statsmodels.tsa.arima.model.ARIMA.simulation_smoother¶
- ARIMA.simulation_smoother(simulation_output=None, **kwargs)¶
Retrieve a simulation smoother for the state space model.
- Parameters:
simulation_output (int, optional) – Determines which simulation smoother output is calculated. Default is all (including state and disturbances).
**kwargs – Additional keyword arguments, used to set the simulation output. See set_simulation_output for more details.
- Return type:
