statsmodels

Float Float

Integer Integer

array or DataFrame array or DataFrame

array-like, optional array-like, optional

float, optional float, optional

ndarray (neqs x coint_rank) ndarray (neqs x coint_rank)

'approx' (default) or 'asymp' 'approx' (default) or 'asymp'

'auto, 'size', or 'off' 'auto, 'size', or 'off'

'bartlett' or 'regression' 'bartlett' or 'regression'

'cluster' or 'hac' or False 'cluster' or 'hac' or False

'display' (default), 'raw' or 'strings' 'display' (default), 'raw' or 'strings'

'endog' or int 'endog' or int

'l1' or 'l1_cvxopt_cp' 'l1' or 'l1_cvxopt_cp'

'lagged', 'centered', or 'leading' 'lagged', 'centered', or 'leading'

'mean', 'linear', 'prob', optional. 'mean', 'linear', 'prob', optional.

'none', 'drop', or 'raise' 'none', 'drop', or 'raise'

'norm' or callable 'norm' or callable

'string', int, or None 'string', int, or None

'two_sided' (default), 'less' or 'greater' 'two_sided' (default), 'less' or 'greater'

'unbiased' (default) or 'mle' 'unbiased' (default) or 'mle'

(Q, P) array-like (Q, P) array-like

(k_ar x neqs x neqs) (k_ar x neqs x neqs)

(n,3) array (n,3) array

(optional) instance of ResultStore (optional) instance of ResultStore

(optional), float or array (optional), float or array

(optionsal), float or array (optionsal), float or array

(scalar, array_like) (scalar, array_like)

1 1

1-D ndarray, shape (K,) 1-D ndarray, shape (K,)

1D array_like 1D array_like

1D or 2D array_like 1D or 2D array_like

1d array 1d array

1d array (float) 1d array (float)

1d array, (nparams,) 1d array, (nparams,)

1d array-like 1d array-like

1d array_like 1d array_like

1d or 2d array 1d or 2d array

1darray 1darray

1xm array 1xm array

2-D ndarray of ints, shape (nobs, K) 2-D ndarray of ints, shape (nobs, K)

2D array-like 2D array-like

2d array 2d array

2d array (N,1) (optional) 2d array (N,1) (optional)

2d array (N,K) 2d array (N,K)

2d array, optional 2d array, optional

2d array-like 2d array-like

2d array-like, optional 2d array-like, optional

2d ndarray 2d ndarray

4 4

CointRankResults CointRankResults

VECMResults VECMResults

VECM VECM

statsmodels.iolib.summary.Summary statsmodels.iolib.summary.Summary

statsmodels.tsa.vector_ar.hypothesis_test_results.CausalityTestResults statsmodels.tsa.vector_ar.hypothesis_test_results.CausalityTestResults

statsmodels.tsa.vector_ar.hypothesis_test_results.NormalityTestResults statsmodels.tsa.vector_ar.hypothesis_test_results.NormalityTestResults

statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults

statsmodels.tsa.vector_ar.var_model.LagOrderResults statsmodels.tsa.vector_ar.var_model.LagOrderResults

??? ???

A DiscreteModel instance A DiscreteModel instance

A scipy.stats or statsmodels distribution A scipy.stats or statsmodels distribution

AR Model instance AR Model instance

AR model instance AR model instance

ARMA instance ARMA instance

ARMAResults instance ARMAResults instance

AllPairsResults instance AllPairsResults instance

Array_like Array_like

Axes instance Axes instance

Bool Bool

Boolean Boolean

Bunch Bunch

CSR sparse matrix CSR sparse matrix

ContrastResult instance ContrastResult instance

ContrastResults instance ContrastResults instance

CovariancePenalty object CovariancePenalty object

CustomKernel object CustomKernel object

DataFrame DataFrame

DataFrame or pandas Styler instance DataFrame or pandas Styler instance

DataFrame, dict, or recarray DataFrame, dict, or recarray

DataFrames DataFrames

Dataset instance Dataset instance

DescStat instance DescStat instance

Dictionary Dictionary

Discrepancy of observed values Discrepancy of observed values

DiscreteResults instance DiscreteResults instance

DistributedModel class instance DistributedModel class instance

DynamicFactor instance DynamicFactor instance

ExponentialSmoothing class ExponentialSmoothing class

ExponentialSmoothing instance ExponentialSmoothing instance

Factor Factor

Factor key Factor key

FactorResults instance FactorResults instance

False or float in (0, 1) False or float in (0, 1)

Figure Figure

FilterResults FilterResults

Float (non-negative) Float (non-negative)

Function. Function.

GEE class GEE class

GEEResults instance GEEResults instance

GMMResult instance GMMResult instance

HamiltonFilterResults or KimSmootherResults instance HamiltonFilterResults or KimSmootherResults instance

HdrResults instance HdrResults instance

Holder Holder

Holt class Holt class

HoltWintersResults class HoltWintersResults class

IRAnalysis IRAnalysis

Int Int

Integer Integer

Integer or 'defined_by_method' Integer or 'defined_by_method'

Iterable Iterable

KDEMultivariate instance KDEMultivariate instance

KalmanFilter KalmanFilter

KalmanFilter instance KalmanFilter instance

KalmanSmoother KalmanSmoother

Kernel Class Kernel Class

LagOrderResults LagOrderResults

List of strings of length equal to the number of parameters List of strings of length equal to the number of parameters

MLEModel instance MLEModel instance

MarkovAutoregression instance MarkovAutoregression instance

MarkovRegression instance MarkovRegression instance

MarkovSwitching instance MarkovSwitching instance

MarkovSwitchingModel MarkovSwitchingModel

MaskedArray MaskedArray

Matplotlib AxesSubplot instance Matplotlib AxesSubplot instance

Matplotlib AxesSubplot instance, optional Matplotlib AxesSubplot instance, optional

Matplotlib Figure instance, optional Matplotlib Figure instance, optional

Matplotlib Figure object Matplotlib Figure object

Matplotlib LinearSegmentedColormap instance, optional Matplotlib LinearSegmentedColormap instance, optional

Matplotlib axes instance Matplotlib axes instance

Matplotlib axes instance, optional Matplotlib axes instance, optional

Matplotlib figure instance Matplotlib figure instance

Matplotlib figure instance, optional Matplotlib figure instance, optional

MixedLMParams object MixedLMParams object

MixedLMParams or array-like MixedLMParams or array-like

MixedLMParams, or array-like. MixedLMParams, or array-like.

Model class Model class

Model instance Model instance

Model results instance Model results instance

None None

None or 1-D ndarray None or 1-D ndarray

None or a list of tuples None or a list of tuples

None or array None or array

None or array_like None or array_like

None or axis instance None or axis instance

None or dict None or dict

None or family instance None or family instance

None or float None or float

None or float in (0,1) None or float in (0,1)

None or float or array_like None or float or array_like

None or function None or function

None or int None or int

None or integer or float in intervall (0,1) None or integer or float in intervall (0,1)

None or joblib parallel_backend object None or joblib parallel_backend object

None or list of int None or list of int

None or list of integers None or list of integers

None or list of smoother instances None or list of smoother instances

None or list of strings None or list of strings

None or matplotlib axis instance None or matplotlib axis instance

None or matplotlib figure instance None or matplotlib figure instance

None or ndarray None or ndarray

None or string None or string

None or tuple None or tuple

None or tuple of dicts None or tuple of dicts

None or tuple of int (nrows, ncols) None or tuple of int (nrows, ncols)

None, 'dfk1', or 'dfk2' None, 'dfk1', or 'dfk2'

None, 'mean', or function None, 'mean', or function

None, float or int None, float or int

None, int or array_like None, int or array_like

None, int or tuple of array_like None, int or tuple of array_like

None, list of ints, list of strings None, list of ints, list of strings

None, or list of strings None, or list of strings

NormalityTestResults NormalityTestResults

OLS result instance OLS result instance

OLS results instance OLS results instance

PHReg model instance PHReg model instance

Panel Panel

Penalty object Penalty object

Real Real

Record Array Record Array

RecursiveLS instance RecursiveLS instance

Regression Results instance Regression Results instance

RegressionEffects instance RegressionEffects instance

RegressionFDR instance RegressionFDR instance

RegressionResults instance RegressionResults instance

Representation Representation

Result instance Result instance

ResultStore, optional ResultStore, optional

Results instance Results instance

Results object Results object

RobustNorm, optional RobustNorm, optional

RootResult (optional) RootResult (optional)

SARIMAX instance SARIMAX instance

Series, DataFrame, or ndarray Series, DataFrame, or ndarray

SimpleExpSmoothing class SimpleExpSmoothing class

SimpleTable SimpleTable

SimpleTable instance SimpleTable instance

StataWriter instance StataWriter instance

String String

Summary instance Summary instance

SummaryTable SummaryTable

TODO: not implemented yet TODO: not implemented yet

TableDist object. TableDist object.

True or False True or False

TukeyHSDResults instance TukeyHSDResults instance

UnobservedComponents instance UnobservedComponents instance

VAR instance VAR instance

VAR model instance VAR model instance

VARMAX instance VARMAX instance

VARResults or VECMResults VARResults or VECMResults

VARResults or statsmodels.tsa.vecm.vecm.VECMResults VARResults or statsmodels.tsa.vecm.vecm.VECMResults

WhitenessTestResults WhitenessTestResults

ProbPlot instance, array-like, or None, optional ProbPlot instance, array-like, or None, optional

statsmodels.tsa.arima.ARMA instance statsmodels.tsa.arima.ARMA instance

a dict of slices a dict of slices

a link function instance a link function instance

a link instance, optional a link instance, optional

a list of figure handles a list of figure handles

a list of string(s) a list of string(s)

a list of strings a list of strings

a variance function a variance function

anything anything

array array

array (1+nobs,nvars) array (1+nobs,nvars)

array (horiz, nvars) array (horiz, nvars)

array (nlags, nvar, nvar) array (nlags, nvar, nvar)

array (nlags,nvars,nvars) array (nlags,nvars,nvars)

array (nlags-1, nvar, nvar) array (nlags-1, nvar, nvar)

array (nmoms, nmoms) array (nmoms, nmoms)

array (nobs+horiz, nvars) array (nobs+horiz, nvars)

array (nobs, 2) array (nobs, 2)

array (nobs,nchoices) array (nobs,nchoices)

array (nobs,nvars) array (nobs,nvars)

array (nrepl,) array (nrepl,)

array (optional) array (optional)

array 1d, (nobs+?,) array 1d, (nobs+?,)

array like array like

array of bool array of bool

array of float array of float

array of floats array of floats

array of int array of int

array of shape given by size array of shape given by size

array or DataFrame array or DataFrame

array or None array or None

array or Series array or Series

array or dataframe array or dataframe

array or float, optional array or float, optional

array or list array or list

array or pd.DataFrame array or pd.DataFrame

array, (nlags,nvars,nvars) array, (nlags,nvars,nvars)

array, (nobs, nchoices) array, (nobs, nchoices)

array, (nobs, nobs) array, (nobs, nobs)

array, (nobs, nre) or (nobs,) array, (nobs, nre) or (nobs,)

array, (nobs,nvars,nvars) array, (nobs,nvars,nvars)

array, (nre+1,) array, (nre+1,)

array, 1d array, 1d

array, 2d array, 2d

array, DataFrame or None array, DataFrame or None

array, Series, DataFrame or None array, Series, DataFrame or None

array, bool array, bool

array, boolean array, boolean

array, optional array, optional

array, recarray or DataFrame array, recarray or DataFrame

array, shape () or (1,) or (K,) array, shape () or (1,) or (K,)

array, shape (M, N) array, shape (M, N)

array, shape (M,) or (M, K) array, shape (M,) or (M, K)

array, shape (N, M) array, shape (N, M)

array, shape (N,) or (N, K) depending on shape of b array, shape (N,) or (N, K) depending on shape of b

array, shape (min(M,N),) array, shape (min(M,N),)

array-like array-like

array-like (rank + 1 if rank < neqs else rank) array-like (rank + 1 if rank < neqs else rank)

array-like (rank +1 if rank < neqs else rank) array-like (rank +1 if rank < neqs else rank)

array-like (length must be divisible by ncut) array-like (length must be divisible by ncut)

array-like (nobs_tot x neqs) array-like (nobs_tot x neqs)

array-like NOT optional array-like NOT optional

array-like object array-like object

array-like of datetime, optional array-like of datetime, optional

array-like or int array-like or int

array-like, (nobs,) or (nobs, k_vars) array-like, (nobs,) or (nobs, k_vars)

array-like, 1-d array-like, 1-d

array-like, 1d array-like, 1d

array-like, optional array-like, optional

array-like, optional An array of entry times for handling array-like, optional An array of entry times for handling

array-like, optional after fit has been called array-like, optional after fit has been called

array-like, optional. array-like, optional.

array-like, pandas.Series array-like, pandas.Series

array-like, str, or tuple array-like, str, or tuple

array-like, str, tuple array-like, str, tuple

array_lie array_lie

array_lik, 1d array_lik, 1d

array_like array_like

array_like (n_samples, k_vars) array_like (n_samples, k_vars)

array_like (optional) array_like (optional)

array_like of bool array_like of bool

array_like of int, 1-D array_like of int, 1-D

array_like or None array_like or None

array_like or None, optional array_like or None, optional

array_like or float array_like or float

array_like or instance of DescrStatsW array_like or instance of DescrStatsW

array_like or integer array_like or integer

array_like or list array_like or list

array_like or tuple, list array_like or tuple, list

array_like, 1-D array_like, 1-D

array_like, 1-D or 2-D array_like, 1-D or 2-D

array_like, 1-d array_like, 1-d

array_like, 1d array_like, 1d

array_like, 1d or 2d array_like, 1d or 2d

array_like, 1d, (nar+nma+1,) array_like, 1d, (nar+nma+1,)

array_like, 1d, float array_like, 1d, float

array_like, 1d, optional array_like, 1d, optional

array_like, 2-D array_like, 2-D

array_like, 2-Dim array_like, 2-Dim

array_like, 2D array_like, 2D

array_like, 2d array_like, 2d

array_like, 2d (N, k) array_like, 2d (N, k)

array_like, 2d (N,k) array_like, 2d (N,k)

array_like, 2d, (k, k) array_like, 2d, (k, k)

array_like, float array_like, float

array_like, int array_like, int

array_like, ndim array_like, ndim

array_like, optional array_like, optional

array_like, same ndim as x, currently 2d array_like, same ndim as x, currently 2d

array_like, square array_like, square

array_like, tuple ? array_like, tuple ?

array_likes, optional array_likes, optional

arraylike arraylike

arraylike or None arraylike or None

axes, optional axes, optional

axis or figure instance axis or figure instance

bool bool

bool (default is True) bool (default is True)

bool , optional bool , optional

bool or None bool or None

bool or array-like bool or array-like

bool or float bool or float

bool or int bool or int

bool or str bool or str

bool or string, optional bool or string, optional

bool or tuple of scalars, optional bool or tuple of scalars, optional

bool or tuple, optional bool or tuple, optional

bool, bool,

bool, default False bool, default False

bool, default is True bool, default is True

bool, default: False bool, default: False

bool, default: True bool, default: True

bool, default: False bool, default: False

bool, optional bool, optional

bool, optional (default True) bool, optional (default True)

boolean boolean

boolean or iterable, optional boolean or iterable, optional

boolean, boolean,

boolean, default True boolean, default True

boolean, default: False boolean, default: False

boolean, int, str, or datetime, optional boolean, int, str, or datetime, optional

boolean, optional boolean, optional

boolean,optional boolean,optional

boot, optional boot, optional

callable callable

callable (default is numpy.exp) callable (default is numpy.exp)

callable (default is numpy.log) callable (default is numpy.log)

callable callback(xk) callable callback(xk)

callable callback(xk), optional callable callback(xk), optional

callable or float callable or float

class class

class instance class instance

class or object, optional class or object, optional

class, optional class, optional

continuous distribution continuous distribution

datetime.datetime datetime.datetime

depends on cov_type depends on cov_type

dict dict

dict or None dict or None

dict or None, optional dict or None, optional

dict, None dict, None

dict, optional dict, optional

dict, pandas.Series, np.ndarray, pandas.DataFrame dict, pandas.Series, np.ndarray, pandas.DataFrame

dict-like dict-like

dict-like or None dict-like or None

dict_like dict_like

dictionary dictionary

dictionary of name,tuple dictionary of name,tuple

dictionary of name:tuple dictionary of name:tuple

dictionary, optional dictionary, optional

discrete frozen distribution discrete frozen distribution

distribution instance distribution instance

distribution instance with fit_fr method distribution instance with fit_fr method

dit-like dit-like

dtype dtype

extra arguments extra arguments

extra keyword arguments extra keyword arguments

figure figure

file path or buffer file path or buffer

file-like file-like

filename or file handle filename or file handle

fitted linear model results instance fitted linear model results instance

float float

float (for general case will be array) float (for general case will be array)

float (0 < signif < 1) float (0 < signif < 1)

float (default 1e-6) float (default 1e-6)

float (default is 0.5) float (default is 0.5)

float (default is 0.8) float (default is 0.8)

float (default: alpha = 0.05) float (default: alpha = 0.05)

float (negative) or None float (negative) or None

float (optional) float (optional)

float (positive) or None float (positive) or None

float 0 < alpha < 1, default 0.05 float 0 < alpha < 1, default 0.05

float between 0 and 1, default 5 % float between 0 and 1, default 5 %

float between 0 and 1, optional float between 0 and 1, optional

float in (0, 1) float in (0, 1)

float in (0, 1), optional float in (0, 1), optional

float in (0,1) float in (0,1)

float in interval (0,1) float in interval (0,1)

float or 'auto' (default = 'auto') float or 'auto' (default = 'auto')

float or 'med', 'min', 'max' float or 'med', 'min', 'max'

float or None float or None

float or None, optional float or None, optional

float or array float or array

float or array of floats float or array of floats

float or array, optional. float or array, optional.

float or array-like float or array-like

float or array_like float or array_like

float or inf float or inf

float or int, array float or int, array

float or ndarray float or ndarray

float or string float or string

float or tuple float or tuple

float, 0 < alpha < 1 float, 0 < alpha < 1

float, 0 < alpha < 1 or None float, 0 < alpha < 1 or None

float, 0 < signif < 1 float, 0 < signif < 1

float, 0 < signif < 1, default 5 % float, 0 < signif < 1, default 5 %

float, 0 <= pvalue <= 1 float, 0 <= pvalue <= 1

float, a small positive number float, a small positive number

float, array_like or None, optional float, array_like or None, optional

float, between 0 and 1 float, between 0 and 1

float, default 1.96 float, default 1.96

float, default 5% float, default 5%

float, ndarray float, ndarray

float, optional float, optional

float, {0.1, 0.05, 0.01}, default: 0.05 float, {0.1, 0.05, 0.01}, default: 0.05

formula expression or tuple formula expression or tuple

function function

function (defualt None) function (defualt None)

function (key) -> dict, optional function (key) -> dict, optional

function (key) -> string, optional function (key) -> string, optional

function mapping reals to positive reals function mapping reals to positive reals

function or array-like function or array-like

function, default: kernel_rbf function, default: kernel_rbf

function, optional function, optional

function, random number generator function, random number generator

generalized_linear_model.PredictionResults generalized_linear_model.PredictionResults

generator generator

generator or None generator or None

html color html color

instance instance

instance (optional) instance (optional)

instance numpy.ndarray instance numpy.ndarray

instance of (GenericLikelihood ?)Result class instance of (GenericLikelihood ?)Result class

instance of Bunch with instance of Bunch with

instance of CompareMeans instance of CompareMeans

instance of GMMResults instance of GMMResults

instance of LikelihoodResults instance of LikelihoodResults

instance of MVNormal instance of MVNormal

instance of MVT instance of MVT

instance of RegressionResults instance of RegressionResults

instance of SimpleTable instance of SimpleTable

instance of a distribution class instance of a distribution class

instance of result class instance of result class

int int

int (0 <= rank <= neqs) int (0 <= rank <= neqs)

int (default is 0) int (default is 0)

int (default is 2) int (default is 2)

int (default: 1) int (default: 1)

int (optional, default=1) int (optional, default=1)

int (or float) int (or float)

int > 0 int > 0

int >= 0 int >= 0

int in {2, ..., 10} int in {2, ..., 10}

int or 'cue' int or 'cue'

int or 'freq', optional int or 'freq', optional

int or None int or None

int or None, default: None int or None, default: None

int or None, optional int or None, optional

int or array int or array

int or array_like int or array_like

int or array_like, optional int or array_like, optional

int or bin edges int or bin edges

int or float int or float

int or np.e int or np.e

int or np.e, optional int or np.e, optional

int or np.inf int or np.inf

int or str int or str

int or str or iterable of int or string, optional int or str or iterable of int or string, optional

int or str or sequence of int or str int or str or sequence of int or str

int or str or sequence of int or str or None, default: None int or str or sequence of int or str or None, default: None

int or str or sequence of int or str or None, default: None int or str or sequence of int or str or None, default: None

int or str {1,2,3} or {"I","II","III"} int or str {1,2,3} or {"I","II","III"}

int or string int or string

int or tuple int or tuple

int or tuple of ints int or tuple of ints

int, 0 <= coint_rank <= neqs int, 0 <= coint_rank <= neqs

int, >= 1 int, >= 1

int, array_like int, array_like

int, default 1 int, default 1

int, default 100 int, default 100

int, default 1000 int, default 1000

int, default 500 int, default 500

int, default None int, default None

int, default: 0 int, default: 0

int, float int, float

int, nonnegative int, nonnegative

int, optiona int, optiona

int, optional int, optional

int, optional0 int, optional0

int, str, or datetime int, str, or datetime

int, str, or datetime, optional int, str, or datetime, optional

integer integer

integer (default 501) integer (default 501)

integer (default: 0) integer (default: 0)

integer or array-like integer or array-like

integer or array_like integer or array_like

integer or string integer or string

integer, optional integer, optional

iterable iterable

iterable of DataFrames iterable of DataFrames

iterable or iterable of iterables, optional iterable or iterable of iterables, optional

iterable, optional iterable, optional

kalman_filter.PredictionResults kalman_filter.PredictionResults

kalman_filter.PredictionResults instance kalman_filter.PredictionResults instance

keys for term_slices keys for term_slices

keyword arguments keyword arguments

keywords keywords

label label

linear_model.PredictionResults linear_model.PredictionResults

link function or None link function or None

list list

list (n_samples,) list (n_samples,)

list (or tuple) of str list (or tuple) of str

list ? check list ? check

list of SimpleTable list of SimpleTable

list of SimpleTable instances list of SimpleTable instances

list of arrays list of arrays

list of float list of float

list of floats list of floats

list of floats between 0 and 1, optional list of floats between 0 and 1, optional

list of int list of int

list of length 2 list of length 2

list of lists or 2d array (not matrix!) list of lists or 2d array (not matrix!)

list of mu, mc2, skew, kurt list of mu, mc2, skew, kurt

list of ndarrays list of ndarrays

list of pairs list of pairs

list of str list of str

list of str or None list of str or None

list of str, optional list of str, optional

list of strings list of strings

list of strings or None list of strings or None

list of strings, optional list of strings, optional

list of tuple list of tuple

list of tuples list of tuples

list of tuples or None list of tuples or None

list of units list of units

list or None list or None

list or None, optional list or None, optional

list or iterable of ndarrays list or iterable of ndarrays

list or ndarray list or ndarray

list(int) list(int)

list, length s+1 list, length s+1

list, optional list, optional

list/tuple of array-like list/tuple of array-like

list[str] list[str]

m x m array m x m array

marginal effects instance marginal effects instance

matplotlib Axes instance matplotlib Axes instance

matplotlib Figure matplotlib Figure

matplotlib Figure instance matplotlib Figure instance

matplotlib axes matplotlib axes

matplotlib axes instance matplotlib axes instance

matplotlib axes object matplotlib axes object

matplotlib axis, optional matplotlib axis, optional

matplotlib figure matplotlib figure

matplotlib figure instance matplotlib figure instance

matplotlib.Axes, optional matplotlib.Axes, optional

matplotlib.Figure matplotlib.Figure

matplotlib.axes matplotlib.axes

matplotlib.axes, optional matplotlib.axes, optional

model class, optional model class, optional

model instance model instance

model object model object

model results instance model results instance

module module

namedtuple namedtuple

nd_array, (n_cat, n_cat) nd_array, (n_cat, n_cat)

nd_array, (n_rows, n_cat) nd_array, (n_rows, n_cat)

ndarray ndarray

ndarray (#(determinist. terms inside the coint. rel.) x coint_rank) ndarray (#(determinist. terms inside the coint. rel.) x coint_rank)

ndarray (1 x coint_rank) ndarray (1 x coint_rank)

ndarray (1 x neqs) or (neqs) ndarray (1 x neqs) or (neqs)

ndarray (K x K) ndarray (K x K)

ndarray (Kp + 1) x K ndarray (Kp + 1) x K

ndarray (T x K) ndarray (T x K)

ndarray (d x d) ndarray (d x d)

ndarray (d) ndarray (d)

ndarray (exog_coint.shape[1] x coint_rank) or None ndarray (exog_coint.shape[1] x coint_rank) or None

ndarray (k x k) ndarray (k x k)

ndarray (k x k), lower triangular ndarray (k x k), lower triangular

ndarray (k x k), optional ndarray (k x k), optional

ndarray (k_ar x neqs x neqs) ndarray (k_ar x neqs x neqs)

ndarray (k_ar x neqs) ndarray (k_ar x neqs)

ndarray (k_ar_diff*neqs x nobs) ndarray (k_ar_diff*neqs x nobs)

ndarray (k_vars, k_vars) ndarray (k_vars, k_vars)

ndarray (k_vars, k_vars) or scalar ndarray (k_vars, k_vars) or scalar

ndarray (len_endog x n_seasons-1) ndarray (len_endog x n_seasons-1)

ndarray (length k) ndarray (length k)

ndarray (m,1) ndarray (m,1)

ndarray (maxn x k x k) ndarray (maxn x k x k)

ndarray (maxn x neqs x neqs) ndarray (maxn x neqs x neqs)

ndarray (n,k) ndarray (n,k)

ndarray (neqs x #(deterministic terms outside the coint. rel.)) ndarray (neqs x #(deterministic terms outside the coint. rel.))

ndarray (neqs x 1) or (neqs x 0) ndarray (neqs x 1) or (neqs x 0)

ndarray (neqs x coint_rank) ndarray (neqs x coint_rank)

ndarray (neqs x det. terms outside the coint. relation) ndarray (neqs x det. terms outside the coint. relation)

ndarray (neqs x exog_coefs.shape[1]) ndarray (neqs x exog_coefs.shape[1])

ndarray (neqs x neqs) ndarray (neqs x neqs)

ndarray (neqs x neqs), optional ndarray (neqs x neqs), optional

ndarray (neqs x neqs*(k_ar-1)) ndarray (neqs x neqs*(k_ar-1))

ndarray (neqs x nobs) ndarray (neqs x nobs)

ndarray (neqs x nobs_tot) ndarray (neqs x nobs_tot)

ndarray (neqs x number_of_deterministic_terms) ndarray (neqs x number_of_deterministic_terms)

ndarray (neqs x seasons) ndarray (neqs x seasons)

ndarray (neqs**2 * k_ar x neqs**2 * k_ar) ndarray (neqs**2 * k_ar x neqs**2 * k_ar)

ndarray (neqs+num_det_coef_coint x coint_rank) ndarray (neqs+num_det_coef_coint x coint_rank)

ndarray (nobs x neqs) ndarray (nobs x neqs)

ndarray (nobs) ndarray (nobs)

ndarray (nobs,) or (nobs, k_var) ndarray (nobs,) or (nobs, k_var)

ndarray (nobs,) or (nobs, nobs) ndarray (nobs,) or (nobs, nobs)

ndarray (nobs_tot x #det_terms) or None, default: None ndarray (nobs_tot x #det_terms) or None, default: None

ndarray (nobs_tot x #det_terms_coint) or None, default: None ndarray (nobs_tot x #det_terms_coint) or None, default: None

ndarray (nobs_tot x neqs) or None ndarray (nobs_tot x neqs) or None

ndarray (nobs_tot x neqs) or None, default: None ndarray (nobs_tot x neqs) or None, default: None

ndarray (num_det_coef_coint x coint_rank) ndarray (num_det_coef_coint x coint_rank)

ndarray (p x K x K) ndarray (p x K x K)

ndarray (p x k x k) ndarray (p x k x k)

ndarray (p x k) ndarray (p x k)

ndarray (pq x pq) ndarray (pq x pq)

ndarray (steps x neqs) ndarray (steps x neqs)

ndarray (steps x self.exog.shape[1]) ndarray (steps x self.exog.shape[1])

ndarray (subclass) ndarray (subclass)

ndarray (trend_coefs.shape[1] x neqs) ndarray (trend_coefs.shape[1] x neqs)

ndarray ? ndarray ?

ndarray of int ndarray of int

ndarray of ints, shape (nobs, K) ndarray of ints, shape (nobs, K)

ndarray or ?? ndarray or ??

ndarray or DataFrame ndarray or DataFrame

ndarray or None ndarray or None

ndarray or None, default: None ndarray or None, default: None

ndarray or float ndarray or float

ndarray or list of strings ndarray or list of strings

ndarray or string ndarray or string

ndarray or tuple of 2 ndarray's ndarray or tuple of 2 ndarray's

ndarray, (1,m) ndarray, (1,m)

ndarray, (K * (J-1),) ndarray, (K * (J-1),)

ndarray, (k, k) ndarray, (k, k)

ndarray, (k,k) ndarray, (k,k)

ndarray, (k_constraints, 2) ndarray, (k_constraints, 2)

ndarray, (k_vars, k_vars) ndarray, (k_vars, k_vars)

ndarray, (k_vars,) or scalar ndarray, (k_vars,) or scalar

ndarray, (len(frac), len(idx)) ndarray, (len(frac), len(idx))

ndarray, (len(x), len(idx)) ndarray, (len(x), len(idx))

ndarray, (n, len(m)) ndarray, (n, len(m))

ndarray, (n,k) ndarray, (n,k)

ndarray, (n_groups,) ndarray, (n_groups,)

ndarray, (nlags+1,) ndarray, (nlags+1,)

ndarray, (nobs, k_vars_fe) ndarray, (nobs, k_vars_fe)

ndarray, (nobs, k_vars_re) ndarray, (nobs, k_vars_re)

ndarray, (nobs, n_groups) ndarray, (nobs, n_groups)

ndarray, (nobs,) ndarray, (nobs,)

ndarray, (nobs,) or (nobs, k_vars) ndarray, (nobs,) or (nobs, k_vars)

ndarray, (optional) ndarray, (optional)

ndarray, 1-D ndarray, 1-D

ndarray, 1d ndarray, 1d

ndarray, 2-D ndarray, 2-D

ndarray, 2d ndarray, 2d

ndarray, 2d, (nm*(nm-1)/2, nm) ndarray, 2d, (nm*(nm-1)/2, nm)

ndarray, 2d, (nm-1, nm) ndarray, 2d, (nm-1, nm)

ndarray, 2d, (nobs, nfactors) ndarray, 2d, (nobs, nfactors)

ndarray, 2d, (nobs, nvars) ndarray, 2d, (nobs, nvars)

ndarray, 2d, symmetric ndarray, 2d, symmetric

ndarray, float, 1d ndarray, float, 1d

ndarray, int8, 2d (nobs, n_groups) ndarray, int8, 2d (nobs, n_groups)

ndarray, ndim-1 ndarray, ndim-1

ndarray, optional ndarray, optional

ndarray, pandas.Series or pandas.DataFrame ndarray, pandas.Series or pandas.DataFrame

ndarray, shape (nobs, K) ndarray, shape (nobs, K)

ndarray-like ndarray-like

ndarray_1d ndarray_1d

neqs x neqs array, default to largest for each neqs x neqs array, default to largest for each

neqs x neqs mask array with known parameters masked neqs x neqs mask array with known parameters masked

neqs x neqs np.ndarray with unknown parameters marked with 'E' neqs x neqs np.ndarray with unknown parameters marked with 'E'

neqs x neqs np.ndarry with unknown parameters marked with 'E' neqs x neqs np.ndarry with unknown parameters marked with 'E'

nested tuples and lists nested tuples and lists

new instance of class new instance of class

non-negative real non-negative real

non-negative scalar or numpy array (same size as parameters) non-negative scalar or numpy array (same size as parameters)

not used not used

not used yet not used yet

not used, not used,

nothing returned, modifications are inplace nothing returned, modifications are inplace

np.dtype, optional np.dtype, optional

np.ndarray np.ndarray

np.ndarray of Booleans np.ndarray of Booleans

number number

numeric numeric

numpy array (2D) numpy array (2D)

numpy matrix numpy matrix

numpy matrix (default identity matrix) numpy matrix (default identity matrix)

numpy.array numpy.array

numpy.array (default) or pandas.DataFrame numpy.array (default) or pandas.DataFrame

nx1 array nx1 array

nxk array nxk array

obj obj

object object

object or array-like object or array-like

optional keywords optional keywords

optional keywords for power function optional keywords for power function

pandas.DataFrame pandas.DataFrame

pandas.DataFrame, optional pandas.DataFrame, optional

pandas.Series or dict-like pandas.Series or dict-like

pandas.dataframe pandas.dataframe

pd.Index pd.Index

pd.Index or None pd.Index or None

pd.Index, optional pd.Index, optional

positive integer positive integer

positive real positive real

positive real scalar positive real scalar

property property

pvalue pvalue

real real

real array-valued function real array-valued function

real valued function real valued function

real-valued function real-valued function

regression result instance regression result instance

regression results instance regression results instance

result instance result instance

results instance results instance

scalar scalar

scalar or 1-D ndarray of shape (K,) scalar or 1-D ndarray of shape (K,)

scalar or 1-D ndarray, shape (K,) scalar or 1-D ndarray, shape (K,)

scalar or array-like scalar or array-like

scalar or array_like scalar or array_like

scalar or array_like (optional) scalar or array_like (optional)

scalar, optional scalar, optional

scipy.stats distribution scipy.stats distribution

scipy.stats.distribution scipy.stats.distribution

see Parameters see Parameters

see endog in Parameters see endog in Parameters

see delta_x in Parameters see delta_x in Parameters

see delta_y_1_T in Parameters see delta_y_1_T in Parameters

see y_lag1 in Parameters see y_lag1 in Parameters

sequence sequence

sequence (length k) sequence (length k)

sequence of data or cells sequence of data or cells

sequence of ndarrays sequence of ndarrays

sequence of ndarrays or 2-D ndarray sequence of ndarrays or 2-D ndarray

sequence of scalar or str, optional sequence of scalar or str, optional

sequence or None sequence or None

sparse.coo_matrix sparse.coo_matrix

square array square array

square matrix square matrix

square ndarray square ndarray

square symmetric ndarray square symmetric ndarray

statespace.kalman_filter.KalmanFilter statespace.kalman_filter.KalmanFilter

statsmodels Principal Component Analysis instance statsmodels Principal Component Analysis instance

statsmodels model statsmodels model

statsmodels model class instance statsmodels model class instance

statsmodels results instance or list of result instances statsmodels results instance or list of result instances

statsmodels.robust.norms.RobustNorm, optional statsmodels.robust.norms.RobustNorm, optional

str str

str ('data' or 'header') str ('data' or 'header')

str or Matplotlib Colormap instance, optional str or Matplotlib Colormap instance, optional

str or None str or None

str or None, optional str or None, optional

str or array-like str or array-like

str or array_like str or array_like

str or filehandle str or filehandle

str or generic Formula object str or generic Formula object

str or int {"I","II","III"} or {1,2,3} str or int {"I","II","III"} or {1,2,3}

str or offset str or offset

str or patsy.model_desc str or patsy.model_desc

str or sequence of strs str or sequence of strs

str {"F", "Chisq", "Cp"} or None str {"F", "Chisq", "Cp"} or None

str {"additive", "multiplicative"} str {"additive", "multiplicative"}

str {"aq","qm", "other"} str {"aq","qm", "other"}

str {"c", "ct", "ctt", "nc"} str {"c", "ct", "ctt", "nc"}

str {"c", "nc", "ct", "ctt"} str {"c", "nc", "ct", "ctt"}

str {"c","t","ct","ctt"} str {"c","t","ct","ctt"}

str {"ls", "ssm"} str {"ls", "ssm"}

str {"ml"}, default: "ml" str {"ml"}, default: "ml"

str {"nc", "c", "ct", "ctt"} str {"nc", "c", "ct", "ctt"}

str {"nc", "co", "ci", "lo", "li"} str {"nc", "co", "ci", "lo", "li"}

str {'45', 's', 'r', q'} or None str {'45', 's', 'r', q'} or None

str {'45', 's', 'r', q'} or None, optional str {'45', 's', 'r', q'} or None, optional

str {'45','r','s','q'} str {'45','r','s','q'}

str {'DFFITS', 'Cooks'} str {'DFFITS', 'Cooks'}

str {'aic','bic','hic','t-stat'} str {'aic','bic','hic','t-stat'}

str {'aic','bic','hqic','t-stat'} str {'aic','bic','hqic','t-stat'}

str {'c', 'ct'} str {'c', 'ct'}

str {'c', 'tc', 'ctt', 'nc'} str {'c', 'tc', 'ctt', 'nc'}

str {'c','nc'} str {'c','nc'}

str {'cmle', 'mle'}, optional str {'cmle', 'mle'}, optional

str {'css-mle','mle','css'} str {'css-mle','mle','css'}

str {'ex','sep','in'} str {'ex','sep','in'}

str {'forward', 'backward', 'both', 'none'} or None str {'forward', 'backward', 'both', 'none'} or None

str {'line', 'scatter', 'both'}, optional str {'line', 'scatter', 'both'}, optional

str {'nc', 'c', 'ct'} str {'nc', 'c', 'ct'}

str {'newton','nm','bfgs','powell','cg','ncg','basinhopping', str {'newton','nm','bfgs','powell','cg','ncg','basinhopping',

str {'raise', 'add', 'skip'} str {'raise', 'add', 'skip'}

str {"f", "wald"} str {"f", "wald"}

str {"granger", "inst"}, default: "granger" str {"granger", "inst"}, default: "granger"

str {"nc", "co", "ci", "lo", "li"} str {"nc", "co", "ci", "lo", "li"}

str, datetime str, datetime

str, defaults to 'brentq' str, defaults to 'brentq'

str, float str, float

str, list str, list

str, optional str, optional

str, tuple, datetime.timedelta, DateOffset or None, optional str, tuple, datetime.timedelta, DateOffset or None, optional

str, {"trace", "maxeig"}, default: "trace" str, {"trace", "maxeig"}, default: "trace"

string string

string 'cov' string 'cov'

string in ['nobs', 'effect_size', 'alpha'] string in ['nobs', 'effect_size', 'alpha']

string in ['norm', 'binom'] string in ['norm', 'binom']

string in ['normal'] string in ['normal']

string in ['two-sided', 'smaller', 'larger'] string in ['two-sided', 'smaller', 'larger']

string of Penalty object string of Penalty object

string or (int, int) tuple string or (int, int) tuple

string or HuberScale() string or HuberScale()

string or None string or None

string or array or callable string or array or callable

string or array_like, optional string or array_like, optional

string or callable string or callable

string or filehandle string or filehandle

string or float in (0, 1) string or float in (0, 1)

string or float, optional string or float, optional

string or int string or int

string or tuple string or tuple

string {'breakvar'} or None string {'breakvar'} or None

string {'jarquebera'} or None string {'jarquebera'} or None

string {'ljungbox','boxpierece'} or None string {'ljungbox','boxpierece'} or None

string, 'ar' string, 'ar'

string, 'increasing', 'decreasing' or 'two-sided' string, 'increasing', 'decreasing' or 'two-sided'

string, 'pooled' string, 'pooled'

string, 'pooled' or 'unequal' string, 'pooled' or 'unequal'

string, 'two-sided' (default) or 'one-sided' string, 'two-sided' (default) or 'one-sided'

string, 'two-sided' (default), 'larger', 'smaller' string, 'two-sided' (default), 'larger', 'smaller'

string, default is 'bfgs' string, default is 'bfgs'

string, defines method for robust string, defines method for robust

string, kernel to use in the kernel density estimation for the string, kernel to use in the kernel density estimation for the

string, method used to calculate the variance-covariance matrix string, method used to calculate the variance-covariance matrix

string, optional string, optional

string. string.

structured array structured array

str{'c', 'ct'} str{'c', 'ct'}

str{'n','c','t','ct'} or iterable str{'n','c','t','ct'} or iterable

str{'n','c','t','ct'} or iterable, optional str{'n','c','t','ct'} or iterable, optional

table is attached table is attached

tables are attached tables are attached

tree tree

tuple tuple

tuple of None or ndarrays tuple of None or ndarrays

tuple of dicts, optional tuple of dicts, optional

tuple of float tuple of float

tuple of int tuple of int

tuple of lists, optional tuple of lists, optional

tuple of two ndarrays tuple of two ndarrays

tuple or array_like ([min, k_vars], [max, k_vars]) tuple or array_like ([min, k_vars], [max, k_vars])

tuple or array_like ? tuple or array_like ?

tuple or dict tuple or dict

tuple, (ar, ma) tuple, (ar, ma)

tuple, (mu, ar, ma) tuple, (mu, ar, ma)

tuple, 2 elements tuple, 2 elements

tuple, optional tuple, optional

tuple, sequence tuple, sequence

type, optional type, optional

unknown values of A and B matrix concatenated unknown values of A and B matrix concatenated

var, optional var, optional

vector length neqs, default to largest for each vector length neqs, default to largest for each

vector-valued function vector-valued function

{"add", "mul", "additive", "multiplicative", None}, optional {"add", "mul", "additive", "multiplicative", None}, optional

{'AIC', 'BIC', 't-stat', None} {'AIC', 'BIC', 't-stat', None}

{'MBD', 'BD2'}, optional {'MBD', 'BD2'}, optional

{'aic', 'bic', 'hqic'} {'aic', 'bic', 'hqic'}

{'aic', 'bic', 't-stat'} {'aic', 'bic', 't-stat'}

{'aic', 'fpe', 'hqic', 'bic', None} {'aic', 'fpe', 'hqic', 'bic', None}

{'approx', 'table'}, optional {'approx', 'table'}, optional

{'approximate_diffuse','stationary','known'}, optional {'approximate_diffuse','stationary','known'}, optional

{'bky', 'bh') {'bky', 'bh')

{'bootstrap', 'montecarlo'} {'bootstrap', 'montecarlo'}

{'both', 'left', 'right'}, optional {'both', 'left', 'right'}, optional

{'c', 'nc', 'ct', 'ctt'} {'c', 'nc', 'ct', 'ctt'}

{'c','ct','ctt','nc'} {'c','ct','ctt','nc'}

{'cov', ...} {'cov', ...}

{'diagonal', 'unstructured'} {'diagonal', 'unstructured'}

{'diagonal', 'unstructured'}, optional {'diagonal', 'unstructured'}, optional

{'eim', 'oim'}, optional {'eim', 'oim'}, optional

{'expanding', 'rolling'} {'expanding', 'rolling'}

{'f', 'wald'} {'f', 'wald'}

{'filtered', 'smoothed'}, or None, optional {'filtered', 'smoothed'}, or None, optional

{'full', 'drop-last', 'drop-first'} {'full', 'drop-last', 'drop-first'}

{'goodman', 'sison-glaz'}, optional {'goodman', 'sison-glaz'}, optional

{'guerrero', 'loglik'} {'guerrero', 'loglik'}

{'harvey', 'approx'} or None, optional {'harvey', 'approx'} or None, optional

{'indep', 'negcorr') {'indep', 'negcorr')

{'left', 'right'}, optional {'left', 'right'}, optional

{'mean', 'median'} or number {'mean', 'median'} or number

{'mle'} {'mle'}

{'naive'} {'naive'}

{'nc', 'c', 't', 'ct'} {'nc', 'c', 't', 'ct'}

{'nc', 'c'}, optional {'nc', 'c'}, optional

{'nm', 'newton', 'bfgs', 'cg', 'ncg', 'powell'} {'nm', 'newton', 'bfgs', 'cg', 'ncg', 'powell'}

{'norm', 'exp'}, optional {'norm', 'exp'}, optional

{'ols'} {'ols'}

{'opg','oim','approx'}, optional {'opg','oim','approx'}, optional

{'s', 'd', 'c', 'z'}, optional {'s', 'd', 'c', 'z'}, optional

{'s','d','c','z'}, optional {'s','d','c','z'}, optional

{'scalar', 'diagonal', 'unstructured'}, optional {'scalar', 'diagonal', 'unstructured'}, optional

{'sd', 'mad'} {'sd', 'mad'}

{'standard', 'lutkepohl'} {'standard', 'lutkepohl'}

{'ywunbiased', 'ywmle', 'ols'} {'ywunbiased', 'ywmle', 'ols'}

{0,1}, optional {0,1}, optional

{0.05, 0.01} {0.05, 0.01}

{0.4, float} optional {0.4, float} optional

{0.95, 0.99} {0.95, 0.99}

{False, True} {False, True}

{None, "hc0", "hc1", "hc2", "hc3"} {None, "hc0", "hc1", "hc2", "hc3"}

{None, int}, optional {None, int}, optional

{True, False, 'log', float}, optional {True, False, 'log', float}, optional

{{prefix}}SimulationSmoother object {{prefix}}SimulationSmoother object