statsmodels.tsa.statespace.varmax.VARMAX.update¶
-
VARMAX.update(params, transformed=True, includes_fixed=False, complex_step=False)[source]¶ Update the parameters of the model
- Parameters
- paramsarray_like
Array of new parameters.
- transformedbool,
optional Whether or not params is already transformed. If set to False, transform_params is called. Default is True.
- Returns
- paramsarray_like
Array of parameters.
Notes
Since Model is a base class, this method should be overridden by subclasses to perform actual updating steps.