statsmodels.tsa.statespace.varmax.VARMAX.update

VARMAX.update(params, **kwargs)[source]

Update the parameters of the model

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

Notes

Since Model is a base class, this method should be overridden by subclasses to perform actual updating steps.