio_test
TARNNResult.nonlinear_state_space
TARNNResult.predict
TARNNResult.summary
TARNNResult.to_dict
TARNNResult.to_pandas
TARNNResult.to_polars
cultivars.univariate.regime_switching
MarkovSwitchingAR
MarkovSwitchingAR.endog
MarkovSwitchingAR.n_regimes
MarkovSwitchingAR.order
MarkovSwitchingAR.fit
MarkovSwitchingAR.initial_transition
MarkovSwitchingAR.update_coefficients
MarkovSwitchingAR.update_transition
MarkovSwitchingAR.update_variance
MarkovSwitchingARResult
MarkovSwitchingARResult.endog
MarkovSwitchingARResult.fittedvalues
MarkovSwitchingARResult.resid
MarkovSwitchingARResult.llf
MarkovSwitchingARResult.nobs
MarkovSwitchingARResult.n_params
MarkovSwitchingARResult.order
MarkovSwitchingARResult.n_regimes
MarkovSwitchingARResult.switching_mean
MarkovSwitchingARResult.switching_ar
MarkovSwitchingARResult.switching_variance
MarkovSwitchingARResult.transition
MarkovSwitchingARResult.intercepts
MarkovSwitchingARResult.ar_params
MarkovSwitchingARResult.variances
MarkovSwitchingARResult.filtered_prob
MarkovSwitchingARResult.predicted_prob
MarkovSwitchingARResult.smoothed_prob
MarkovSwitchingARResult.ergodic_prob
MarkovSwitchingARResult.expected_durations
MarkovSwitchingARResult.n_iter
MarkovSwitchingARResult.converged
MarkovSwitchingARResult.information_criteria
MarkovSwitchingARResult.is_regimewise_stationary
MarkovSwitchingARResult.label_ordering
MarkovSwitchingARResult.most_likely_regime
MarkovSwitchingARResult.params
MarkovSwitchingARResult.regime_shares
MarkovSwitchingARResult.regime_uncertainty
MarkovSwitchingARResult.specification
MarkovSwitchingARResult.state_space
MarkovSwitchingARResult.unconditional_mean
MarkovSwitchingARResult.compare
MarkovSwitchingARResult.likelihood_ratio_test
MarkovSwitchingARResult.probabilities
MarkovSwitchingARResult.regime_stability
MarkovSwitchingARResult.regime_table
MarkovSwitchingARResult.simulate
MarkovSwitchingARResult.simulate_regimes
MarkovSwitchingARResult.summary
MarkovSwitchingARResult.to_dict
MarkovSwitchingARResult.to_pandas
MarkovSwitchingARResult.to_polars
MarkovSwitchingARResult.transition_table
cultivars.univariate.smooth_transition
ESTAR
ESTAR.delay
ESTAR.endog
ESTAR.order
ESTAR.transition
ESTAR.fit
LSTAR
LSTAR.delay
LSTAR.endog
LSTAR.order
LSTAR.transition
LSTAR.fit
STARResult
STARResult.transition
STARResult.gamma
STARResult.transition_scale
STARResult.delay
STARResult.endog
STARResult.fittedvalues
STARResult.information_criteria
STARResult.is_effectively_abrupt
STARResult.is_regimewise_stationary
STARResult.llf
STARResult.lower_params
STARResult.lower_stability
STARResult.n_params
STARResult.nobs
STARResult.order
STARResult.params
STARResult.regime_weight
STARResult.resid
STARResult.sigma2
STARResult.ssr
STARResult.threshold
STARResult.threshold_values
STARResult.upper_fraction
STARResult.upper_params
STARResult.upper_stability
STARResult.compare
STARResult.likelihood_ratio_test
STARResult.nonlinear_state_space
STARResult.simulate
STARResult.summary
STARResult.to_dict
STARResult.to_pandas
STARResult.to_polars
cultivars.univariate.stochastic_volatility
SV
SV.endog
SV.heavy_tailed
SV.leveraged
SV.mean_spec
SV.observed
SV.fit
SV.prior_replications
SV.sample
UCSV
UCSV.endog
UCSV.gamma
UCSV.fit
SVPosterior
SVPosterior.endog
SVPosterior.mean_spec
SVPosterior.method
SVPosterior.mu_draws
SVPosterior.phi_draws
SVPosterior.sigma2_draws
SVPosterior.mean_draws
SVPosterior.h_draws
SVPosterior.nu_draws
SVPosterior.rho_draws
SVPosterior.loglik_draws
SVPosterior.acceptance_rate
SVPosterior.nobs
SVPosterior.n_draws
SVPosterior.n_burn
SVPosterior.thin
SVPosterior.log_variance
SVPosterior.n_kept
SVPosterior.observed
SVPosterior.params
SVPosterior.state_space
SVPosterior.volatility
SVPosterior.fittedvalues
SVPosterior.resid
SVPosterior.convergence
SVPosterior.posterior_replications
SVPosterior.simulate
SVPosterior.summary
SVPosterior.to_dict
SVPosterior.to_pandas
SVPosterior.to_polars
SVPosterior.volatility_quantiles
SVResult
SVResult.endog
SVResult.mean_spec
SVResult.mean
SVResult.mu
SVResult.phi
SVResult.sigma2
SVResult.nu
SVResult.rho
SVResult.llf
SVResult.method
SVResult.nobs
SVResult.n_params
SVResult.log_variance
SVResult.log_variance_std
SVResult.half_life
SVResult.information_criteria
SVResult.quasi_state_space
SVResult.state_space
SVResult.unconditional_variance
SVResult.volatility
SVResult.fittedvalues
SVResult.resid
SVResult.compare
SVResult.forecast_variance
SVResult.likelihood_ratio_test
SVResult.simulate
SVResult.summary
SVResult.to_dict
SVResult.to_pandas
SVResult.to_polars
SVResult.volatility_bands
UCSVPosterior
UCSVPosterior.endog
UCSVPosterior.gamma_fixed
UCSVPosterior.trend_draws
UCSVPosterior.h_draws
UCSVPosterior.q_draws
UCSVPosterior.gamma2_irregular_draws
UCSVPosterior.gamma2_trend_draws
UCSVPosterior.nobs
UCSVPosterior.n_draws
UCSVPosterior.n_burn
UCSVPosterior.thin
UCSVPosterior.gap
UCSVPosterior.irregular_volatility
UCSVPosterior.n_kept
UCSVPosterior.params
UCSVPosterior.state_space
UCSVPosterior.trend
UCSVPosterior.trend_volatility
UCSVPosterior.fittedvalues
UCSVPosterior.resid
UCSVPosterior.convergence
UCSVPosterior.forecast
UCSVPosterior.summary
UCSVPosterior.to_dict
UCSVPosterior.to_pandas
UCSVPosterior.to_polars
UCSVPosterior.trend_quantiles
cultivars.univariate.threshold
SETAR
SETAR.delay
SETAR.endog
SETAR.order
SETAR.self_exciting
SETAR.fit
TAR
TAR.delay
TAR.endog
TAR.order
TAR.self_exciting
TAR.fit
SETARResult
SETARResult.self_exciting
SETARResult.n_lower
SETARResult.n_upper
SETARResult.searched_delay
SETARResult.delay
SETARResult.endog
SETARResult.fittedvalues
SETARResult.information_criteria
SETARResult.is_regimewise_stationary
SETARResult.llf
SETARResult.lower_params
SETARResult.lower_stability
SETARResult.n_params
SETARResult.nobs
SETARResult.order
SETARResult.params
SETARResult.regime_weight
SETARResult.resid
SETARResult.sigma2
SETARResult.ssr
SETARResult.threshold
SETARResult.threshold_values
SETARResult.upper_fraction
SETARResult.upper_params
SETARResult.upper_stability
SETARResult.compare
SETARResult.likelihood_ratio_test
SETARResult.nonlinear_state_space
SETARResult.simulate
SETARResult.summary
SETARResult.to_dict
SETARResult.to_pandas
SETARResult.to_polars
cultivars.univariate.unobserved_components
UnobservedComponents
UnobservedComponents.cycle
UnobservedComponents.endog
UnobservedComponents.seasonal
UnobservedComponents.trend
UnobservedComponents.fit
UnobservedComponentsResult
UnobservedComponentsResult.endog
UnobservedComponentsResult.trend
UnobservedComponentsResult.has_cycle
UnobservedComponentsResult.seasonal_period
UnobservedComponentsResult.sigma2_irregular
UnobservedComponentsResult.sigma2_level
UnobservedComponentsResult.sigma2_slope
UnobservedComponentsResult.cycle_rho
UnobservedComponentsResult.cycle_freq
UnobservedComponentsResult.sigma2_cycle
UnobservedComponentsResult.sigma2_seasonal
UnobservedComponentsResult.llf
UnobservedComponentsResult.nobs
UnobservedComponentsResult.n_params
UnobservedComponentsResult.cycle
UnobservedComponentsResult.cycle_period
UnobservedComponentsResult.information_criteria
UnobservedComponentsResult.irregular
UnobservedComponentsResult.level
UnobservedComponentsResult.level_std
UnobservedComponentsResult.seasonal
UnobservedComponentsResult.signal
UnobservedComponentsResult.slope
UnobservedComponentsResult.state_space
UnobservedComponentsResult.fittedvalues
UnobservedComponentsResult.resid
UnobservedComponentsResult.compare
UnobservedComponentsResult.forecast
UnobservedComponentsResult.likelihood_ratio_test
UnobservedComponentsResult.simulate
UnobservedComponentsResult.summary
UnobservedComponentsResult.to_dict
UnobservedComponentsResult.to_pandas
UnobservedComponentsResult.to_polars
cultivars.multivariate
cultivars.multivariate.large_dim
cultivars.multivariate.large_dim.bayesian
BVAR
BVARResult
cultivars.multivariate.large_dim.dynamic_factor
DFM
DFMResult
cultivars.multivariate.large_dim.factor_augmented
FAVAR
FAVARResult
cultivars.multivariate.large_dim.factor_volatility
FactorSV
FactorSVResult
cultivars.multivariate.large_dim.gibbs
GibbsBVAR
GibbsBVARResult
cultivars.multivariate.large_dim.graphical
GraphicalVAR
GraphicalVARResult
cultivars.multivariate.large_dim.hierarchical
HierarchicalBVAR
HierarchicalBVARResult
cultivars.multivariate.large_dim.sparse
SparseVAR
SparseVARResult
cultivars.multivariate.large_dim.spillover
Spillover
SpilloverResult
cultivars.multivariate.large_dim.student
StudentBVAR
StudentBVARResult
cultivars.multivariate.large_dim.volatility
BVARSV
BVARSVResult
cultivars.multivariate.nonlinear
cultivars.multivariate.nonlinear.functional_coefficient
FunctionalCoefficientVAR
FunctionalCoefficientVARResult
cultivars.multivariate.nonlinear.quantile
QVAR
QVARResult
cultivars.multivariate.nonlinear.smooth_transition
STVAR
STVARResult
cultivars.multivariate.nonlinear.threshold
TVAR
TVARResult
cultivars.multivariate.nonlinear.time_varying
TVPSVAR
TVPVAR
TVPVARSV
TVPSVARResult
TVPVARResult
TVPVARSVResult
cultivars.multivariate.reduced_form
cultivars.multivariate.reduced_form.closed_global
GVAR
GVARResult
cultivars.multivariate.reduced_form.error_correction
VECM
VECMX
VECMResult
VECMXResult
cultivars.multivariate.reduced_form.functional
FunctionalVAR
FunctionalVARResult
cultivars.multivariate.reduced_form.mixed_frequency
MFVAR
MIDASVAR
MFVARResult
MIDASVARResult
cultivars.multivariate.reduced_form.moving_average
VARMA
VARMAResult
cultivars.multivariate.reduced_form.panel
PanelVAR
PanelVARResult
cultivars.multivariate.reduced_form.term_structure
DynamicNelsonSiegel
DynamicNelsonSiegelResult
TimeVaryingNelsonSiegel
TimeVaryingNelsonSiegelResult
cultivars.multivariate.reduced_form.vector_autoregression
VAR
VARX
CoefficientInference
ConditionalLevels
VARResult
VARXResult
cultivars.multivariate.regime_switching
cultivars.multivariate.regime_switching.markov_switching
MarkovSwitchingDFM
MarkovSwitchingDFMResult
MarkovSwitchingSVAR
MarkovSwitchingSVARResult
MarkovSwitchingVAR
MarkovSwitchingVARResult
RegimeSystemResult
cultivars.multivariate.structural
cultivars.multivariate.structural.external_instruments
ProxySVAR
cultivars.multivariate.structural.factor_augmented
FactorAugmentedSVAR
FactorAugmentedSVARResult
cultivars.multivariate.structural.heteroskedacity
HeteroskedasticSVAR
cultivars.multivariate.structural.non_gaussian
NonGaussianSVAR
cultivars.multivariate.structural.perturbation
PerturbationDSGE
PerturbationDSGEPosterior
PerturbationDSGEResult
PerturbationDSGESolution
PerturbationModelSpecification
cultivars.multivariate.structural.set_identification
SetIdentifiedSVAR
SetIdentifiedSVARResult
cultivars.multivariate.structural.sign_restrictions
NarrativeSignRestrictedSVAR
SignRestrictedSVAR
SignRestrictedSVARResult
cultivars.multivariate.structural.stochastic_volatility
LongMemorySV
LongMemorySVResult
StochasticVolatilitySVAR
StochasticVolatilitySVARResult
cultivars.multivariate.structural.zero_restrictions
LongRunSVAR
MixedSVAR
RecursiveSVAR
SVARResult
ShortRunSVAR
cultivars.state_space
cultivars.state_space.linear_gaussian
DurbinKoopmanSmootherResult
DurbinKoopmanSmootherResult.smoothed_state
DurbinKoopmanSmootherResult.smoothed_state_cov
KalmanFilterResult
KalmanFilterResult.predicted_state
KalmanFilterResult.predicted_state_cov
KalmanFilterResult.filtered_state
KalmanFilterResult.filtered_state_cov
KalmanFilterResult.loglikelihood
KalmanFilterResult.loglikelihood_contributions
LinearGaussianSSM
LinearGaussianSSM.k_endog
LinearGaussianSSM.k_posdef
LinearGaussianSSM.k_states
LinearGaussianSSM.filter
LinearGaussianSSM.loglikelihood
LinearGaussianSSM.mixed_frequency_state_space
LinearGaussianSSM.simulate
LinearGaussianSSM.simulation_smoother
LinearGaussianSSM.smooth
LinearGaussianSSM.stationary_covariance
cultivars.state_space.nonlinear
NonlinearSSM
NonlinearSSM.is_additive_gaussian
NonlinearSSM.k_endog
NonlinearSSM.k_states
NonlinearSSM.extended_filter
NonlinearSSM.extended_smoother
NonlinearSSM.particle_filter
NonlinearSSM.particle_smoother
NonlinearSSM.unscented_filter
NonlinearSSM.unscented_smoother
ParticleFilterResult
ParticleFilterResult.filtered_state
ParticleFilterResult.filtered_state_std
ParticleFilterResult.effective_sample_size
ParticleFilterResult.n_particles
ParticleFilterResult.method
ParticleFilterResult.loglikelihood
ParticleFilterResult.loglikelihood_contributions
ParticleSmootherResult
ParticleSmootherResult.smoothed_state
ParticleSmootherResult.smoothed_state_std
ParticleSmootherResult.n_particles
RtsSmootherResult
RtsSmootherResult.smoothed_state
RtsSmootherResult.smoothed_state_cov
RtsSmootherResult.method
cultivars.state_space.regime_switching
HamiltonFilterResult
HamiltonFilterResult.filtered_prob
HamiltonFilterResult.predicted_prob
HamiltonFilterResult.loglikelihood
HamiltonFilterResult.loglikelihood_contributions
KimFilterResult
KimFilterResult.filtered_prob
KimFilterResult.predicted_prob
KimFilterResult.filtered_state
KimFilterResult.filtered_state_cov
KimFilterResult.regime_state
KimFilterResult.loglikelihood
KimFilterResult.loglikelihood_contributions
KimSmootherResult
KimSmootherResult.smoothed_prob
KimSmootherResult.smoothed_joint_prob
MarkovSwitchingSSM
MarkovSwitchingSSM.ar_params
MarkovSwitchingSSM.initial_prob
MarkovSwitchingSSM.intercepts
MarkovSwitchingSSM.k_endog
MarkovSwitchingSSM.k_states
MarkovSwitchingSSM.n_regimes
MarkovSwitchingSSM.order
MarkovSwitchingSSM.transition
MarkovSwitchingSSM.variances
MarkovSwitchingSSM.conditional_means
MarkovSwitchingSSM.density_matrix
MarkovSwitchingSSM.effective_sample
MarkovSwitchingSSM.filter
MarkovSwitchingSSM.filter_densities
MarkovSwitchingSSM.log_densities
MarkovSwitchingSSM.loglikelihood
MarkovSwitchingSSM.smooth
MarkovSwitchingSSM.smooth_densities
RegimeSwitchingLinearSSM
RegimeSwitchingLinearSSM.k_endog
RegimeSwitchingLinearSSM.k_regimes
RegimeSwitchingLinearSSM.k_states
RegimeSwitchingLinearSSM.regime_transition
RegimeSwitchingLinearSSM.filter
RegimeSwitchingLinearSSM.loglikelihood
RegimeSwitchingLinearSSM.smooth
cultivars.data
cultivars.data.economic
economic.FredAPI
economic.FredAPI.get_category
economic.FredAPI.get_category_children
economic.FredAPI.get_category_related
economic.FredAPI.get_category_related_tags
economic.FredAPI.get_category_series
economic.FredAPI.get_category_tags
economic.FredAPI.get_related_tags
economic.FredAPI.get_release
economic.FredAPI.get_release_dates
economic.FredAPI.get_release_related_tags
economic.FredAPI.get_release_series
economic.FredAPI.get_release_sources
economic.FredAPI.get_release_tables
economic.FredAPI.get_release_tags
economic.FredAPI.get_releases
economic.FredAPI.get_releases_dates
economic.FredAPI.get_series
economic.FredAPI.get_series_categories
economic.FredAPI.get_series_observations
economic.FredAPI.get_series_release
economic.FredAPI.get_series_search
economic.FredAPI.get_series_search_related_tags
economic.FredAPI.get_series_search_tags
economic.FredAPI.get_series_tags
economic.FredAPI.get_series_updates
economic.FredAPI.get_series_vintagedates
economic.FredAPI.get_source
economic.FredAPI.get_source_releases
economic.FredAPI.get_sources
economic.FredAPI.get_tags
economic.FredAPI.get_tags_series
economic.AsyncAPI
economic.AsyncAPI.get_category
economic.AsyncAPI.get_category_children
economic.AsyncAPI.get_category_related
economic.AsyncAPI.get_category_related_tags
economic.AsyncAPI.get_category_series
economic.AsyncAPI.get_category_tags
economic.AsyncAPI.get_related_tags
economic.AsyncAPI.get_release
economic.AsyncAPI.get_release_dates
economic.AsyncAPI.get_release_related_tags
economic.AsyncAPI.get_release_series
economic.AsyncAPI.get_release_sources
economic.AsyncAPI.get_release_tables
economic.AsyncAPI.get_release_tags
economic.AsyncAPI.get_releases
economic.AsyncAPI.get_releases_dates
economic.AsyncAPI.get_series
economic.AsyncAPI.get_series_categories
economic.AsyncAPI.get_series_observations
economic.AsyncAPI.get_series_release
economic.AsyncAPI.get_series_search
economic.AsyncAPI.get_series_search_related_tags
economic.AsyncAPI.get_series_search_tags
economic.AsyncAPI.get_series_tags
economic.AsyncAPI.get_series_updates
economic.AsyncAPI.get_series_vintagedates
economic.AsyncAPI.get_source
economic.AsyncAPI.get_source_releases
economic.AsyncAPI.get_sources
economic.AsyncAPI.get_tags
economic.AsyncAPI.get_tags_series
economic.AsyncMapsAPI
economic.AsyncMapsAPI.get_regional_data
economic.AsyncMapsAPI.get_series_data
economic.AsyncMapsAPI.get_series_group
economic.AsyncMapsAPI.get_shape_files
economic.MapsAPI
economic.MapsAPI.get_regional_data
economic.MapsAPI.get_series_data
economic.MapsAPI.get_series_group
economic.MapsAPI.get_shape_files
economic.FredHelpers
economic.FredHelpers.datestring_validation
economic.FredHelpers.datestring_validation_async
economic.FredHelpers.datetime_conversion
economic.FredHelpers.datetime_conversion_async
economic.FredHelpers.datetime_hh_mm_conversion
economic.FredHelpers.datetime_hh_mm_conversion_async
economic.FredHelpers.extract_region_type
economic.FredHelpers.extract_region_type_async
economic.FredHelpers.geo_parameter_validation
economic.FredHelpers.geo_parameter_validation_async
economic.FredHelpers.hh_mm_datestring_validation
economic.FredHelpers.hh_mm_datestring_validation_async
economic.FredHelpers.liststring_conversion
economic.FredHelpers.liststring_conversion_async
economic.FredHelpers.liststring_validation
economic.FredHelpers.liststring_validation_async
economic.FredHelpers.parameter_validation
economic.FredHelpers.parameter_validation_async
economic.FredHelpers.pd_frequency_conversion
economic.FredHelpers.pd_frequency_conversion_async
economic.FredHelpers.to_dd_df
economic.FredHelpers.to_dd_df_async
economic.FredHelpers.to_dd_gpd_gdf
economic.FredHelpers.to_dd_gpd_gdf_async
economic.FredHelpers.to_gpd_gdf
economic.FredHelpers.to_gpd_gdf_async
economic.FredHelpers.to_pd_df
economic.FredHelpers.to_pd_df_async
economic.FredHelpers.to_pd_series
economic.FredHelpers.to_pd_series_async
economic.FredHelpers.to_pl_df
economic.FredHelpers.to_pl_df_async
economic.FredHelpers.to_pl_st_gdf
economic.FredHelpers.to_pl_st_gdf_async
economic.FredHelpers.vintage_dates_type_conversion
economic.FredHelpers.vintage_dates_type_conversion_async
economic.FredHelpers.vintage_dates_validation
economic.FredHelpers.vintage_dates_validation_async
economic.Category
economic.Category.children
economic.Category.client
economic.Category.parent_id
economic.Category.related
economic.Category.related_tags
economic.Category.series
economic.Category.tags
economic.Category.id
economic.Category.name
economic.Category.to_object
economic.Category.to_object_async
economic.Series
economic.Series.categories
economic.Series.client
economic.Series.group_popularity
economic.Series.notes
economic.Series.observations
economic.Series.realtime_end
economic.Series.realtime_start
economic.Series.release
economic.Series.tags
economic.Series.vintagedates
economic.Series.id
economic.Series.title
economic.Series.observation_start
economic.Series.observation_end
economic.Series.frequency
economic.Series.frequency_short
economic.Series.units
economic.Series.units_short
economic.Series.seasonal_adjustment
economic.Series.seasonal_adjustment_short
economic.Series.last_updated
economic.Series.popularity
economic.Series.to_object
economic.Series.to_object_async
economic.Tag
economic.Tag.client
economic.Tag.notes
economic.Tag.related_tags
economic.Tag.series
economic.Tag.name
economic.Tag.group_id
economic.Tag.created
economic.Tag.popularity
economic.Tag.series_count
economic.Tag.to_object
economic.Tag.to_object_async
economic.Release
economic.Release.client
economic.Release.dates
economic.Release.link
economic.Release.notes
economic.Release.related_tags
economic.Release.series
economic.Release.sources
economic.Release.tables
economic.Release.tags
economic.Release.id
economic.Release.realtime_start
economic.Release.realtime_end
economic.Release.name
economic.Release.press_release
economic.Release.to_object
economic.Release.to_object_async
economic.ReleaseDate
economic.ReleaseDate.release_name
economic.ReleaseDate.release_id
economic.ReleaseDate.date
economic.ReleaseDate.to_object
economic.ReleaseDate.to_object_async
economic.Source
economic.Source.client
economic.Source.link
economic.Source.notes
economic.Source.releases
economic.Source.id
economic.Source.realtime_start
economic.Source.realtime_end
economic.Source.name
economic.Source.to_object
economic.Source.to_object_async
economic.Element
economic.Element.children
economic.Element.client
economic.Element.release
economic.Element.series
economic.Element.element_id
economic.Element.release_id
economic.Element.series_id
economic.Element.parent_id
economic.Element.line
economic.Element.type
economic.Element.name
economic.Element.level
economic.Element.to_object
economic.Element.to_object_async
economic.VintageDate
economic.VintageDate.vintage_date
economic.VintageDate.to_object
economic.VintageDate.to_object_async
economic.SeriesGroup
economic.SeriesGroup.title
economic.SeriesGroup.region_type
economic.SeriesGroup.series_group
economic.SeriesGroup.season
economic.SeriesGroup.units
economic.SeriesGroup.frequency
economic.SeriesGroup.min_date
economic.SeriesGroup.max_date
economic.SeriesGroup.to_object
economic.SeriesGroup.to_object_async
economic.set_api_key
economic.get_api_key
cultivars.summary
InformationCriteria
InformationCriteria.aic
InformationCriteria.bic
InformationCriteria.hqic
InformationCriteria.count
InformationCriteria.from_likelihood
InformationCriteria.index
SummaryTable
SummaryTable.title
SummaryTable.metadata
SummaryTable.columns
SummaryTable.rows
SummaryTable.notes
SummaryTable.to_pandas
SummaryTable.to_polars
SummaryTable.to_text
cultivars.experimental
cultivars.experimental.spectral
NSSDN
NSSDN.alignment
NSSDN.device
NSSDN.endog
NSSDN.exog
NSSDN.exog_dim
NSSDN.gating
NSSDN.k
NSSDN.nobs_total
NSSDN.objective
NSSDN.ordered_frequency
NSSDN.penalties
NSSDN.positive_frequency
NSSDN.scaling
NSSDN.schedule
NSSDN.seed
NSSDN.state_dim
NSSDN.time
NSSDN.transition
NSSDN.fit
NSSDNInformationCriteria
NSSDNInformationCriteria.aic
NSSDNInformationCriteria.bic
NSSDNInformationCriteria.hqic
NSSDNInformationCriteria.count
NSSDNInformationCriteria.from_likelihood
NSSDNInformationCriteria.index
NSSDNPenalties
NSSDNPenalties.amplitude
NSSDNPenalties.frequency
NSSDNPenalties.phase_curvature
NSSDNPenalties.trend
NSSDNPenalties.sparsity
NSSDNPenalties.spectrum
NSSDNResult
NSSDNResult.endog
NSSDNResult.time
NSSDNResult.exog
NSSDNResult.k
NSSDNResult.state_dim
NSSDNResult.alignment
NSSDNResult.transition
NSSDNResult.ordered_frequency
NSSDNResult.gating
NSSDNResult.objective
NSSDNResult.scaling
NSSDNResult.scale
NSSDNResult.emission
NSSDNResult.fittedvalues
NSSDNResult.resid
NSSDNResult.llf
NSSDNResult.nobs
NSSDNResult.n_params
NSSDNResult.sigma2
NSSDNResult.trend
NSSDNResult.amplitude_raw
NSSDNResult.amplitude
NSSDNResult.frequency
NSSDNResult.phase
NSSDNResult.phase_offset
NSSDNResult.gate
NSSDNResult.state
NSSDNResult.mix
NSSDNResult.history
NSSDNResult.predictor
NSSDNResult.aic
NSSDNResult.bic
NSSDNResult.components
NSSDNResult.effective_amplitude
NSSDNResult.hqic
NSSDNResult.information_criteria
NSSDNResult.observed
NSSDNResult.oscillation
NSSDNResult.period
NSSDNResult.power_share
NSSDNResult.r_squared
NSSDNResult.reconstruction_resid
NSSDNResult.compare
NSSDNResult.decompose
NSSDNResult.forecast
NSSDNResult.predict
NSSDNResult.spectral_state
NSSDNResult.summary
NSSDNResult.to_dict
NSSDNResult.to_pandas
NSSDNSpectralState
NSSDNSpectralState.time
NSSDNSpectralState.frequency
NSSDNSpectralState.weight
NSSDNSpectralState.centroid
NSSDNSpectralState.dispersion
NSSDNSpectralState.entropy
NSSDNSpectralState.effective_count
NSSDNSpectralState.participation_ratio
NSSDNSpectralState.velocity
NSSDNSpectralState.velocity_frequency
NSSDNSpectralState.velocity_mass
NSSDNSpectralState.active
NSSDNSpectralState.contribution_correlation
NSSDNSpectralState.disentanglement_score
NSSDNSpectralState.active_threshold
NSSDNSpectralState.k
NSSDNSpectralState.nobs
NSSDNSpectralState.from_result
NSSDNSpectralState.summary
NSSDNSpectralState.to_dict
NSSDNSpectralState.to_pandas
NSSDNStage
NSSDNStage.learning_rate
NSSDNStage.steps
NSSDNStage.penalties
NSSDNSummaryTable
NSSDNSummaryTable.title
NSSDNSummaryTable.metadata
NSSDNSummaryTable.columns
NSSDNSummaryTable.rows
NSSDNSummaryTable.notes
NSSDNSummaryTable.to_pandas
NSSDNSummaryTable.to_text
NSSDNDimensionError
NSSDNError
NSSDNNumericalError
NSSDNSpecificationError
NSSDNAlignment
NSSDNObjective
NSSDNScaling
NSSDNTransition
cultivars.bayes
cultivars.bayes.chains
ConvergenceTest
ConvergenceTest.names
ConvergenceTest.mean
ConvergenceTest.sd
ConvergenceTest.mcse
ConvergenceTest.ess_bulk
ConvergenceTest.ess_tail
ConvergenceTest.rhat
ConvergenceTest.geweke
ConvergenceTest.n_chains
ConvergenceTest.n_draws
ConvergenceTest.rhat_tol
ConvergenceTest.min_ess
ConvergenceTest.source
ConvergenceTest.converged
ConvergenceTest.degenerate
ConvergenceTest.ess_floor
ConvergenceTest.flagged
ConvergenceTest.summary
ConvergenceTest.worst
convergence
ess_bulk
ess_tail
geweke
mcse
rhat
cultivars.bayes.checks
PredictiveCheckTest
PredictiveCheckTest.kind
PredictiveCheckTest.statistics
PredictiveCheckTest.names
PredictiveCheckTest.observed
PredictiveCheckTest.replicated
PredictiveCheckTest.n_replications
PredictiveCheckTest.nobs
PredictiveCheckTest.source
PredictiveCheckTest.notes
PredictiveCheckTest.pvalues
PredictiveCheckTest.adequate
PredictiveCheckTest.extreme
PredictiveCheckTest.pvalue
PredictiveCheckTest.replicated_quantiles
PredictiveCheckTest.summary
posterior_predictive_check
prior_predictive_check
replication_check
cultivars.bayes.combination
MarginalLikelihoodSelection
MarginalLikelihoodSelection.log_value
MarginalLikelihoodSelection.mcse
MarginalLikelihoodSelection.method
MarginalLikelihoodSelection.n_draws
MarginalLikelihoodSelection.source
MarginalLikelihoodSelection.nobs
MarginalLikelihoodSelection.notes
MarginalLikelihoodSelection.bayes_factor_strength
MarginalLikelihoodSelection.compare
MarginalLikelihoodSelection.log_bayes_factor
ModelCombinationSelection
ModelCombinationSelection.names
ModelCombinationSelection.weights
ModelCombinationSelection.method
ModelCombinationSelection.scores
ModelCombinationSelection.results
ModelCombinationSelection.n_origins
ModelCombinationSelection.notes
ModelCombinationSelection.n_models
ModelCombinationSelection.forecast
ModelCombinationSelection.forecast_paths
ModelCombinationSelection.summary
bayesian_model_average
stacking
cultivars.bayes.evidence
MarginalLikelihoodSelection
MarginalLikelihoodSelection.log_value
MarginalLikelihoodSelection.mcse
MarginalLikelihoodSelection.method
MarginalLikelihoodSelection.n_draws
MarginalLikelihoodSelection.source
MarginalLikelihoodSelection.nobs
MarginalLikelihoodSelection.notes
MarginalLikelihoodSelection.bayes_factor_strength
MarginalLikelihoodSelection.compare
MarginalLikelihoodSelection.log_bayes_factor
bridge_sampling
compare
marginal_likelihood
modified_harmonic_mean
cultivars.bayes.priors
DirichletLaplacePrior
DirichletLaplacePrior.concentration
DirichletLaplacePrior.deterministic_scale
DirichletLaplacePrior.coefficient_mean
DirichletLaplacePrior.coefficient_variance
DirichletLaplacePrior.dummy_observations
DummyInitialObservationPrior
DummyInitialObservationPrior.tightness
DummyInitialObservationPrior.coefficient_mean
DummyInitialObservationPrior.coefficient_variance
DummyInitialObservationPrior.dummy_observations
HorseshoePrior
HorseshoePrior.deterministic_scale
HorseshoePrior.coefficient_mean
HorseshoePrior.coefficient_variance
HorseshoePrior.dummy_observations
IndependentNormalWishartPrior
IndependentNormalWishartPrior.tightness
IndependentNormalWishartPrior.cross_equation
IndependentNormalWishartPrior.decay
IndependentNormalWishartPrior.exogenous
IndependentNormalWishartPrior.sum_of_coefficients
IndependentNormalWishartPrior.persistence
IndependentNormalWishartPrior.coefficient_mean
IndependentNormalWishartPrior.coefficient_variance
IndependentNormalWishartPrior.dummy_observations
MinnesotaPrior
MinnesotaPrior.tightness
MinnesotaPrior.cross_equation
MinnesotaPrior.decay
MinnesotaPrior.exogenous
MinnesotaPrior.sum_of_coefficients
MinnesotaPrior.persistence
MinnesotaPrior.coefficient_mean
MinnesotaPrior.coefficient_variance
MinnesotaPrior.dummy_observations
NoPrior
NoPrior.coefficient_mean
NoPrior.coefficient_variance
NoPrior.dummy_observations
NormalGammaPrior
NormalGammaPrior.shape
NormalGammaPrior.deterministic_scale
NormalGammaPrior.coefficient_mean
NormalGammaPrior.coefficient_variance
NormalGammaPrior.dummy_observations
NormalInverseWishartPrior
NormalInverseWishartPrior.tightness
NormalInverseWishartPrior.decay
NormalInverseWishartPrior.exogenous
NormalInverseWishartPrior.persistence
NormalInverseWishartPrior.coefficient_mean
NormalInverseWishartPrior.coefficient_variance
NormalInverseWishartPrior.dummy_observations
Prior
Prior.coefficient_mean
Prior.coefficient_variance
Prior.dummy_observations
PriorContext
PriorContext.k_endog
PriorContext.order
PriorContext.scales
PriorContext.presample_mean
PriorContext.k_exog
PriorContext.n_deterministic
PriorContext.include_constant
PriorContext.lag_offset
PriorContext.width
RandomWalkVolatilityPrior
RandomWalkVolatilityPrior.vol_of_vol
RandomWalkVolatilityPrior.vol_of_vol_mean
SpikeAndSlabPrior
SpikeAndSlabPrior.spike
SpikeAndSlabPrior.slab
SpikeAndSlabPrior.inclusion
SpikeAndSlabPrior.deterministic_scale
SpikeAndSlabPrior.coefficient_mean
SpikeAndSlabPrior.coefficient_variance
SpikeAndSlabPrior.dummy_observations
SumOfCoefficientsPrior
SumOfCoefficientsPrior.tightness
SumOfCoefficientsPrior.coefficient_mean
SumOfCoefficientsPrior.coefficient_variance
SumOfCoefficientsPrior.dummy_observations
VolatilityPrior
VolatilityPrior.mu
VolatilityPrior.phi
VolatilityPrior.sigma2
VolatilityPrior.phi_mean
VolatilityPrior.sigma2_mean
cultivars.diagnostics
cultivars.diagnostics.breaks
BreakTest
BreakTest.break_index
BreakTest.n_restrictions
BreakTest.trimming
BreakTest.path
BreakTest.bounds
BreakTest.companions
BreakTest.critical_values
BreakTest.lower_tail
BreakTest.name
BreakTest.nobs
BreakTest.null
BreakTest.pvalue
BreakTest.statistic
BreakTest.reject
BreakTest.summary
MultipleBreakTest
MultipleBreakTest.break_indices
MultipleBreakTest.n_breaks
MultipleBreakTest.criterion
MultipleBreakTest.ssr
MultipleBreakTest.bic
MultipleBreakTest.lwz
MultipleBreakTest.partitions
MultipleBreakTest.sequential
MultipleBreakTest.n_restrictions
MultipleBreakTest.trimming
MultipleBreakTest.nobs
MultipleBreakTest.max_breaks
MultipleBreakTest.summary
bai_perron
cusum
sup_wald
cultivars.diagnostics.cointegration
JohansenRankTest
JohansenRankTest.eigenvalues
JohansenRankTest.trace_statistic
JohansenRankTest.max_eigenvalue_statistic
JohansenRankTest.trace_pvalue
JohansenRankTest.max_eigenvalue_pvalue
JohansenRankTest.nobs
JohansenRankTest.deterministic
JohansenRankTest.k_exog
JohansenRankTest.simulations
JohansenRankTest.small_sample
JohansenRankTest.k_endog
JohansenRankTest.ranks
JohansenRankTest.selected_rank
JohansenRankTest.to_table
cultivars.diagnostics.hypothesis
ChiSquaredTest
ChiSquaredTest.df
ChiSquaredTest.pvalue
ChiSquaredTest.statistic
ChiSquaredTest.reject
ChiSquaredTest.summary
HypothesisTest
HypothesisTest.statistic
HypothesisTest.pvalue
HypothesisTest.reject
HypothesisTest.summary
LikelihoodRatioTest
LikelihoodRatioTest.df
LikelihoodRatioTest.pvalue
LikelihoodRatioTest.statistic
LikelihoodRatioTest.reject
LikelihoodRatioTest.summary
TabulatedTest
TabulatedTest.name
TabulatedTest.critical_values
TabulatedTest.null
TabulatedTest.nobs
TabulatedTest.lower_tail
TabulatedTest.companions
TabulatedTest.pvalue
TabulatedTest.statistic
TabulatedTest.reject
TabulatedTest.summary
WaldTest
WaldTest.null
WaldTest.df
WaldTest.pvalue
WaldTest.statistic
WaldTest.reject
WaldTest.summary
cultivars.diagnostics.long_memory
LongMemoryEstimate
LongMemoryEstimate.d
LongMemoryEstimate.se
LongMemoryEstimate.null_d
LongMemoryEstimate.method
LongMemoryEstimate.bandwidth
LongMemoryEstimate.nobs
LongMemoryEstimate.is_stationary
LongMemoryEstimate.pvalue
LongMemoryEstimate.statistic
LongMemoryEstimate.confidence_interval
LongMemoryEstimate.reject
LongMemoryEstimate.summary
LongMemoryEstimate.test
exact_local_whittle
gph
local_whittle
cultivars.diagnostics.nonlinearity
BDSTest
BDSTest.dimension
BDSTest.epsilon
BDSTest.nobs
BDSTest.companions
BDSTest.pvalue
BDSTest.statistic
BDSTest.reject
BDSTest.summary
LinearityTest
LinearityTest.name
LinearityTest.df
LinearityTest.null
LinearityTest.alternative
LinearityTest.order
LinearityTest.delay
LinearityTest.nobs
LinearityTest.threshold
LinearityTest.critical_values
LinearityTest.suggestion
LinearityTest.companions
LinearityTest.pvalue
LinearityTest.statistic
LinearityTest.reject
LinearityTest.summary
bds
hansen_threshold
ramsey_reset
terasvirta
tsay
cultivars.diagnostics.seasonality
SeasonalUnitRootTest
SeasonalUnitRootTest.family
SeasonalUnitRootTest.period
SeasonalUnitRootTest.break_index
SeasonalUnitRootTest.companions
SeasonalUnitRootTest.critical_values
SeasonalUnitRootTest.lags
SeasonalUnitRootTest.lower_tail
SeasonalUnitRootTest.method
SeasonalUnitRootTest.name
SeasonalUnitRootTest.nobs
SeasonalUnitRootTest.null
SeasonalUnitRootTest.pvalue
SeasonalUnitRootTest.statistic
SeasonalUnitRootTest.trend
SeasonalUnitRootTest.reject
SeasonalUnitRootTest.summary
canova_hansen
hegy
cultivars.diagnostics.unit_roots
UnitRootTest
UnitRootTest.trend
UnitRootTest.lags
UnitRootTest.method
UnitRootTest.break_index
UnitRootTest.companions
UnitRootTest.critical_values
UnitRootTest.lower_tail
UnitRootTest.name
UnitRootTest.nobs
UnitRootTest.null
UnitRootTest.pvalue
UnitRootTest.statistic
UnitRootTest.reject
UnitRootTest.summary
adf
dfgls
kpss
long_run_variance
ng_perron
phillips_perron
zivot_andrews
cultivars.forecast
cultivars.forecast.backtest
Backtest
Backtest.origins
Backtest.run
BacktestResult
BacktestResult.names
BacktestResult.horizons
BacktestResult.origins
BacktestResult.realized
BacktestResult.point
BacktestResult.paths
BacktestResult.scheme
BacktestResult.window
BacktestResult.step
BacktestResult.errors
BacktestResult.is_density
BacktestResult.k_endog
BacktestResult.mae
BacktestResult.mean_crps
BacktestResult.mean_log_score
BacktestResult.n_draws
BacktestResult.n_origins
BacktestResult.rmse
BacktestResult.losses
BacktestResult.quantile
BacktestResult.record
BacktestResult.summary
cultivars.forecast.calibration
Calibration
Calibration.compute
CalibrationResult
CalibrationResult.names
CalibrationResult.pit
CalibrationResult.tests
CalibrationResult.n_origins
CalibrationResult.berkowitz
CalibrationResult.histogram
CalibrationResult.summary
cultivars.forecast.comparison
ClarkWestTest
ClarkWestTest.adjusted_differential
ClarkWestTest.mspe_restricted
ClarkWestTest.mspe_unrestricted
ClarkWestTest.horizon
ClarkWestTest.nobs
ClarkWestTest.pvalue
ClarkWestTest.statistic
ClarkWestTest.reject
ClarkWestTest.summary
EncompassingTest
EncompassingTest.weight
EncompassingTest.horizon
EncompassingTest.nobs
EncompassingTest.pvalue
EncompassingTest.statistic
EncompassingTest.reject
EncompassingTest.summary
ForecastComparison
ForecastComparison.compute
ForecastComparisonResult
ForecastComparisonResult.mean_differential
ForecastComparisonResult.dm_statistic
ForecastComparisonResult.dm_pvalue
ForecastComparisonResult.hln_statistic
ForecastComparisonResult.hln_pvalue
ForecastComparisonResult.gw_statistic
ForecastComparisonResult.gw_pvalue
ForecastComparisonResult.horizon
ForecastComparisonResult.nobs
ForecastComparisonResult.summary
GiacominiWhiteTest
GiacominiWhiteTest.df
GiacominiWhiteTest.coefficients
GiacominiWhiteTest.instruments
GiacominiWhiteTest.share_a
GiacominiWhiteTest.mean_differential
GiacominiWhiteTest.horizon
GiacominiWhiteTest.nobs
GiacominiWhiteTest.pvalue
GiacominiWhiteTest.statistic
GiacominiWhiteTest.reject
GiacominiWhiteTest.summary
MincerZarnowitzTest
MincerZarnowitzTest.intercept
MincerZarnowitzTest.slope
MincerZarnowitzTest.r_squared
MincerZarnowitzTest.horizon
MincerZarnowitzTest.nobs
MincerZarnowitzTest.pvalue
MincerZarnowitzTest.statistic
MincerZarnowitzTest.reject
MincerZarnowitzTest.summary
clark_west
encompassing
giacomini_white
mincer_zarnowitz
cultivars.forecast.conditional
ConditionalForecastResult
ConditionalForecastResult.names
ConditionalForecastResult.steps
ConditionalForecastResult.conditions
ConditionalForecastResult.unconditional
ConditionalForecastResult.mean
ConditionalForecastResult.paths
ConditionalForecastResult.implied_shocks
ConditionalForecastResult.modesty
ConditionalForecastResult.modesty_pvalue
ConditionalForecastResult.n_conditions
ConditionalForecastResult.source
ConditionalForecastResult.parameter_uncertainty
ConditionalForecastResult.conditioned
ConditionalForecastResult.k_endog
ConditionalForecastResult.n_draws
ConditionalForecastResult.forecast_paths
ConditionalForecastResult.quantiles
ConditionalForecastResult.summary
conditional_forecast
cultivars.forecast.confidence_set
ModelConfidenceSetSelection
ModelConfidenceSetSelection.names
ModelConfidenceSetSelection.pvalues
ModelConfidenceSetSelection.mean_losses
ModelConfidenceSetSelection.elimination_order
ModelConfidenceSetSelection.alpha
ModelConfidenceSetSelection.statistic
ModelConfidenceSetSelection.n_bootstrap
ModelConfidenceSetSelection.block_length
ModelConfidenceSetSelection.nobs
ModelConfidenceSetSelection.best
ModelConfidenceSetSelection.excluded
ModelConfidenceSetSelection.included
ModelConfidenceSetSelection.pvalue
ModelConfidenceSetSelection.summary
model_confidence_set
cultivars.forecast.fan
fan_chart
cultivars.forecast.scoring
DensityScore
DensityScore.compute
DensityScoreResult
DensityScoreResult.names
DensityScoreResult.crps
DensityScoreResult.log_score
DensityScoreResult.energy
DensityScoreResult.squared_error
DensityScoreResult.absolute_error
DensityScoreResult.n_draws
DensityScoreResult.n_horizons
DensityScoreResult.summary
pinball_loss
cultivars.spectral
cultivars.spectral.band_pass
BandPassResult
BandPassResult.cycle
BandPassResult.trend
BandPassResult.low
BandPassResult.high
BandPassResult.method
BandPassResult.offset
BandPassResult.symmetric
BandPassResult.n_series
BandPassResult.summary
BaxterKingFilter
BaxterKingFilter.filter
ChristianoFitzgeraldFilter
ChristianoFitzgeraldFilter.filter
cultivars.spectral.causality
ConditionalSpectralCausality
ConditionalSpectralCausality.compute
ConditionalSpectralCausalityResult
ConditionalSpectralCausalityResult.cause
ConditionalSpectralCausalityResult.effect_names
ConditionalSpectralCausalityResult.frequencies
ConditionalSpectralCausalityResult.measure
ConditionalSpectralCausalityResult.consistency
ConditionalSpectralCausalityResult.integrated
ConditionalSpectralCausalityResult.pair
ConditionalSpectralCausalityResult.summary
SpectralCausality
SpectralCausality.compute
SpectralCausalityResult
SpectralCausalityResult.names
SpectralCausalityResult.frequencies
SpectralCausalityResult.measure
SpectralCausalityResult.k_endog
SpectralCausalityResult.band
SpectralCausalityResult.integrated
SpectralCausalityResult.pair
SpectralCausalityResult.summary
cultivars.spectral.cycles
TurningPoints
TurningPoints.date
TurningPointsResult
TurningPointsResult.peaks
TurningPointsResult.troughs
TurningPointsResult.contraction
TurningPointsResult.phases
TurningPointsResult.window
TurningPointsResult.min_phase
TurningPointsResult.min_cycle
TurningPointsResult.nobs
TurningPointsResult.n_cycles
TurningPointsResult.concordance
TurningPointsResult.summary
concordance
cultivars.spectral.density
SpectralDensity
SpectralDensity.compute
SpectralDensityResult
SpectralDensityResult.names
SpectralDensityResult.frequencies
SpectralDensityResult.density
SpectralDensityResult.k_endog
SpectralDensityResult.coherence
SpectralDensityResult.gain
SpectralDensityResult.partial_coherence
SpectralDensityResult.periods
SpectralDensityResult.phase
SpectralDensityResult.spectrum
SpectralDensityResult.summary
cultivars.spectral.filters
BeveridgeNelsonDecomposition
BeveridgeNelsonDecomposition.compute
ButterworthFilter
ButterworthFilter.filter
DecompositionFilterResult
DecompositionFilterResult.trend
DecompositionFilterResult.cycle
DecompositionFilterResult.method
DecompositionFilterResult.offset
DecompositionFilterResult.penalty
DecompositionFilterResult.order
DecompositionFilterResult.cutoff
DecompositionFilterResult.horizon
DecompositionFilterResult.lags
DecompositionFilterResult.provisional
DecompositionFilterResult.n_series
DecompositionFilterResult.summary
HamiltonFilter
HamiltonFilter.filter
HodrickPrescottFilter
HodrickPrescottFilter.filter
cultivars.spectral.periodogram
DaniellSpectrum
DaniellSpectrum.compute
MultitaperSpectrum
MultitaperSpectrum.compute
SpectrumEstimate
SpectrumEstimate.names
SpectrumEstimate.frequencies
SpectrumEstimate.density
SpectrumEstimate.method
SpectrumEstimate.degrees_of_freedom
SpectrumEstimate.bandwidth
SpectrumEstimate.nobs
SpectrumEstimate.detrend
SpectrumEstimate.k_endog
SpectrumEstimate.coherence
SpectrumEstimate.confidence_interval
SpectrumEstimate.periods
SpectrumEstimate.spectrum
SpectrumEstimate.summary
WelchSpectrum
WelchSpectrum.compute
cultivars.spectral.wavelets
MODWT
MODWT.transform
MODWTResult
MODWTResult.coefficients
MODWTResult.scaling
MODWTResult.details
MODWTResult.smooth
MODWTResult.variance
MODWTResult.degrees_of_freedom
MODWTResult.wavelet
MODWTResult.nobs
MODWTResult.levels
MODWTResult.periods
MODWTResult.scales
MODWTResult.summary
MODWTResult.variance_interval
WaveletCoherence
WaveletCoherence.compute
WaveletCoherenceResult
WaveletCoherenceResult.coherence
WaveletCoherenceResult.phase
WaveletCoherenceResult.scales
WaveletCoherenceResult.periods
WaveletCoherenceResult.cone
WaveletCoherenceResult.significance
WaveletCoherenceResult.alpha
WaveletCoherenceResult.omega0
WaveletCoherenceResult.nobs
WaveletCoherenceResult.lead
WaveletCoherenceResult.significant
WaveletCoherenceResult.summary
cultivars.exceptions
CultivarsError
DimensionError
ExperimentalWarning
NumericalError
SpecificationError
StabilityWarning
cultivars.typing
Identification
Identification.identify
OptimizerOptions
OptimizerOptions.clear
OptimizerOptions.copy
OptimizerOptions.fromkeys
OptimizerOptions.get
OptimizerOptions.items
OptimizerOptions.keys
OptimizerOptions.pop
OptimizerOptions.popitem
OptimizerOptions.setdefault
OptimizerOptions.update
OptimizerOptions.values
Activation
CointegrationTrend
FTest
Frequency
FunctionalBasis
LongMemoryMethod
Mean
Method
OptimizerMethod
PanelEffects
Penalty
ProbabilityType
Regime
Residuals
Transition
Trend
Vol
API reference
cultivars.univariate
cultivars.univariate.box_jenkins
ARMAResult
ARMAResult.llf
ARMAResult.llf
#
ARMAResult.
llf
:
float
#
Maximized exact log-likelihood.
On this page
ARMAResult.llf