statsmodels.tsa.statespace.varmax.VARMAX ======================================== .. currentmodule:: statsmodels.tsa.statespace.varmax .. autoclass:: VARMAX :exclude-members: .. rubric:: Methods .. autosummary:: :toctree: ~VARMAX.clone ~VARMAX.filter ~VARMAX.fit ~VARMAX.fit_constrained ~VARMAX.fix_params ~VARMAX.from_formula ~VARMAX.handle_params ~VARMAX.hessian ~VARMAX.impulse_responses ~VARMAX.information ~VARMAX.initialize ~VARMAX.initialize_approximate_diffuse ~VARMAX.initialize_known ~VARMAX.initialize_statespace ~VARMAX.initialize_stationary ~VARMAX.loglike ~VARMAX.loglikeobs ~VARMAX.observed_information_matrix ~VARMAX.opg_information_matrix ~VARMAX.predict ~VARMAX.prepare_data ~VARMAX.score ~VARMAX.score_obs ~VARMAX.set_conserve_memory ~VARMAX.set_filter_method ~VARMAX.set_inversion_method ~VARMAX.set_smoother_output ~VARMAX.set_stability_method ~VARMAX.simulate ~VARMAX.simulation_smoother ~VARMAX.smooth ~VARMAX.transform_jacobian ~VARMAX.transform_params ~VARMAX.untransform_params ~VARMAX.update .. rubric:: Properties .. autosummary:: :toctree: ~VARMAX.endog_names ~VARMAX.exog_names ~VARMAX.initial_variance ~VARMAX.initialization ~VARMAX.loglikelihood_burn ~VARMAX.param_names ~VARMAX.start_params ~VARMAX.state_names ~VARMAX.tolerance