statsmodels.regression.recursive_ls.RecursiveLS.simulation_smoother¶
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RecursiveLS.
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.
Returns: SimulationSmoothResults