UnobservedComponentsResult.cycle

property UnobservedComponentsResult.cycle: NDArray[float64]

The smoothed cycle \(E[\psi_t \mid y]\), shape (n,).

Raises:

SpecificationError – If no cycle was specified.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> y = np.cumsum(0.2 * rng.standard_normal(200)) + rng.standard_normal(200)
>>> UnobservedComponents(y).fit().cycle
Traceback (most recent call last):
cultivars.exceptions.SpecificationError: this specification has no cycle component; ...