LinearGaussianSSM._from_structural_system#

classmethod LinearGaussianSSM._from_structural_system(params, *, trend, cycle, seasonal)[source]#

The structural model as a linear-Gaussian state space.

Parameters:

  • params (_StructuralParameters) – The parameter record.

  • trend (str) – "level", "lltrend", or "smooth".

  • cycle (bool) – Whether the cycle is present.

  • seasonal (int | None) – Seasonal period, or None.

Return type:

tuple[_LinearGaussianStateSpace, dict[str, slice]]

Returns:

The state-space model and the component layout.