UnobservedComponentsResult._component#

UnobservedComponentsResult._component(name)[source]#

One component’s smoothed path, or a refusal naming what exists.

The level, slope and cycle are single states and are read off the first index of their block; the seasonal is the sum of its harmonics, read off the block through the design row.

Parameters:

name (str) – "level", "slope", "cycle" or "seasonal".

Return type:

NDArray[double]

Returns:

The smoothed path, shape (n,).

Raises:

SpecificationError – If the specification lacks the component.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> y = np.cumsum(0.2 * rng.standard_normal(200)) + rng.standard_normal(200)
>>> res = UnobservedComponents(y, trend="level").fit()
>>> res._component("level").shape
(200,)
>>> res._component("cycle")
Traceback (most recent call last):
cultivars.exceptions.SpecificationError: this specification has no cycle component; ...