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