Logo

statsmodels.tsa.statespace.sarimax.SARIMAX.information

SARIMAX.information(params)

Fisher information matrix of model

Returns -Hessian of loglike evaluated at params.

Previous topic

statsmodels.tsa.statespace.sarimax.SARIMAX.impulse_responses

Next topic

statsmodels.tsa.statespace.sarimax.SARIMAX.initialize

This Page