statsmodels.tsa.statespace.varmax.VARMAXResults.extend

VARMAXResults.extend(endog, exog=None, **kwargs)

Recreate the results object for new data that extends the original data

Parameters:

endogarray_like

New observations from the modeled time-series process.

exogarray_like, optional

New observations of exogenous regressors, if applicable.

**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:

resultsVARMAXResults