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statsmodels.tsa.kalmanf.kalmanfilter.KalmanFilter.geterrors

classmethod KalmanFilter.geterrors(y, k, k_ar, k_ma, k_lags, nobs, Z_mat, m, R_mat, T_mat, paramsdtype)[source]

Returns just the errors of the Kalman Filter

Note that if fast_kalman isn’t available this returns the errors, F, and loglikelihood for use in loglike.

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