statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.set_smoother_output

DynamicFactor.set_smoother_output(smoother_output=None, **kwargs)

Set the smoother output

The smoother can produce several types of results. The smoother output variable controls which are calculated and returned.

Parameters
  • smoother_output (integer, optional) – Bitmask value to set the smoother output to. See notes for details.

  • **kwargs – Keyword arguments may be used to influence the smoother output by setting individual boolean flags.

Notes

This method is rarely used. See the corresponding function in the KalmanSmoother class for details.