statsmodels.regression.recursive_ls.RecursiveLS.simulation_smoother

RecursiveLS.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