statsmodels.tsa.statespace.sarimax.SARIMAX.transform_jacobian

SARIMAX.transform_jacobian(unconstrained)

Jacobian matrix for the parameter transformation function

Parameters:

unconstrained : array_like

Array of unconstrained parameters used by the optimizer.

Returns:

jacobian : array

Jacobian matrix of the transformation, evaluated at unconstrained

See also

transform_params

Notes

This is a numerical approximation.