Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

ENH/REF: SARIMAX start params #6186

Open
ChadFulton opened this issue Oct 5, 2019 · 0 comments
Open

ENH/REF: SARIMAX start params #6186

ChadFulton opened this issue Oct 5, 2019 · 0 comments
Labels
comp-tsa-statespace type-enh type-refactor
Milestone
Someday

Comments

@ChadFulton
Copy link
Member

Given #5827, we may want to think about reworking start_params in SARIMAX, which right now is something like an ad hoc version of Hannan-Rissanen.

However, the Hannan Rissanen of #5827 doesn't support seasonals yet (although it could and this is listed as one of the future improvements in #6159), so maybe that should be done first.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
comp-tsa-statespace type-enh type-refactor
Projects
None yet
Milestone
Someday
Development

No branches or pull requests
1 participant
@ChadFulton