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statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.transition
statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.transition
¶
KalmanSmoother.
transition
=
None
¶
(array) Transition matrix:
\(T~(k\_states \times k\_states \times nobs)\)
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Time Series Analysis by State Space Methods
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statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.transition