statsmodels.regression.linear_model.GLSAR.iterative_fit¶
-
GLSAR.
iterative_fit
(maxiter=3, rtol=0.0001, **kwargs)[source]¶ Perform an iterative two-stage procedure to estimate a GLS model.
The model is assumed to have AR(p) errors, AR(p) parameters and regression coefficients are estimated iteratively.
- Parameters
- Returns
RegressionResults
The results computed using an iterative fit.