KalmanSmoother.smooth()

statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.smooth

KalmanSmoother.smooth(smoother_output=None, results=None, run_filter=True, prefix=None, complex_step=False, **kwargs) [source]

Apply the Kalman smoother to the statespace model.

Parameters:

smoother_output : int, optional

Determines which Kalman smoother output ca