statsmodels.tsa.statespace.sarimax.SARIMAX.loglikeobs¶
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SARIMAX.
loglikeobs
(params, transformed=True, includes_fixed=False, complex_step=False, **kwargs)¶ Loglikelihood evaluation
- Parameters
params : array_like
Array of parameters at which to evaluate the loglikelihood function.
transformed : bool, optional
Whether or not params is already transformed. Default is True.
**kwargs
Additional keyword arguments to pass to the Kalman filter. See KalmanFilter.filter for more details.
See also
update
modifies the internal state of the Model to reflect new params
Notes
[R144] recommend maximizing the average likelihood to avoid scale issues; this is done automatically by the base Model fit method.
References