pypomp.Pomp.arma

Pomp.arma(order: tuple[int, int, int] = (1, 0, 1), log_ys: bool = False, suppress_warnings: bool = True) → float

Fit an ARIMA benchmark model and return its log-likelihood.

Fits an independent ARIMA(p, d, q) model to the observation data as a statistical baseline. Wraps pypomp.benchmarks.arma().

Parameters:

  • order (tuple of int, optional) – (p, d, q) order for the ARIMA model. Defaults to (1, 0, 1).

  • log_ys (bool, optional) – If True, fit the model to log(y + 1) rather than the raw observations. Defaults to False.

  • suppress_warnings (bool, optional) – If True, suppress per-unit warnings from statsmodels and issue a single summary warning instead. Defaults to True.

Returns:

Sum of the per-unit ARIMA log-likelihoods.

Return type:

float