arch.univariate.ARX.constraints¶
- ARX.constraints() tuple[ndarray, ndarray] ¶
Construct linear constraint arrays for use in non-linear optimization
- Returns:¶
a (
numpy.ndarray
) – Number of constraints by number of parameters loading arrayb (
numpy.ndarray
) – Number of constraints array of lower bounds
Notes
Parameters satisfy a.dot(parameters) - b >= 0