statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ.clone#
- DynamicFactorMQ.clone(endog, k_endog_monthly=None, endog_quarterly=None, retain_standardization=False, **kwargs)[source]#
Clone state space model with new data and optionally new specification
- Parameters:
- endogarray_like
The observed time-series process \(y\)
- k_endog_monthly
int,optional If specifying a monthly/quarterly mixed frequency model in which the provided endog dataset contains both the monthly and quarterly data, this variable should be used to indicate how many of the variables are monthly.
- endog_quarterlyarray_like,
optional Observations of quarterly variables. If provided, must be a Pandas Series or DataFrame with a DatetimeIndex or PeriodIndex at the quarterly frequency.
- retain_standardizationbool,
optional Whether or not to use the mean and standard deviation from the original model to standardize the new data. Default is False.
- kwargs
Keyword arguments to pass to the new model class to change the model specification.
- Returns:
- model
DynamicFactorMQinstance
- model