statsmodels.regression.recursive_ls.RecursiveLSResults.recursive_coefficients¶
-
property
RecursiveLSResults.recursive_coefficients¶ Estimates of regression coefficients, recursively estimated
- Returns
- out: Bunch
Has the following attributes:
- filtered: a time series array with the filtered estimate of
the component
- filtered_cov: a time series array with the filtered estimate of
the variance/covariance of the component
- smoothed: a time series array with the smoothed estimate of
the component
- smoothed_cov: a time series array with the smoothed estimate of
the variance/covariance of the component
- offset: an integer giving the offset in the state vector where
this component begins