statsmodels.tsa.statespace.varmax.VARMAX.fit_constrained¶
-
VARMAX.
fit_constrained
(constraints, start_params=None, **fit_kwds)¶ Fit the model with some parameters subject to equality constraints.
- Parameters
constraints : dict
Dictionary of constraints, of the form param_name: fixed_value. See the param_names property for valid parameter names.
start_params : array_like, optional
Initial guess of the solution for the loglikelihood maximization. If None, the default is given by Model.start_params.
**fit_kwds : keyword arguments
fit_kwds are used in the optimization of the remaining parameters.
- Returns
results : Results instance
Examples
>>> mod = sm.tsa.SARIMAX(endog, order=(1, 0, 1)) >>> res = mod.fit_constrained({'ar.L1': 0.5})