DynamicFactor.simulate(params, nsimulations, measurement_shocks=None, state_shocks=None, initial_state=None)
Simulate a new time series following the state space model
Parameters: 


Returns: 
simulated_obs – An (nsimulations x k_endog) array of simulated observations. 
Return type: 
array 
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.simulate.html