SARIMAX.hessian()

statsmodels.tsa.statespace.sarimax.SARIMAX.hessian

SARIMAX.hessian(params, *args, **kwargs)

Hessian matrix of the likelihood function, evaluated at the given parameters

Parameters:	params : array_like Array of parameters at which to evaluate the hessian. args Additional positional arguments to the loglike method. kwargs Additional keyword arguments to the loglike method.
Returns:	hessian : array Hessian matrix evaluated at params

Notes

This is a numerical approximation.

Both *args and **kwargs are necessary because the optimizer from fit must call this function and only supports passing arguments via *args (for example scipy.optimize.fmin_l_bfgs).