tsa.statespace.kalman_smoother.KalmanSmoother()
statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother
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class statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother(k_endog, k_states, k_posdef=None, results_class=None, **kwargs)[source] -
State space representation of a time series process, with Kalman filter and smoother.
Parameters: k_endog : array_like or integer
The observed time-series p