statsmodels.regression.recursive_ls.RecursiveLS.clone¶

RecursiveLS.clone(endog, exog=None, **kwargs)¶

Clone state space model with new data and optionally new specification

Parameters:¶

endogarray_like

The observed time-series process \(y\)

k_statesint

The dimension of the unobserved state process.

exogarray_like, optional

Array of exogenous regressors, shaped nobs x k. Default is no exogenous regressors.

kwargs

Keyword arguments to pass to the new model class to change the model specification.

Returns:¶

modelMLEModel subclass

Notes

This method must be implemented