statsmodels.tsa.statespace.structural.UnobservedComponentsResults.freq_seasonal¶

property UnobservedComponentsResults.freq_seasonal¶

Estimates of unobserved frequency domain seasonal component(s)

Returns

out: list of Bunch instances

Each item 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