statsmodels.tsa.statespace.structural.UnobservedComponentsResults.cycle¶
-
UnobservedComponentsResults.
cycle
¶ Estimates of unobserved cycle component
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