UnobservedComponentsResult.signal

property UnobservedComponentsResult.signal: NDArray[float64]

level plus cycle plus seasonal, shape (n,).

Everything except the irregular, so signal + irregular is the observed series exactly.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> y = np.cumsum(0.2 * rng.standard_normal(200)) + rng.standard_normal(200)
>>> res = UnobservedComponents(y).fit()
>>> bool(np.allclose(res.signal, res.level))
True

Type:

The systematic part