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statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.simulation_smoother

DynamicFactor.simulation_smoother(simulation_output=None, **kwargs)

Retrieve a simulation smoother for the state space model.

Parameters:
  • simulation_output (int, optional) – Determines which simulation smoother output is calculated. Default is all (including state and disturbances).
  • **kwargs – Additional keyword arguments, used to set the simulation output. See set_simulation_output for more details.
Returns:
Return type:

SimulationSmoothResults

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.simulation_smoother.html