statsmodels.tsa.statespace.sarimax.SARIMAX.opg_information_matrix¶
-
SARIMAX.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.