statsmodels.tsa.statespace.tools.unconstrain_stationary_univariate

statsmodels.tsa.statespace.tools.unconstrain_stationary_univariate(constrained)[source]

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

Parameters:
constrainedndarray

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

Returns:
unconstrainedndarray

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

References


Last update: Jun 01, 2024