statsmodels.tsa.statespace.simulation_smoother.SimulationSmoothResults.generated_obs¶
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property
SimulationSmoothResults.
generated_obs
¶ Generated vector of observations by iterating on the observation and transition equations, given a random initial state draw and random disturbance draws.
Notes
\[y_t^+ = d_t + Z_t \alpha_t^+ + \varepsilon_t^+\]