statsmodels.tsa.seasonal.STL.fit

STL.fit(inner_iter=None, outer_iter=None)

Estimate season, trend and residuals components.

Parameters:
inner_iter{int, None}, optional

Number of iterations to perform in the inner loop. If not provided uses 2 if robust is True, or 5 if not.

outer_iter{int, None}, optional

Number of iterations to perform in the outer loop. If not provided uses 15 if robust is True, or 0 if not.

Returns:
DecomposeResult

Estimation results.


Last update: Feb 14, 2024