statsmodels.tsa.statespace.structural.UnobservedComponentsResults.level

property UnobservedComponentsResults.level

Estimates of unobserved level 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


Last update: May 25, 2024