'Randomly drawn state disturbance variates, used to construct
`generated_state` and `generated_obs`.
Notes
.. math::
\eta_t^+ ~ N(0, Q_t)
If `disturbance_variates` were provided to the `simulate()` method,
then this returns those variates (which were N(0,1)) transformed to the
distribution above.'

@property
def generated_state_disturbance(self):

    if (self._generated_state_disturbance is None):
        start = (self.model.nobs * self.model.k_endog)
        self._generated_state_disturbance = np.array(self._simulation_smoother.disturbance_variates[start:], copy=True).reshape(self.model.nobs, self.model.k_posdef)
    return self._generated_state_disturbance
