statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.clone

SimulationSmoother.clone(endog, **kwargs)

Clone a state space representation while overriding some elements

Parameters

endogarray_like

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

**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

If some system matrices are time-varying, then new time-varying matrices must be provided.