statsmodels.tsa.arima.model.ARIMA.fit_constrained¶
-
ARIMA.fit_constrained(constraints, start_params=
None
, **fit_kwds)¶ Fit the model with some parameters subject to equality constraints.
- Parameters:¶
- constraints
dict
Dictionary of constraints, of the form param_name: fixed_value. See the param_names property for valid parameter names.
- start_paramsarray_like,
optional
Initial guess of the solution for the loglikelihood maximization. If None, the default is given by Model.start_params.
- **fit_kwds
keyword
arguments
fit_kwds are used in the optimization of the remaining parameters.
- constraints
- Returns:¶
- results
Results
instance
- results
Examples
>>> mod = sm.tsa.SARIMAX(endog, order=(1, 0, 1)) >>> res = mod.fit_constrained({'ar.L1': 0.5})
Last update:
Oct 12, 2024