statsmodels.tsa.kalmanf.kalmanfilter.KalmanFilter.geterrors
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classmethod KalmanFilter.geterrors(y, k, k_ar, k_ma, k_lags, nobs, Z_mat, m, R_mat, T_mat, paramsdtype)
[source] -
Returns just the errors of the Kalman Filter
classmethod KalmanFilter.geterrors(y, k, k_ar, k_ma, k_lags, nobs, Z_mat, m, R_mat, T_mat, paramsdtype)
[source]
Returns just the errors of the Kalman Filter
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