GLSAR

[Alan G Isaac]

Why are the estimated AR parameters accessed through the model rather
than via the results object?

Thanks,
Alan

[josef...@gmail.com]

You could open an issue on github to provide the glass specific information in the results instance.

Summary is also missing the info.

The answer as to why: the GLS models take the co variance of errors , sigma , as given, so the GLS whitening is part of the model

It this is just how it is implemented, and it could be improved.

Josef

Typos are the fault of the iPad keyboard.