nsimulations : int
The number of observations to simulate. If the model is
time-invariant this can be any number. If the model is
time-varying, then this number must be less than or equal to the
number
measurement_shocks : array_like, optional
If specified, these are the shocks to the measurement equation,
\varepsilon_t. If unspecified, these are automatically
generated using a pseudo-random number generator. If specified,
must be shaped nsimulations x k_endog, where k_endog is the
same as in the state space model.
state_shocks : array_like, optional
If specified, these are the shocks to the state equation,
\eta_t. If unspecified, these are automatically
generated using a pseudo-random number generator. If specified,
must be shaped nsimulations x k_posdef where k_posdef is the
same as in the state space model.
initial_state : array_like, optional
If specified, this is the state vector at time zero, which should
be shaped (k_states x 1), where k_states is the same as in the
state space model. If unspecified, but the model has been
initialized, then that initialization is used. If unspecified and
the model has not been initialized, then a vector of zeros is used.
Note that this is not included in the returned simulated_states
array.
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