SVResult._series

SVResult._series()

Aligned per-observation output.

Return type:

dict[str, NDArray[double]]

Returns:

The series, the smoothed log variance and volatility with its 95% bands, and the series standardized by the smoothed volatility.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> res = SV(rng.standard_normal(200), mean="zero").fit()
>>> list(res._series())[:3], list(res._series())[-1]
(['observed', 'log_variance', 'volatility'], 'standardized')