arch.univariate.ARX.constraints¶

ARX.constraints() → tuple[ndarray[tuple[int, ...], dtype[float64]], ndarray[tuple[int], dtype[float64]]]¶

Construct linear constraint arrays for use in non-linear optimization.

Returns:¶

• a (numpy.ndarray) – Number of constraints by number of parameters loading array.

• b (numpy.ndarray) – Number of constraints array of lower bounds.

Notes

Parameters satisfy a.dot(parameters) - b >= 0