statsmodels.tsa.statespace.structural.UnobservedComponents.clone¶
-
UnobservedComponents.clone(endog, exog=
None
, **kwargs)[source]¶ Clone state space model with new data and optionally new specification
- Parameters:¶
- endogarray_like
The observed time-series process \(y\)
- k_states
int
The dimension of the unobserved state process.
- exogarray_like,
optional
Array of exogenous regressors, shaped nobs x k. Default is no exogenous regressors.
- kwargs
Keyword arguments to pass to the new model class to change the model specification.
- Returns:¶
- model
MLEModel
subclass
- model
Notes
This method must be implemented
Last update:
Oct 29, 2024