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KalmanFilter.filter()

statsmodels.tsa.statespace.kalman_filter.KalmanFilter.filter

KalmanFilter.filter(filter_method=None, inversion_method=None, stability_method=None, conserve_memory=None, tolerance=None, loglikelihood_burn=None, results=None, complex_step=False) [source]

Apply the Kalman filter to the statespace model.

Parameters:

filter_method : int, optional