statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.extend¶

SimulationSmoother.extend(endog, start=None, end=None, **kwargs)¶

Extend the current state space model, or a specific (time) subset

Parameters:¶

endogarray_like

An observed time-series process \(y\).

startint, optional

The first period of a time-varying state space model to include in the new model. Has no effect if the state space model is time-invariant. Default is the initial period.

endint, optional

The last period of a time-varying state space model to include in the new model. Has no effect if the state space model is time-invariant. Default is the final period.

**kwargs

Keyword arguments to pass to the new state space representation model constructor. Those that are not specified are copied from the specification of the current state space model.

Returns:¶

Representation

Notes

This method does not allow replacing a time-varying system matrix with a time-invariant one (or vice-versa). If that is required, use clone.