UnobservedComponentsResult.cycle_period

property UnobservedComponentsResult.cycle_period: float

The estimated cycle period \(2\pi / \lambda_c\) in observations.

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_period
Traceback (most recent call last):
cultivars.exceptions.SpecificationError: this specification has no cycle component.