RecursiveLS.simulate()
statsmodels.regression.recursive_ls.RecursiveLS.simulate
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RecursiveLS.simulate(params, nsimulations, measurement_shocks=None, state_shocks=None, initial_state=None) -
Simulate a new time series following the state space model
Parameters: params : array_like
Array of model parameters.
nsimulations : int
The number of observations to simulate. If the model is time-invariant this can be any number. If the model is time-varying, then this number must be less than or equal to the number
measurement_shocks : array_like,