statsmodels.tsa.statespace.simulation\_smoother.SimulationSmoother ================================================================== .. currentmodule:: statsmodels.tsa.statespace.simulation_smoother .. autoclass:: SimulationSmoother :exclude-members: .. rubric:: Methods .. autosummary:: :toctree: ~SimulationSmoother.bind ~SimulationSmoother.clone ~SimulationSmoother.extend ~SimulationSmoother.filter ~SimulationSmoother.fixed_scale ~SimulationSmoother.get_simulation_output ~SimulationSmoother.impulse_responses ~SimulationSmoother.initialize ~SimulationSmoother.initialize_approximate_diffuse ~SimulationSmoother.initialize_diffuse ~SimulationSmoother.initialize_known ~SimulationSmoother.initialize_stationary ~SimulationSmoother.loglike ~SimulationSmoother.loglikeobs ~SimulationSmoother.set_conserve_memory ~SimulationSmoother.set_filter_method ~SimulationSmoother.set_filter_timing ~SimulationSmoother.set_inversion_method ~SimulationSmoother.set_smooth_method ~SimulationSmoother.set_smoother_output ~SimulationSmoother.set_stability_method ~SimulationSmoother.simulate ~SimulationSmoother.simulation_smoother ~SimulationSmoother.smooth .. rubric:: Properties .. autosummary:: :toctree: ~SimulationSmoother.conserve_memory ~SimulationSmoother.design ~SimulationSmoother.dtype ~SimulationSmoother.endog ~SimulationSmoother.filter_augmented ~SimulationSmoother.filter_collapsed ~SimulationSmoother.filter_concentrated ~SimulationSmoother.filter_conventional ~SimulationSmoother.filter_exact_initial ~SimulationSmoother.filter_extended ~SimulationSmoother.filter_method ~SimulationSmoother.filter_methods ~SimulationSmoother.filter_square_root ~SimulationSmoother.filter_timing ~SimulationSmoother.filter_univariate ~SimulationSmoother.filter_unscented ~SimulationSmoother.inversion_method ~SimulationSmoother.inversion_methods ~SimulationSmoother.invert_cholesky ~SimulationSmoother.invert_lu ~SimulationSmoother.invert_univariate ~SimulationSmoother.memory_conserve ~SimulationSmoother.memory_no_filtered ~SimulationSmoother.memory_no_filtered_cov ~SimulationSmoother.memory_no_filtered_mean ~SimulationSmoother.memory_no_forecast ~SimulationSmoother.memory_no_forecast_cov ~SimulationSmoother.memory_no_forecast_mean ~SimulationSmoother.memory_no_gain ~SimulationSmoother.memory_no_likelihood ~SimulationSmoother.memory_no_predicted ~SimulationSmoother.memory_no_predicted_cov ~SimulationSmoother.memory_no_predicted_mean ~SimulationSmoother.memory_no_smoothing ~SimulationSmoother.memory_no_std_forecast ~SimulationSmoother.memory_options ~SimulationSmoother.memory_store_all ~SimulationSmoother.obs ~SimulationSmoother.obs_cov ~SimulationSmoother.obs_intercept ~SimulationSmoother.prefix ~SimulationSmoother.selection ~SimulationSmoother.simulation_outputs ~SimulationSmoother.smooth_alternative ~SimulationSmoother.smooth_classical ~SimulationSmoother.smooth_conventional ~SimulationSmoother.smooth_method ~SimulationSmoother.smooth_methods ~SimulationSmoother.smooth_univariate ~SimulationSmoother.smoother_all ~SimulationSmoother.smoother_disturbance ~SimulationSmoother.smoother_disturbance_cov ~SimulationSmoother.smoother_output ~SimulationSmoother.smoother_outputs ~SimulationSmoother.smoother_state ~SimulationSmoother.smoother_state_autocov ~SimulationSmoother.smoother_state_cov ~SimulationSmoother.solve_cholesky ~SimulationSmoother.solve_lu ~SimulationSmoother.stability_force_symmetry ~SimulationSmoother.stability_method ~SimulationSmoother.stability_methods ~SimulationSmoother.state_cov ~SimulationSmoother.state_intercept ~SimulationSmoother.time_invariant ~SimulationSmoother.timing_init_filtered ~SimulationSmoother.timing_init_predicted ~SimulationSmoother.timing_options ~SimulationSmoother.transition