statsmodels.tsa.arima.model.ARIMA.update

ARIMA.update(params, transformed=True, includes_fixed=False, complex_step=False)

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 (bool, 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