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statsmodels.tsa.statespace.sarimax.SARIMAX.update

SARIMAX.update(params, transformed=True, complex_step=False) [source]

Update the parameters of the model

Updates the representation matrices to fill in the new parameter values.

Parameters:
  • params (array_like) – Array of new parameters.
  • transformed (boolean, optional) – Whether or not params is already transformed. If set to False, transform_params is called. Default is True..
Returns:

params – Array of parameters.

Return type:

array_like

© 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.update.html