statsmodels.tsa.statespace.varmax.VARMAX.update

method

VARMAX.update(params, **kwargs)[source]

Update the parameters of the model

Parameters
paramsarray_like

Array of new parameters.

transformedboolean, optional

Whether or not params is already transformed. If set to False, transform_params is called. Default is True.

Returns
paramsarray_like

Array of parameters.

Notes

Since Model is a base class, this method should be overridden by subclasses to perform actual updating steps.