Login Register

ARMA.hessian()

statsmodels.tsa.arima_model.ARMA.hessian

ARMA.hessian(params) [source]

Compute the Hessian at params,

Notes

This is a numerical approximation.

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.arima_model.ARMA.hessian.html

doc_statsmodels

2017-01-18 16:06:45

Comments

Leave a Comment

Please login to continue.

Popular Articles

ARMA.geterrors() statsmodels.tsa.arima_model.ARMA.geterrors ARMA.geterrors(params) [source] Get the errors of the ARMA process. Parameters: params : array-like T

ARMA.initialize() statsmodels.tsa.arima_model.ARMA.initialize ARMA.initialize() Initialize (possibly re-initialize) a Model instance. For instance, the design matri

ARMA.predict() statsmodels.tsa.arima_model.ARMA.predict ARMA.predict(params, start=None, end=None, exog=None, dynamic=False) [source] ARMA model in-sample and ou

ARMA.fit() statsmodels.tsa.arima_model.ARMA.fit ARMA.fit(start_params=None, trend='c', method='css-mle', transparams=True, solver='lbfgs', maxiter=50, full_out

IV2SLS.hessian() statsmodels.sandbox.regression.gmm.IV2SLS.hessian IV2SLS.hessian(params) The Hessian matrix of the model