statsmodels.tsa.statespace.varmax.VARMAX.set_filter_method¶
-
VARMAX.set_filter_method(filter_method=None, **kwargs)¶ Set the filtering method
The filtering method controls aspects of which Kalman filtering approach will be used.
- Parameters
- filter_method
int,optional Bitmask value to set the filter method to. See notes for details.
- **kwargs
Keyword arguments may be used to influence the filter method by setting individual boolean flags. See notes for details.
- filter_method
Notes
This method is rarely used. See the corresponding function in the KalmanFilter class for details.