statsmodels.tsa.statespace.simulation_smoother.SimulationSmoothResults.generated_obs¶

property SimulationSmoothResults.generated_obs¶

Generated vector of observations by iterating on the observation and transition equations, given a random initial state draw and random disturbance draws.

Notes

$$y_t^{+}=d_t+Z_t{\alpha }_t^{+}+{\epsilon }_t^{+}$$