statsmodels.tsa.statespace.mlemodel.MLEModel.simulation_smoother¶

MLEModel.simulation_smoother(simulation_output=None, **kwargs)[source]¶

Retrieve a simulation smoother for the state space model.

Parameters:¶

simulation_output : int, optional¶

Determines which simulation smoother output is calculated. Default is all (including state and disturbances).

**kwargs¶

Additional keyword arguments, used to set the simulation output. See set_simulation_output for more details.

Return type:¶

SimulationSmoothResults