UnobservedComponentsResult._summary_table#

UnobservedComponentsResult._summary_table()[source]#

Structured summary rendered by every display path.

Return type:

SummaryTable

Returns:

One row per estimated variance and cycle shape parameter; the metadata carries the trend, the log-likelihood, the sample size, the parameter count and both criteria; the notes state the initialization, the smoothed-band behaviour and, when a cycle is present, its period.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> y = np.cumsum(0.2 * rng.standard_normal(200)) + rng.standard_normal(200)
>>> table = UnobservedComponents(y).fit()._summary_table()
>>> table.title, [row[0] for row in table.rows], len(table.notes)
('UC[level] Results', ['sigma2.irregular', 'sigma2.level'], 2)