'(array) The predicted values of the model. An (nobs x k_endog) array.'

@cache_readonly
def fittedvalues(self):

    fittedvalues = self.filter_results.forecasts
    if (fittedvalues.shape[0] == 1):
        fittedvalues = fittedvalues[0, :]
    else:
        fittedvalues = fittedvalues.T
    return fittedvalues
