SARIMAX.fit

SARIMAX.fit()

Estimate by exact maximum likelihood.

Return type:

ARMAResult

Returns:

The fitted ARMAResult.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> res = SARIMAX(rng.standard_normal(120), order=(1, 0, 1)).fit()
>>> res.order, list(res.params)
((1, 0, 1), ['const', 'ar.L1', 'ma.L1', 'sigma2'])