scikits.statsmodels.regression.GLSAR.whiten

GLSAR.whiten(X)

Whiten a series of columns according to an AR(p) covariance structure.

Parameters :

X : array-like

The data to be whitened

Returns :

TODO :

Previous topic

scikits.statsmodels.regression.GLSAR.score

Next topic

scikits.statsmodels.regression.yule_walker

This Page