statsmodels.tsa.statespace.tools.constrain_stationary_univariate¶
- statsmodels.tsa.statespace.tools.constrain_stationary_univariate(unconstrained)[source]¶
Transform unconstrained parameters used by the optimizer to constrained parameters used in likelihood evaluation
- Parameters:¶
- unconstrained
ndarray
Unconstrained parameters used by the optimizer, to be transformed to stationary coefficients of, e.g., an autoregressive or moving average component.
- unconstrained
- Returns:¶
- constrained
ndarray
Constrained parameters of, e.g., an autoregressive or moving average component, to be transformed to arbitrary parameters used by the optimizer.
- constrained
References
Last update:
Dec 23, 2024