statsmodels.tsa.statespace.tools.constrain_stationary_univariate

statsmodels.tsa.statespace.tools.constrain_stationary_univariate(unconstrained)[source]

Transform unconstrained parameters used by the optimizer to constrained parameters used in likelihood evaluation

Parameters:
unconstrainedndarray

Unconstrained parameters used by the optimizer, to be transformed to stationary coefficients of, e.g., an autoregressive or moving average component.

Returns:
constrainedndarray

Constrained parameters of, e.g., an autoregressive or moving average component, to be transformed to arbitrary parameters used by the optimizer.

References


Last update: Apr 12, 2024