W3cubDocs

/Statsmodels

statsmodels.tsa.arima_model.ARMA.hessian

ARMA.hessian(params) [source]

Compute the Hessian at params,

Notes

This is a numerical approximation.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_model.ARMA.hessian.html