statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.simulation_smoother¶
-
SimulationSmoother.
simulation_smoother
(simulation_output=None, results_class=None, prefix=None, **kwargs)[source]¶ Retrieve a simulation smoother for the statespace model.
- Parameters
- simulation_output
int
,optional
Determines which simulation smoother output is calculated. Default is all (including state and disturbances).
- simulation_smooth_results_class
class
,optional
Default results class to use to save output of simulation smoothing. Default is SimulationSmoothResults. If specified, class must extend from SimulationSmoothResults.
- prefix
str
The prefix of the datatype. Usually only used internally.
- **kwargs
Additional keyword arguments, used to set the simulation output. See set_simulation_output for more details.
- simulation_output
- Returns