statsmodels.tsa.statespace.kalman_filter.PredictionResults.update_representation

PredictionResults.update_representation(model, only_options=False)

Update the results to match a given model

Parameters:
modelRepresentation

The model object from which to take the updated values.

only_optionsbool, optional

If set to true, only the filter options are updated, and the state space representation is not updated. Default is False.

Notes

This method is rarely required except for internal usage.


Last update: Dec 23, 2024