statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.clone¶
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DynamicFactor.clone(endog, exog=None, **kwargs)[source]¶ Clone state space model with new data and optionally new specification
- Parameters
- endogarray_like
The observed time-series process \(y\)
- k_states
int The dimension of the unobserved state process.
- exogarray_like,
optional Array of exogenous regressors, shaped nobs x k. Default is no exogenous regressors.
- kwargs
Keyword arguments to pass to the new model class to change the model specification.
- Returns
- model
MLEModelsubclass
- model
Notes
This method must be implemented