statsmodels.tsa.statespace.simulation_smoother.SimulationSmoothResults.simulated_measurement_disturbance¶
- property SimulationSmoothResults.simulated_measurement_disturbance¶
Random draw of the measurement disturbance vector from its conditional distribution.
Notes
\[\varepsilon ~ N(\hat \varepsilon, Var(\hat \varepsilon \mid Y_n))\]
Last update:
Dec 23, 2024