statsmodels.tsa.statespace.structural.UnobservedComponentsResults.freq_seasonal

attribute

UnobservedComponentsResults.freq_seasonal

Estimates of unobserved frequency domain seasonal component(s)

Returns:

out: list of Bunch instances

Each item 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