statsmodels.tsa.filters.filtertools.CycleTrendResult

class statsmodels.tsa.filters.filtertools.CycleTrendResult(cycle, trend)

Result of cffilter, hamilton_filter, and hpfilter: a cycle/trend decomposition.

Parameters:

cyclearray_like

The estimated cyclical component. See the docstring of the function that produced this result for the precise definition (e.g. hamilton_filter leaves the first p + h - 1 values as NaN).

trendarray_like

The estimated trend component, matching cycle in shape.

Methods

count(value, /)	Return number of occurrences of value.
index(value[, start, stop])	Return first index of value.

Methods

count(value, /)	Return number of occurrences of value.
index(value[, start, stop])	Return first index of value.

Properties

cycle	Alias for field number 0
trend	Alias for field number 1