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