SARIMAX.untransform_params(constrained) [source]

Transform constrained parameters used in likelihood evaluation to unconstrained parameters used by the optimizer

Used primarily to reverse enforcement of stationarity of the autoregressive lag polynomial and invertibility of the moving average lag polynomial.

Parameters: constrained (array_like) – Constrained parameters used in likelihood evaluation.
Returns: constrained – Unconstrained parameters used by the optimizer.
Return type: array_like


If the lag polynomial has non-consecutive powers (so that the coefficient is zero on some element of the polynomial), then the constraint function is not onto the entire space of invertible polynomials, although it only excludes a very small portion very close to the invertibility boundary.

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© 2006 Jonathan E. Taylor
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