statsmodels.tsa.statespace.exponential_smoothing.ExponentialSmoothing.opg_information_matrix¶
-
ExponentialSmoothing.opg_information_matrix(params, transformed=
True
, includes_fixed=False
, approx_complex_step=None
, **kwargs)¶ Outer product of gradients information matrix
- Parameters:¶
- paramsarray_like,
optional
Array of parameters at which to evaluate the loglikelihood function.
- **kwargs
Additional arguments to the loglikeobs method.
- paramsarray_like,
References
Berndt, Ernst R., Bronwyn Hall, Robert Hall, and Jerry Hausman. 1974. Estimation and Inference in Nonlinear Structural Models. NBER Chapters. National Bureau of Economic Research, Inc.
Last update:
Sep 07, 2024