statsmodels.tsa.statespace.simulation_smoother.SimulationSmoothResults.simulated_measurement_disturbanceΒΆ

property SimulationSmoothResults.simulated_measurement_disturbanceΒΆ

Random draw of the measurement disturbance vector from its conditional distribution.

Notes

\[\varepsilon ~ N(\hat \varepsilon, Var(\hat \varepsilon \mid Y_n))\]