statsmodels.tsa.ar_model.AutoReg.hessian#
- AutoReg.hessian(params)[source]#
The Hessian matrix of the model
- Parameters:
- paramsarray_like
The parameters to use when evaluating the Hessian.
- Returns:
ndarrayThe hessian evaluated at the parameters.
The Hessian matrix of the model
The parameters to use when evaluating the Hessian.
ndarrayThe hessian evaluated at the parameters.