statsmodels.tsa.statespace.varmax.VARMAX.untransform_params

VARMAX.untransform_params(constrained) [source]

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

Parameters:	constrained (array_like) – Array of constrained parameters used in likelihood evalution, to be transformed.
Returns:	unconstrained – Array of unconstrained parameters used by the optimizer.
Return type:	array_like