SARIMAXResults.simulate()
statsmodels.tsa.statespace.sarimax.SARIMAXResults.simulate
-
SARIMAXResults.simulate(nsimulations, measurement_shocks=None, state_shocks=None, initial_state=None) -
Simulate a new time series following the state space model
Parameters: nsimulations : int
The number of observations to simulate. If the model is time-invariant this can be any number. If the model is time-varying, then this number must be less than or equal to the number
measurement_shocks : array_like, optional
If specified, these are the shocks to the measurement equation
