statsmodels.tsa.statespace.simulation_smoother.SimulationSmoothResults.simulated_state_disturbance¶

property SimulationSmoothResults.simulated_state_disturbance¶

从条件分布中随机抽取状态扰动向量。

注释

\[\eta ~ N(\hat \eta, Var(\hat \eta \mid Y_n))\]