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

property UnobservedComponentsResults.freq_seasonal¶

未观测到的频域季节性成分的估计

Returns:¶

out: list of Bunch instances

每个项目具有以下属性：

• filtered: a time series array with the filtered estimate of

  组件

• filtered_cov: a time series array with the filtered estimate of

  成分的方差/协方差

• smoothed: a time series array with the smoothed estimate of

  组件

• smoothed_cov: a time series array with the smoothed estimate of

  成分的方差/协方差

• offset: an integer giving the offset in the state vector where

  此组件开始