statsmodels / 0.9.0 / generated / statsmodels.tsa.kalmanf.kalmanfilter.kalmanfilter.geterrors.html /

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

© 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.tsa.kalmanf.kalmanfilter.KalmanFilter.geterrors.html