statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.initialize_statespace

DynamicFactor.initialize_statespace(**kwargs)

Initialize the state space representation

Parameters: **kwargs – Additional keyword arguments to pass to the state space class constructor.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.initialize_statespace.html