statsmodels.tsa.exponential_smoothing.ets.ETSModel.fit_constrained¶

ETSModel.fit_constrained(constraints, start_params=None, **fit_kwds)¶

Fit the model with some parameters subject to equality constraints.

Parameters:¶

constraintsdict

Dictionary of constraints, of the form param_name: fixed_value. See the param_names property for valid parameter names.

start_paramsarray_like, optional

Initial guess of the solution for the loglikelihood maximization. If None, the default is given by Model.start_params.

**fit_kwdskeyword arguments

fit_kwds are used in the optimization of the remaining parameters.

Returns:¶

resultsResults instance

Examples

>>> mod = sm.tsa.SARIMAX(endog, order=(1, 0, 1))
>>> res = mod.fit_constrained({'ar.L1': 0.5})