statsmodels.tsa.statespace.simulation_smoother.SimulationSmoothResults.generated_state_disturbance¶

property SimulationSmoothResults.generated_state_disturbance¶

Randomly drawn state disturbance variates, used to construct generated_state and generated_obs.

Notes

\[\eta_t^+ ~ N(0, Q_t)\]

If disturbance_variates were provided to the simulate() method, then this returns those variates (which were N(0,1)) transformed to the distribution above.