statsmodels.tsa.statespace.varmax.VARMAX.update¶

VARMAX.update(params, transformed=True, includes_fixed=False, complex_step=False)[source]¶

Update the parameters of the model

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

Notes

Since Model is a base class, this method should be overridden by subclasses to perform actual updating steps.