statsmodels.tsa.statespace.varmax.VARMAX.clone#
- VARMAX.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 \(y\).
- exogarray_like,
optional Array of exogenous regressors, shaped nobs x k.
- **kwargs
Keyword arguments to pass to the new model constructor. Those that are not specified are copied from the specification of the current model.
- Returns: