pypomp.core.pomp.Pomp.arma¶
- Pomp.arma(order: tuple[int, int, int] = (1, 0, 1), log_ys: bool = False, suppress_warnings: bool = True) float[source]¶
Fits an independent ARIMA model to the observation data and returns the estimated log-likelihood.
This is a wrapper around pypomp.benchmarks.arma.
- Parameters:
order (tuple, optional) – The (p, d, q) order for the ARIMA model. Defaults to (1, 0, 1).
log_ys (bool, optional) – If True, fits the model to log(y+1). Defaults to False.
suppress_warnings (bool, optional) – If True, suppresses individual warnings from statsmodels and issues a summary warning instead. Defaults to True.
- Returns:
The sum of the log-likelihoods.
- Return type: