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# scikits.statsmodels.sandbox.tsa.ARIMA

class `scikits.statsmodels.sandbox.tsa.``ARIMA`

  currently ARMA only, no differencing used - no I

  parameterized as
    rhoy(L) y_t = rhoe(L) eta_t

  A instance of this class preserves state, so new class instances should be created for different examples

  Methods

  `errfn`([rho, p, x]) | duplicate -> remove one
  `fit`(x, p, q[, rhoy0, rhoe0]) | estimate lag coefficients of ARMA orocess by least squares
  `forecast`([ar, ma, nperiod]) |
  `generate_sample`(ar, ma, nsample[, std]) |
  `predicted`([rhoy, rhoe]) | past predicted values of time series

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