TransferFunctionOLS.__init__#

TransferFunctionOLS.__init__(saturation_type='hill', saturation_grid=None, saturation_bounds=None, adstock_grid=None, adstock_bounds=None, estimation_method='grid', error_model='hac', arima_order=None, hac_maxlags=None, coef_constraint='nonnegative')[source]#

Initialize model with configuration parameters.

Parameters:
  • saturation_type (str)

  • saturation_grid (dict | None)

  • saturation_bounds (dict | None)

  • adstock_grid (dict | None)

  • adstock_bounds (dict | None)

  • estimation_method (str)

  • error_model (str)

  • arima_order (Tuple[int, int, int] | None)

  • hac_maxlags (int | None)

  • coef_constraint (str)