statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.clone

KalmanSmoother.clone(endog, **kwargs)

Clone a state space representation while overriding some elements

Parameters:

• endog (array_like) – An observed time-series process \(y\).

• **kwargs – Keyword arguments to pass to the new state space representation model constructor. Those that are not specified are copied from the specification of the current state space model.

Return type:

Representation

Notes

If some system matrices are time-varying, then new time-varying matrices must be provided.