In-sample and out-of-sample prediction for state space models generally
Parameters: | start : int, optional
end : int, optional
dynamic : int, optional
**kwargs :
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Returns: | results : PredictionResults
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Notes
All prediction is performed by applying the deterministic part of the measurement equation using the predicted state variables.
Out-of-sample prediction first applies the Kalman filter to missing data for the number of periods desired to obtain the predicted states.