statsmodels.regression.recursive_ls.RecursiveLSResults.recursive_coefficients¶

property RecursiveLSResults.recursive_coefficients¶

回归系数的估计值，递归估计

Returns:¶

out: Bunch

具有以下属性：

• filtered: a time series array with the filtered estimate of

  组件

• filtered_cov: a time series array with the filtered estimate of

  成分的方差/协方差

• smoothed: a time series array with the smoothed estimate of

  组件

• smoothed_cov: a time series array with the smoothed estimate of

  成分的方差/协方差

• offset: an integer giving the offset in the state vector where

  此组件开始