statsmodels.tsa.statespace.representation.Representation.extend¶
- Representation.extend(endog, start=None, end=None, **kwargs)[source]¶
Extend the current state space model, or a specific (time) subset
- Parameters:
- endogarray_like
An observed time-series process \(y\).
- start
int,optional The first period of a time-varying state space model to include in the new model. Has no effect if the state space model is time-invariant. Default is the initial period.
- end
int,optional The last period of a time-varying state space model to include in the new model. Has no effect if the state space model is time-invariant. Default is the final period.
- **kwargs
Keyword arguments to pass to the new state space representation model constructor. Those that are not specified are copied from the specification of the current state space model.
- Returns:
Notes
This method does not allow replacing a time-varying system matrix with a time-invariant one (or vice-versa). If that is required, use clone.