statsmodels.tsa.statespace.simulation_smoother.SimulationSmoothResults.generated_state¶

property SimulationSmoothResults.generated_state¶

Generated vector of states by iterating on the transition equation, given a random initial state draw and random disturbance draws.

Notes

$${\alpha }_{t+1}^{+}=c_t+T_t{\alpha }_t^{+}+{\eta }_t^{+}$$