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Installing
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endog, exog, what’s that?
Import Paths and Structure
Fitting models using R-style formulas
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Time Series analysis tsa
Time Series Analysis by State Space Methods statespace
Vector Autoregressions tsa.vector_ar

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Generalized Method of Moments gmm
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Time Series Analysis by State Space Methods statespace
statsmodels.tsa.statespace.kalman_filter.KalmanFilter
statsmodels.tsa.statespace.kalman_filter.KalmanFilter.invert_univariate

statsmodels.tsa.statespace.kalman_filter.KalmanFilter.invert_univariate#

KalmanFilter.invert_univariate = False#: (bool) Flag for univariate inversion method (recommended)

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KalmanFilter.invert_univariate

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