statsmodels.tsa.statespace.varmax.VARMAX.simulation_smoother¶
-
VARMAX.
simulation_smoother
(simulation_output=None, **kwargs)¶ Retrieve a simulation smoother for the state space model.
- Parameters
- simulation_output
int
,optional
Determines which simulation smoother output is calculated. Default is all (including state and disturbances).
- **kwargs
Additional keyword arguments, used to set the simulation output. See set_simulation_output for more details.
- simulation_output
- Returns
SimulationSmoothResults