statsmodels.tsa.statespace.exponential_smoothing.ExponentialSmoothing.loglikeobs¶

ExponentialSmoothing.loglikeobs(params, transformed=True, includes_fixed=False, complex_step=False, **kwargs)¶

Loglikelihood evaluation

Parameters:¶

params : array_like¶

Array of parameters at which to evaluate the loglikelihood function.

transformed : bool, optional¶

Whether or not params is already transformed. Default is True.

**kwargs¶

Additional keyword arguments to pass to the Kalman filter. See KalmanFilter.filter for more details.

See also

update

modifies the internal state of the Model to reflect new params

Notes

[1] recommend maximizing the average likelihood to avoid scale issues; this is done automatically by the base Model fit method.

References