statsmodels.tsa.statespace.simulation_smoother.SimulationSmoothResults.simulated_state_disturbance¶
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property
SimulationSmoothResults.
simulated_state_disturbance
¶ Random draw of the state disturbance vector from its conditional distribution.
Notes
\[\eta ~ N(\hat \eta, Var(\hat \eta \mid Y_n))\]