statsmodels.tsa.statespace.sarimax.SARIMAX.update#

SARIMAX.update(params, transformed=True, includes_fixed=False, complex_step=False)[source]#

Update the parameters of the model

Updates the representation matrices to fill in the new parameter values.

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.

includes_fixedbool, optional

If parameters were previously fixed with the fix_params method, this argument describes whether or not params also includes the fixed parameters, in addition to the free parameters. Default is False.

complex_stepbool, optional

Whether or not to compute derivatives via a complex-step approximation. Default is False.

Returns:
paramsarray_like

Array of parameters.