statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.simulation_smoother

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