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
\[y_t^+ = d_t + Z_t \alpha_t^+ + \varepsilon_t^+\]
Last update:
Dec 23, 2024