statsmodels.tsa.statespace.varmax.VARMAX.fix_params

VARMAX.fix_params(params)

Fix parameters to specific values (context manager)

Parameters:
paramsdict

Dictionary describing the fixed parameter values, of the form param_name: fixed_value. See the param_names property for valid parameter names.

Examples

>>> mod = sm.tsa.SARIMAX(endog, order=(1, 0, 1))
>>> with mod.fix_params({'ar.L1': 0.5}):
        res = mod.fit()

Last update: Sep 01, 2023