statsmodels.tsa.statespace.sarimax.SARIMAX.update

SARIMAX.update(params, transformed=True, complex_step=False)[source]

Update the parameters of the model

Updates the representation matrices to fill in the new parameter values.

Parameters:
  • params (array_like) – Array of new parameters.
  • transformed (boolean, optional) – Whether or not params is already transformed. If set to False, transform_params is called. Default is True..
Returns:

params – Array of parameters.
Return type:

array_like