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AR vs ARMA order specification #1589

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bashtage opened this issue Apr 11, 2014 · 1 comment

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commented Apr 11, 2014

AR has its order argument in fit while ARMA has its argument in __init__. Is there some reason for this difference, or is this just a legacy issue?

@josef-pkt josef-pkt added the comp-tsa label Apr 14, 2014

@bashtage bashtage closed this Apr 16, 2014

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commented Apr 16, 2014

Partially legacy. Partially by design. AR.fit can do order selection as part of the estimation. May deserve a rethink.

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