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statsmodels 0.15.0 (+638)
statsmodels.tsa.statespace.mlemodel.MLEResults.mse
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statsmodels
statsmodels 0.15.0 (+638)
statsmodels
Installing statsmodels
Getting started
User Guide
User Guide
Background
Regression and Linear Models
Time Series Analysis
Time Series Analysis
Time Series analysis tsa
Time Series Analysis by State Space Methods statespace
Time Series Analysis by State Space Methods statespace
Models and Estimation
Models and Estimation
Seasonal Autoregressive Integrated Moving-
Average with e
Xogenous regressors
(SARIMAX)
Unobserved Components
Vector Autoregressive Moving-
Average with e
Xogenous regressors
(VARMAX)
Dynamic Factor Models
Linear Exponential Smoothing Models
Custom state space models
Custom state space models
statsmodels.
tsa.
statespace.
mlemodel.
MLEModel
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults
C
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
append
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
apply
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
conf_
int
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
cov_
params
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
extend
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
f_
test
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
forecast
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
get_
forecast
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
get_
prediction
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
get_
smoothed_
decomposition
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
impulse_
responses
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
info_
criteria
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
initialize
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
load
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
news
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
normalized_
cov_
params
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
plot_
diagnostics
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
predict
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
remove_
data
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
save
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
simulate
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
summary
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
t_
test
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
t_
test_
pairwise
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
test_
heteroskedasticity
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
test_
normality
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
test_
serial_
correlation
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
wald_
test
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
wald_
test_
terms
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
aic
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
aicc
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
bic
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
bse
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
cov_
params_
approx
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
cov_
params_
oim
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
cov_
params_
opg
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
cov_
params_
robust
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
cov_
params_
robust_
approx
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
cov_
params_
robust_
oim
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
fittedvalues
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
hqic
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
llf
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
llf_
obs
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
loglikelihood_
burn
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
mae
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
mse
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
mse
Contents
A
MLEResults.
mse
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
pvalues
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
resid
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
sse
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
states
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
tvalues
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
use_
t
statsmodels.
tsa.
statespace.
mlemodel.
MLEResults.
zvalues
statsmodels.
tsa.
statespace.
mlemodel.
Prediction
Results
Output and postestimation methods and attributes
Low-
level state space representation and Kalman filtering
Statespace Tools
Vector Autoregressions tsa.
vector_
ar
Other Models
Statistics and Tools
Data Sets
Sandbox
Examples
API Reference
About statsmodels
Developer Page
Release Notes
Contents
A
MLEResults.
mse
statsmodels.tsa.statespace.mlemodel.MLEResults.mse
¶
MLEResults.
mse
¶
(float) Mean squared error