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statespace 0.1.4

  • Installation
  • Quickstart
  • User guide
  • Examples
  • Reference
    • Design notes
    • Differences from statsmodels
    • References
  • GitHub
  • PyPI
  • Installation
  • Quickstart
  • User guide
  • Examples
  • Reference
  • Design notes
  • Differences from statsmodels
  • References
  • GitHub
  • PyPI

Section Navigation

  • Python API
    • ssfortran.Representation
    • ssfortran.FilterResults
    • ssfortran.SmootherResults
    • ssfortran.AugmentedResults
    • ssfortran.StructuralModel
    • ssfortran.MappedModel
    • ssfortran.MLEModel
    • ssfortran.Model
    • ssfortran.FitResults
    • ssfortran.ForecastResults
    • ssfortran.fit_many
    • ssfortran.Irregular
    • ssfortran.Level
    • ssfortran.Trend
    • ssfortran.Seasonal
    • ssfortran.Cycle
    • ssfortran.Regression
    • ssfortran.ARIMA
    • ssfortran.ContinuousLevel
    • ssfortran.ContinuousTrend
    • ssfortran.diagnostics.ljung_box
    • ssfortran.diagnostics.jarque_bera
    • ssfortran.diagnostics.breakvar
    • ssfortran.StateSpaceError
    • ssfortran.version
  • Fortran API
    • statespace_kinds
    • statespace_rep
    • statespace_filter
    • statespace_smoother
    • statespace_forecast
    • statespace_simsmooth
    • statespace_smoothing
    • statespace_augmented
    • statespace_sqrt
    • statespace_collapse
    • statespace_restrict
    • statespace_dense
    • statespace_model
    • statespace_mle
    • statespace_score
    • statespace_em
    • statespace_components
    • statespace_structural
    • statespace_arima
    • statespace_mapped
    • statespace_callback
    • statespace_diagnostics
    • statespace_linalg
    • statespace_special
  • C interface
  • Reference

Reference#

  • Python API
    • Representation
    • Models and estimation
    • Components
    • Diagnostics
    • Errors and constants
  • Fortran API
    • Conventions
    • Modules
  • C interface
    • Conventions
    • Example
    • Codes
    • Representations
    • Filtering and smoothing
    • Augmented filter, EM, collapsing, restrictions
    • Forecasting, simulation, diagnostics
    • Structural and ARIMA models
    • Mapped and callback models
    • Models and estimation

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