Skip to content
logo
statsmodels 0.14.4
statsmodels.tsa.statespace.sarimax.SARIMAX.initialize_known
Initializing search
    statsmodels
    statsmodels
    • Installing statsmodels
    • Getting started
    • User Guide
      • Background
      • Regression and Linear Models
      • Time Series Analysis
        • Time Series analysis tsa
        • Time Series Analysis by State Space Methods statespace
          • Models and Estimation
            • Seasonal Autoregressive Integrated Moving-Average with eXogenous regressors (SARIMAX)
              • statsmodels.tsa.statespace.sarimax.SARIMAX
                • Cstatsmodels.tsa.statespace.sarimax.SARIMAX
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.clone
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.filter
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.fit
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.fit_constrained
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.fix_params
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.from_formula
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.handle_params
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.hessian
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.impulse_responses
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.information
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.initialize
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.initialize_approximate_diffuse
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.initialize_default
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.initialize_known
                    • MSARIMAX.initialize_known
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.initialize_statespace
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.initialize_stationary
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.loglike
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.loglikeobs
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.observed_information_matrix
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.opg_information_matrix
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.predict
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.prepare_data
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.score
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.score_obs
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.set_conserve_memory
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.set_filter_method
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.set_inversion_method
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.set_smoother_output
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.set_stability_method
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.simulate
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.simulation_smoother
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.smooth
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.transform_jacobian
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.transform_params
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.untransform_params
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.update
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.endog_names
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.exog_names
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.initial_design
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.initial_selection
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.initial_state_intercept
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.initial_transition
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.initial_variance
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.initialization
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.loglikelihood_burn
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.model_latex_names
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.model_names
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.model_orders
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.param_names
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.param_terms
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.params_complete
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.start_params
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.state_names
                  • statsmodels.tsa.statespace.sarimax.SARIMAX.tolerance
              • statsmodels.tsa.statespace.sarimax.SARIMAXResults
            • Unobserved Components
            • Vector Autoregressive Moving-Average with eXogenous regressors (VARMAX)
            • Dynamic Factor Models
            • Linear Exponential Smoothing Models
            • Custom state space models
          • Output and postestimation methods and attributes
          • Low-level state space representation and Kalman filtering
          • Statespace Tools
        • Vector Autoregressions tsa.vector_ar
      • Other Models
      • Statistics and Tools
      • Data Sets
      • Sandbox
    • Examples
    • API Reference
    • About statsmodels
    • Developer Page
    • Release Notes
    • MSARIMAX.initialize_known

    statsmodels.tsa.statespace.sarimax.SARIMAX.initialize_known¶

    SARIMAX.initialize_known(initial_state, initial_state_cov)¶

    Initialize known

    Last update: Oct 03, 2024
    Previous statsmodels.tsa.statespace.sarimax.SARIMAX.initialize_default
    Next statsmodels.tsa.statespace.sarimax.SARIMAX.initialize_statespace
    © Copyright 2009-2023, Josef Perktold, Skipper Seabold, Jonathan Taylor, statsmodels-developers.
    Created using Sphinx 7.3.7. and Sphinx-Immaterial