statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ.smooth¶
- DynamicFactorMQ.smooth(params, transformed=True, includes_fixed=False, complex_step=False, cov_type='none', cov_kwds=None, return_ssm=False, results_class=None, results_wrapper_class=None, **kwargs)[source]¶
Kalman smoothing.
- Parameters:
- paramsarray_like
Array of parameters at which to evaluate the loglikelihood function.
- transformedbool,
optional Whether or not params is already transformed. Default is True.
- return_ssmbool,optional
Whether or not to return only the state space output or a full results object. Default is to return a full results object.
- cov_type
str,optional See MLEResults.fit for a description of covariance matrix types for results object. Default is None.
- cov_kwds
dictorNone,optional See MLEResults.get_robustcov_results for a description required keywords for alternative covariance estimators
- **kwargs
Additional keyword arguments to pass to the Kalman filter. See KalmanFilter.filter for more details.