statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.simulation_smoother¶
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SimulationSmoother.
simulation_smoother
(simulation_output=None, results_class=None, prefix=None, **kwargs)[source]¶ Retrieve a simulation smoother for the statespace model.
Parameters: simulation_output : int, optional
Determines which simulation smoother output is calculated. Default is all (including state and disturbances).
simulation_smooth_results_class : class, optional
Default results class to use to save output of simulation smoothing. Default is SimulationSmoothResults. If specified, class must extend from SimulationSmoothResults.
prefix : str
The prefix of the datatype. Usually only used internally.
**kwargs
Additional keyword arguments, used to set the simulation output. See set_simulation_output for more details.
Returns: SimulationSmoothResults