statsmodels.tsa.statespace.structural.UnobservedComponentsResults.autoregressive¶

property UnobservedComponentsResults.autoregressive¶

Estimates of unobserved autoregressive 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