statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.smooth¶
- MarkovRegression.smooth(params, transformed=True, cov_type=None, cov_kwds=None, return_raw=False, results_class=None, results_wrapper_class=None)¶
Apply the Kim smoother and Hamilton filter
- Parameters:
- paramsarray_like
Array of parameters at which to perform filtering.
- transformedbool,
optional Whether or not params is already transformed. Default is True.
- cov_type
str,optional See fit for a description of covariance matrix types for results object.
- cov_kwds
dictorNone,optional See fit for a description of required keywords for alternative covariance estimators
- return_rawbool,optional
Whether or not to return only the raw Hamilton filter output or a full results object. Default is to return a full results object.
- results_class
type,optional A results class to instantiate rather than MarkovSwitchingResults. Usually only used internally by subclasses.
- results_wrapper_class
type,optional A results wrapper class to instantiate rather than MarkovSwitchingResults. Usually only used internally by subclasses.
- Returns:
MarkovSwitchingResults