statsmodels.tsa.statespace.dynamic\_factor.DynamicFactor ======================================================== .. currentmodule:: statsmodels.tsa.statespace.dynamic_factor .. autoclass:: DynamicFactor .. HACK -- the point here is that we don't want this to appear in the output, but the autosummary should still generate the pages. .. autosummary:: :toctree: DynamicFactor.filter DynamicFactor.fit DynamicFactor.from_formula DynamicFactor.hessian DynamicFactor.impulse_responses DynamicFactor.information DynamicFactor.initialize DynamicFactor.initialize_approximate_diffuse DynamicFactor.initialize_known DynamicFactor.initialize_statespace DynamicFactor.initialize_stationary DynamicFactor.loglike DynamicFactor.loglikeobs DynamicFactor.observed_information_matrix DynamicFactor.opg_information_matrix DynamicFactor.predict DynamicFactor.prepare_data DynamicFactor.score DynamicFactor.score_obs DynamicFactor.set_conserve_memory DynamicFactor.set_filter_method DynamicFactor.set_inversion_method DynamicFactor.set_smoother_output DynamicFactor.set_stability_method DynamicFactor.simulate DynamicFactor.simulation_smoother DynamicFactor.smooth DynamicFactor.transform_jacobian DynamicFactor.transform_params DynamicFactor.untransform_params DynamicFactor.update .. HACK -- the point here is that we don't want this to appear in the output, but the autosummary should still generate the pages. .. autosummary:: :toctree: DynamicFactor.endog_names DynamicFactor.exog_names DynamicFactor.initial_variance DynamicFactor.initialization DynamicFactor.loglikelihood_burn DynamicFactor.param_names DynamicFactor.start_params DynamicFactor.tolerance