!geJdZ ddlZddlmZGddeZy#e$rYwxYw)zBase Classes for Likelihood Models in time series analysis Warning: imports numdifftools Created on Sun Oct 10 15:00:47 2010 Author: josef-pktd License: BSD N)LikelihoodModelcHeZdZdZdfd ZdZdZdZdZd fd Z xZ S) TSMLEModelzp univariate time series model for estimation with maximum likelihood Note: This is not working yet cBt|||d|_d|_y)N)super__init__narnma)selfendogexog __class__s U/var/www/dash_apps/app1/venv/lib/python3.12/site-packages/statsmodels/tsa/mlemodel.pyr zTSMLEModel.__init__!s  %ctNNotImplementedErrorr paramss r geterrorszTSMLEModel.geterrors)s!!rct)z Loglikelihood for timeseries model Parameters ---------- params : array_like The model parameters Notes ----- needs to be overwritten by subclass rrs rloglikezTSMLEModel.loglike,s "!rcZtj|jd}||dS)z- Score vector for Arma model -C6?stepMax)ndtJacobianr)r rjacs rscorezTSMLEModel.score;s& ll4<<66{2rcZtj|jd}||dS)zE Hessian of arma model. Currently uses numdifftools rrr)r r!r#)r rHfuns rhessianzTSMLEModel.hessianDs' ||DJJ5F|Brcb|t|dr |j}t| ||||}|S)zhestimate model by minimizing negative loglikelihood does this need to be overwritten ? _start_params) start_paramsmaxitermethodtol)hasattrr(rfit)r r)r*r+r,mlefitrs rr.zTSMLEModel.fitLs@  GD/$B--L,C9 rr)Nifming:0yE>) __name__ __module__ __qualname____doc__r rrr#r&r. __classcell__)rs@rrrs+ " "   rr)r4 numdifftoolsr ImportErrorstatsmodels.base.modelrrrrr:s7  3 <<  s ""