statsmodels.regression.recursive_ls.RecursiveLS.fit

RecursiveLS.fit() [source]

Fits the model by application of the Kalman filter

Returns:
Return type:	RecursiveLSResults

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.regression.recursive_ls.RecursiveLS.fit.html