statespace
method
KalmanFilter.
loglike
Calculate the loglikelihood associated with the statespace model.
**kwargs
Additional keyword arguments to pass to the Kalman filter. See KalmanFilter.filter for more details.
loglike : float
The joint loglikelihood.
statsmodels.tsa.statespace.kalman_filter.KalmanFilter.initialize_stationary
statsmodels.tsa.statespace.kalman_filter.KalmanFilter.loglikeobs