Returns in-sample prediction or forecasts.
Parameters : | n : int
start : int
method : string {‘dynamic’, ‘static’}
resid : bool
confint : bool, float
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Returns : | predicted values : array residuals : array, optional confidence intervals : array, optional |
Notes
The linear Gaussian Kalman filter is used to return pre-sample fitted values. The exact initial Kalman Filter is used. See Durbin and Koopman in the references for more information.