statsmodels.tsa.statespace.varmax.VARMAX
========================================

.. currentmodule:: statsmodels.tsa.statespace.varmax

.. autoclass:: VARMAX
   :exclude-members: clone,filter,fit,fit_constrained,fix_params,from_formula,handle_params,hessian,impulse_responses,information,initialize,initialize_approximate_diffuse,initialize_known,initialize_statespace,initialize_stationary,loglike,loglikeobs,observed_information_matrix,opg_information_matrix,predict,prepare_data,score,score_obs,set_conserve_memory,set_filter_method,set_inversion_method,set_smoother_output,set_stability_method,simulate,simulation_smoother,smooth,transform_jacobian,transform_params,untransform_params,update,

   
   
   .. rubric:: Methods

   .. autosummary::
      :toctree:

      ~VARMAX.clone
      ~VARMAX.filter
      ~VARMAX.fit
      ~VARMAX.fit_constrained
      ~VARMAX.fix_params
      ~VARMAX.from_formula
      ~VARMAX.handle_params
      ~VARMAX.hessian
      ~VARMAX.impulse_responses
      ~VARMAX.information
      ~VARMAX.initialize
      ~VARMAX.initialize_approximate_diffuse
      ~VARMAX.initialize_known
      ~VARMAX.initialize_statespace
      ~VARMAX.initialize_stationary
      ~VARMAX.loglike
      ~VARMAX.loglikeobs
      ~VARMAX.observed_information_matrix
      ~VARMAX.opg_information_matrix
      ~VARMAX.predict
      ~VARMAX.prepare_data
      ~VARMAX.score
      ~VARMAX.score_obs
      ~VARMAX.set_conserve_memory
      ~VARMAX.set_filter_method
      ~VARMAX.set_inversion_method
      ~VARMAX.set_smoother_output
      ~VARMAX.set_stability_method
      ~VARMAX.simulate
      ~VARMAX.simulation_smoother
      ~VARMAX.smooth
      ~VARMAX.transform_jacobian
      ~VARMAX.transform_params
      ~VARMAX.untransform_params
      ~VARMAX.update
   
   
   

   
   
   .. rubric:: Properties

   .. autosummary::
      :toctree:

      ~VARMAX.endog_names
      ~VARMAX.exog_names
      ~VARMAX.initial_variance
      ~VARMAX.initialization
      ~VARMAX.loglikelihood_burn
      ~VARMAX.param_names
      ~VARMAX.start_params
      ~VARMAX.state_names
      ~VARMAX.tolerance
   
   
   