statsmodels.tsa.statespace.simulation_smoother.SimulationSmoothResults.simulate

SimulationSmoothResults.simulate(simulation_output=-1, disturbance_variates=None, initial_state_variates=None, pretransformed_variates=False)

Perform simulation smoothing

Does not return anything, but populates the object’s simulated_* attributes, as specified by simulation output.

Parameters:

simulation_outputint, optional

Bitmask controlling simulation output. Default is to use the simulation output defined in object initialization.

disturbance_variatesarray_likes, optional

Random values to use as disturbance variates, distributed standard Normal. Usually only specified if results are to be replicated (e.g. to enforce a seed) or for testing. If not specified, random variates are drawn.

initial_state_variatesarray_likes, optional

Random values to use as initial state variates. Usually only specified if results are to be replicated (e.g. to enforce a seed) or for testing. If not specified, random variates are drawn.