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statsmodels.tsa.statespace.sarimax.SARIMAX.initialize_known

SARIMAX.initialize_known(initial_state, initial_state_cov) [source]

Initialize the statespace model with known distribution for initial state.

These values are assumed to be known with certainty or else filled with parameters during, for example, maximum likelihood estimation.

Parameters:
  • initial_state (array_like) – Known mean of the initial state vector.
  • initial_state_cov (array_like) – Known covariance matrix of the initial state vector.

© 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.statespace.sarimax.SARIMAX.initialize_known.html