statsmodels.tsa.arima.model.ARIMA.score_obs¶
-
ARIMA.score_obs(params, method='approx', transformed=True, includes_fixed=False, approx_complex_step=None, approx_centered=False, **kwargs)¶ Compute the score per observation, evaluated at params
- Parameters
- paramsarray_like
Array of parameters at which to evaluate the score.
- **kwargs
Additional arguments to the loglike method.
- Returns
- score
array Score per observation, evaluated at params.
- score
Notes
This is a numerical approximation, calculated using first-order complex step differentiation on the loglikeobs method.