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Searched refs:smoothed_state_autocovariance (Results 1 – 3 of 3) sorted by relevance

/dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/statespace/tests/
H A Dtest_smoothing.py1116 acov1 = res.smoothed_state_autocovariance(
1126 acov2 = res.smoothed_state_autocovariance(
1185 acov2 = res.smoothed_state_autocovariance(
1190 acov3 = res.smoothed_state_autocovariance(
1196 acov1 = res.smoothed_state_autocovariance(
1201 acov1 = res.smoothed_state_autocovariance(
1205 acov2 = res.smoothed_state_autocovariance(
1208 acov2 = res.smoothed_state_autocovariance(
1213 acov2 = res.smoothed_state_autocovariance(
1266 acov1 = res.smoothed_state_autocovariance(
[all …]
/dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/statespace/
H A Dkalman_smoother.py818 def smoothed_state_autocovariance(self, lag=1, t=None, start=None, member in SmootherResults
1430 acov = self.smoothed_state_autocovariance(
1451 acov = self.smoothed_state_autocovariance(
/dports/math/py-statsmodels/statsmodels-0.13.1/docs/source/release/
H A Dversion0.12.rst849 * :meth:`statsmodels.tsa.statespace.kalman_smoother.SmootherResults.smoothed_state_autocovariance`