statsmodels.tsa.statespace.dynamic\_factor.DynamicFactor
========================================================
.. currentmodule:: statsmodels.tsa.statespace.dynamic_factor
.. autoclass:: DynamicFactor
.. HACK -- the point here is that we don't want this to appear in the output, but the autosummary should still generate the pages.
.. autosummary::
:toctree:
DynamicFactor.filter
DynamicFactor.fit
DynamicFactor.from_formula
DynamicFactor.hessian
DynamicFactor.impulse_responses
DynamicFactor.information
DynamicFactor.initialize
DynamicFactor.initialize_approximate_diffuse
DynamicFactor.initialize_known
DynamicFactor.initialize_statespace
DynamicFactor.initialize_stationary
DynamicFactor.loglike
DynamicFactor.loglikeobs
DynamicFactor.observed_information_matrix
DynamicFactor.opg_information_matrix
DynamicFactor.predict
DynamicFactor.prepare_data
DynamicFactor.score
DynamicFactor.score_obs
DynamicFactor.set_conserve_memory
DynamicFactor.set_filter_method
DynamicFactor.set_inversion_method
DynamicFactor.set_smoother_output
DynamicFactor.set_stability_method
DynamicFactor.simulate
DynamicFactor.simulation_smoother
DynamicFactor.smooth
DynamicFactor.transform_jacobian
DynamicFactor.transform_params
DynamicFactor.untransform_params
DynamicFactor.update
.. HACK -- the point here is that we don't want this to appear in the output, but the autosummary should still generate the pages.
.. autosummary::
:toctree:
DynamicFactor.endog_names
DynamicFactor.exog_names
DynamicFactor.initial_variance
DynamicFactor.initialization
DynamicFactor.loglikelihood_burn
DynamicFactor.param_names
DynamicFactor.start_params
DynamicFactor.tolerance