DynamicFactor.simulation_smoother(simulation_output=None, **kwargs)
Retrieve a simulation smoother for the state space model.
Parameters: |
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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