statsmodels.regression.recursive_ls.RecursiveLSResults.recursive_coefficients¶
- property RecursiveLSResults.recursive_coefficients¶
Estimates of regression coefficients, recursively estimated
- Returns:
- out:
Bunch Has the following attributes:
- filtered: a time series array with the filtered estimate of
the component
- filtered_cov: a time series array with the filtered estimate of
the variance/covariance of the component
- smoothed: a time series array with the smoothed estimate of
the component
- smoothed_cov: a time series array with the smoothed estimate of
the variance/covariance of the component
- offset: an integer giving the offset in the state vector where
this component begins
- out: