GLSAR.loglike()

statsmodels.regression.linear_model.GLSAR.loglike

GLSAR.loglike(params)

Returns the value of the Gaussian log-likelihood function at params.

Given the whitened design matrix, the log-likelihood is evaluated at the parameter vector params for the dependent variable endog.

Parameters:

params : array-like

The parameter estimates

Returns:

loglike : float

The value of the log-likelihood function for a GLS Model.