Calling fit_constrained instead of fit

Open inbalme opened this issue 5 years ago • 2 comments

Question

Hi, First - thank you for developing this awesome package. I am using it for a while and find it very helpful.

I would like to constrain some coefficients to zero. Is it possible to call statsmodels.SARIMAX.fit_constrained instead of fit() ?

Sep 01 '20 18:09 inbalme

Let me look into what this would take. It doesn't seem like this would be too difficult

Sep 05 '20 11:09 tgsmith61591

Great. Thanks From what I saw, the fit_constrained needs to be provided with another argument of "constraints"

Sep 06 '20 09:09 inbalme