statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ.clone¶

DynamicFactorMQ.clone(endog, k_endog_monthly=None, endog_quarterly=None, retain_standardization=False, **kwargs)[source]¶

Clone state space model with new data and optionally new specification.

Parameters:¶

endog : array_like¶

The observed time-series process \(y\)

k_endog_monthly : int, optional¶

If specifying a monthly/quarterly mixed frequency model in which the provided endog dataset contains both the monthly and quarterly data, this variable should be used to indicate how many of the variables are monthly.

endog_quarterly : array_like, optional¶

Observations of quarterly variables. If provided, must be a Pandas Series or DataFrame with a DatetimeIndex or PeriodIndex at the quarterly frequency.

**kwargs¶

Keyword arguments to pass to the new model class to change the model specification.

Returns:¶

model

Return type:¶

DynamicFactorMQ instance