statsmodels.tsa.statespace.varmax.VARMAX.simulation_smoother¶
- VARMAX.simulation_smoother(simulation_output=None, **kwargs)¶
Retrieve a simulation smoother for the state space model.
- Parameters:
- simulation_output
int,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.
- simulation_output
- Returns:
SimulationSmoothResults