MLEModel.simulate(params, nsimulations, measurement_shocks=None, state_shocks=None, initial_state=None)
[source]
Simulate a new time series following the state space model
Parameters: |
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Returns: |
simulated_obs – An (nsimulations x k_endog) array of simulated observations. |
Return type: |
array |
© 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.mlemodel.MLEModel.simulate.html