statsmodels.tsa.exponential_smoothing.ets.ETSModel.score

ETSModel.score(params, approx_centered=False, approx_complex_step=True, **kwargs)[source]

Score vector of model.

The gradient of logL with respect to each parameter.

Parameters:
paramsndarray

The parameters to use when evaluating the Hessian.

Returns:
ndarray

The score vector evaluated at the parameters.


Last update: Nov 14, 2024