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KalmanFilter.geterrors()

statsmodels.tsa.kalmanf.kalmanfilter.KalmanFilter.geterrors

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

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.kalmanf.kalmanfilter.KalmanFilter.geterrors.html

doc_statsmodels

2017-01-18 16:11:11

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