statsmodels.tsa.statespace.structural.UnobservedComponents.simulation_smoother¶
-
UnobservedComponents.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.
- simulation_output
- Returns:¶
SimulationSmoothResults
Last update:
Nov 14, 2024