statsmodels.tsa.statespace.structural.UnobservedComponents.clone

UnobservedComponents.clone(endog, exog=None, **kwargs)

Clone state space model with new data and optionally new specification

Parameters:

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

• k_states (int) – The dimension of the unobserved state process.

• exog (array_like, optional) – Array of exogenous regressors, shaped nobs x k. Default is no exogenous regressors.

• kwargs – Keyword arguments to pass to the new model class to change the model specification.

Returns:

model

Return type:

MLEModel subclass

Notes

This method must be implemented