LongMemorySVResult._series#

LongMemorySVResult._series()[source]#

Aligned per-observation output.

Return type:

dict[str, NDArray[double]]

Returns:

The observed series, the smoothed log variance, the volatility and its 95% band, each (n,).

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> res = LongMemorySV(rng.standard_normal(300)).fit()
>>> list(res._series())
['observed', 'log_variance', 'volatility', 'volatility_lower', 'volatility_upper']
>>> res.to_pandas().shape
(300, 5)