# statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.loglikeobs¶

KalmanSmoother.loglikeobs(**kwargs)

Calculate the loglikelihood for each observation associated with the statespace model.

Parameters: **kwargs – Additional keyword arguments to pass to the Kalman filter. See KalmanFilter.filter for more details.

Notes

If loglikelihood_burn is positive, then the entries in the returned loglikelihood vector are set to be zero for those initial time periods.

Returns: loglike – Array of loglikelihood values for each observation. array of float