'Estimates of regression coefficients, recursively estimated
Returns
out: Bunch
Has the following attributes:
- `filtered`: a time series array with the filtered estimate of
the component
- `filtered_cov`: a time series array with the filtered estimate of
the variance/covariance of the component
- `smoothed`: a time series array with the smoothed estimate of
the component
- `smoothed_cov`: a time series array with the smoothed estimate of
the variance/covariance of the component
- `offset`: an integer giving the offset in the state vector where
this component begins'

@property
def recursive_coefficients(self):

    out = None
    spec = self.specification
    start = offset = 0
    end = (offset + spec.k_exog)
    out = Bunch(filtered=self.filtered_state[start:end], filtered_cov=self.filtered_state_cov[start:end, start:end], smoothed=None, smoothed_cov=None, offset=offset)
    if (self.smoothed_state is not None):
        out.smoothed = self.smoothed_state[start:end]
    if (self.smoothed_state_cov is not None):
        out.smoothed_cov = self.smoothed_state_cov[start:end, start:end]
    return out
