| /dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/arima/estimators/ |
| H A D | statespace.py | 18 enforce_stationarity=True, enforce_invertibility=True, argument
85 enforce_invertibility=enforce_invertibility,
100 if spec.enforce_invertibility and not sp.is_invertible:
108 enforce_invertibility=spec.enforce_invertibility,
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| H A D | innovations.py | 90 demean=True, enforce_invertibility=True, argument
153 enforce_stationarity=True, enforce_invertibility=enforce_invertibility)
182 enforce_invertibility=enforce_invertibility)
202 if not sp.is_invertible and spec.enforce_invertibility:
215 if spec.enforce_invertibility and not sp.is_invertible:
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| /dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/arima/tests/ |
| H A D | test_specification.py | 15 enforce_invertibility, concentrate_scale): argument
55 assert_equal(spec.enforce_invertibility, enforce_invertibility)
102 enforce_invertibility, concentrate_scale, argument
149 if enforce_invertibility:
165 if enforce_invertibility:
188 if spec.max_ma_order > 0 and enforce_invertibility:
391 'enforce_invertibility': enforce_invertibility,
436 enforce_invertibility=enforce_invertibility,
449 enforce_invertibility=enforce_invertibility,
557 enforce_invertibility=enforce_invertibility,
[all …]
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| H A D | test_model.py | 385 enforce_invertibility=False,
411 enforce_stationarity=False, enforce_invertibility=False)
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| H A D | test_params.py | 507 enforce_stationarity=True, enforce_invertibility=True)
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| /dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/arima/ |
| H A D | specification.py | 215 enforce_stationarity=None, enforce_invertibility=None, argument
221 self.enforce_invertibility = enforce_invertibility
590 (self.enforce_invertibility and self.max_ma_order > 0)):
687 if self.max_ma_order > 0 and self.enforce_invertibility:
892 if self.enforce_invertibility:
947 if self.enforce_invertibility:
959 if self.enforce_invertibility:
1007 if self.enforce_invertibility:
1019 if self.enforce_invertibility:
1063 if self.enforce_invertibility is not None:
[all …]
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| H A D | model.py | 134 enforce_stationarity=True, enforce_invertibility=True, argument
155 trend=trend, enforce_stationarity=None, enforce_invertibility=None,
193 enforce_invertibility=enforce_invertibility,
456 if (self.enforce_invertibility
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| /dports/math/py-statsmodels/statsmodels-0.13.1/examples/python/ |
| H A D | statespace_sarimax_internet.py | 84 enforce_invertibility=False)
94 enforce_invertibility=False)
|
| /dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/statespace/ |
| H A D | sarimax.py | 322 enforce_stationarity=True, enforce_invertibility=True, argument
348 self.enforce_invertibility = enforce_invertibility
974 self.enforce_invertibility and
1005 self.enforce_invertibility and
1341 if self.enforce_invertibility:
1363 if self.enforce_invertibility:
1445 if self.enforce_invertibility:
1467 if self.enforce_invertibility:
1500 ('ma', 'moving average', self.enforce_invertibility,
1503 self.enforce_invertibility, '`enforce_invertibility=True`')]
[all …]
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| H A D | varmax.py | 135 enforce_stationarity=True, enforce_invertibility=True, argument
142 self.enforce_invertibility = enforce_invertibility
386 if self.enforce_invertibility:
562 if self.k_ma > 0 and self.enforce_invertibility:
639 if self.k_ma > 0 and self.enforce_invertibility:
690 if self.enforce_invertibility and self.k_ma > 0:
861 'enforce_invertibility': self.model.enforce_invertibility,
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| /dports/math/py-statsmodels/statsmodels-0.13.1/examples/notebooks/ |
| H A D | statespace_sarimax_internet.ipynb | 113 …"- We use the option `enforce_invertibility=False`, which allows the moving average polynomial to …
142 … " mod = sm.tsa.statespace.SARIMAX(dta_full, order=(p,0,q), enforce_invertibility=False)\n",
150 … " mod = sm.tsa.statespace.SARIMAX(dta_miss, order=(p,0,q), enforce_invertibility=False)\n",
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| /dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/arima/estimators/tests/ |
| H A D | test_statespace.py | 52 enforce_invertibility=False)
|
| /dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/statespace/tests/ |
| H A D | test_sarimax.py | 991 inv = self.model.enforce_invertibility
993 self.model.enforce_invertibility = False
996 self.model.enforce_invertibility = inv
1000 stat, inv = model.enforce_stationarity, model.enforce_invertibility
1020 model.enforce_invertibility = (
1031 model.enforce_invertibility = inv
2797 enforce_invertibility=False,
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| H A D | test_varmax.py | 45 self.model.enforce_invertibility = False
49 self.model.enforce_invertibility = True
69 model.enforce_invertibility = False
74 model.enforce_invertibility = True
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| H A D | test_impulse_responses.py | 300 enforce_invertibility=False)
|