statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ.simulation_smoother

DynamicFactorMQ.simulation_smoother(simulation_output=None, **kwargs)

Retrieve a simulation smoother for the state space model.

Parameters

simulation_outputint, 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.

Returns

SimulationSmoothResults