statsmodels.tsa.arima.model.ARIMA.set_stability_method¶
-
ARIMA.set_stability_method(stability_method=None, **kwargs)¶ Set the numerical stability method
The Kalman filter is a recursive algorithm that may in some cases suffer issues with numerical stability. The stability method controls what, if any, measures are taken to promote stability.
- Parameters
- stability_method
int,optional Bitmask value to set the stability method to. See notes for details.
- **kwargs
Keyword arguments may be used to influence the stability method by setting individual boolean flags. See notes for details.
- stability_method
Notes
This method is rarely used. See the corresponding function in the KalmanFilter class for details.