tsa.statespace.tools.constrain_stationary_multivariate()
statsmodels.tsa.statespace.tools.constrain_stationary_multivariate
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statsmodels.tsa.statespace.tools.constrain_stationary_multivariate(unconstrained, variance, transform_variance=False, prefix=None)[source] -
Transform unconstrained parameters used by the optimizer to constrained parameters used in likelihood evaluation for a vector autoregression.
Parameters: