statsmodels / 0.9.0 / generated / statsmodels.tsa.arima_model.arima.hessian.html /

statsmodels.tsa.arima_model.ARIMA.hessian

ARIMA.hessian(params)

Compute the Hessian at params,

Notes

This is a numerical approximation.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_model.ARIMA.hessian.html