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  • References
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  • Time Series analysis

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
doc_statsmodels
2025-01-10 15:47:30
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