statsmodels.tsa.arima.model.ARIMA.fit_constrained

ARIMA.fit_constrained(constraints, start_params=None, **fit_kwds)

Fit the model with some parameters subject to equality constraints.

Parameters:

  • constraints (dict) – Dictionary of constraints, of the form param_name: fixed_value. See the param_names property for valid parameter names.

  • start_params (array_like, optional) – Initial guess of the solution for the loglikelihood maximization. If None, the default is given by Model.start_params.

  • **fit_kwds (keyword arguments) – fit_kwds are used in the optimization of the remaining parameters.

Returns:

results

Return type:

Results instance

Examples

>>> mod = sm.tsa.SARIMAX(endog, order=(1, 0, 1))
>>> res = mod.fit_constrained({'ar.L1': 0.5})